Limits of spiked random matrices I

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Limits of spiked random matrices I

8 November 2010

Alex Bloemendal

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Papers citing "Limits of spiked random matrices I"

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Title
Signal-Plus-Noise Decomposition of Nonlinear Spiked Random Matrix Models Behrad Moniri Hamed Hassani 99 2 0 28 May 2024
Spectral Phase Transition and Optimal PCA in Block-Structured Spiked models Pierre Mergny Justin Ko Florent Krzakala 100 2 0 06 Mar 2024
Eigenvector distribution in the critical regime of BBP transition Z. Bao Dong Wang 113 14 0 28 Sep 2020
Statistical inference for principal components of spiked covariance matrices Z. Bao Xiucai Ding Jingming Wang Ke Wang 111 52 0 27 Aug 2020
Extremal eigenvalues of sample covariance matrices with general population J. Kwak J. Lee Jaewhi Park 26 9 0 17 Aug 2019
Principal components of spiked covariance matrices in the supercritical regime Z. Bao Xiucai Ding Jingming Wang Ke Wang 108 4 0 29 Jul 2019
Statistical thresholds for Tensor PCA Aukosh Jagannath P. Lopatto Léo Miolane 72 44 0 08 Dec 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 119 51 0 27 Sep 2018
Homotopy Analysis for Tensor PCA Anima Anandkumar Yuan-bei Deng Rong Ge H. Mobahi 155 43 0 28 Oct 2016
Local Asymptotic Normality of the spectrum of high-dimensional spiked F-ratios Prathapasinghe Dharmawansa Iain M. Johnstone A. Onatski 72 15 0 14 Nov 2014
Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges W. Hachem A. Hardy J. Najim 184 34 0 26 Sep 2014
Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population J. Lee Kevin Schnelli 86 96 0 17 Sep 2014
On the principal components of sample covariance matrices Alex Bloemendal Antti Knowles H. Yau J. Yin 192 155 0 03 Apr 2014
Asymptotic power of sphericity tests for high-dimensional data A. Onatski Marcelo J. Moreira Marc Hallin 128 151 0 20 Jun 2013
Universality for the largest eigenvalue of sample covariance matrices with general population Z. Bao G. Pan Wang Zhou 191 101 0 21 Apr 2013
Limits of spiked random matrices II Alex Bloemendal Bálint Virág 124 91 0 16 Sep 2011
Limit Theory for the largest eigenvalues of sample covariance matrices with heavy-tails Richard A. Davis Oliver Pfaffel R. Stelzer 125 37 0 27 Aug 2011