Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices

14 February 2011

Tony Cai

Papers citing "Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices"

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Title
Multiscale Tensor Summation Factorization as a New Neural Network Layer (MTS Layer) for Multidimensional Data Processing Mehmet Yamaç Muhammad Numan Yousaf S. Kiranyaz M. Gabbouj 24 1 0 17 Apr 2025
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient Liqi Xia Ruiyuan Cao Jiang Du Jun Dai 31 1 0 16 Sep 2024
A variational Bayes approach to debiased inference for low-dimensional parameters in high-dimensional linear regression Ismaël Castillo Alice L'Huillier Kolyan Ray Luke Travis 24 0 0 18 Jun 2024
Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications Taras Bodnar Nestor Parolya 21 0 0 23 Mar 2024
Asymptotic Distributions of Largest Pearson Correlation Coefficients under Dependent Structures Tiefeng Jiang T. Pham 30 1 0 25 Apr 2023
Adaptive Testing for High-dimensional Data Yangfan Zhang Runmin Wang Xiaofeng Shao 22 0 0 14 Mar 2023
Testing for independence in high dimensions based on empirical copulas Axel Bücher Cambyse Pakzad 9 1 0 04 Apr 2022
Coherence of high-dimensional random matrices in a Gaussian case : application of the Chen-Stein method M. Boucher D. Chauveau M. Zani 8 0 0 13 Oct 2021
Logarithmic law of large random correlation matrices Nestor Parolya Johannes Heiny D. Kurowicka 8 8 0 25 Mar 2021
Student-Teacher Learning from Clean Inputs to Noisy Inputs Guanzhe Hong Zhiyuan Mao Xiaojun Lin Stanley H. Chan 16 8 0 13 Mar 2021
Bayesian inference in high-dimensional models Sayantan Banerjee I. Castillo S. Ghosal 40 22 0 12 Jan 2021
Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error Xiang Lyu Jian Kang Lexin Li 13 1 0 17 Sep 2020
Max-sum tests for cross-sectional dependence of high-demensional panel data Long Feng Tiefeng Jiang Binghui Liu Wei Xiong 7 14 0 08 Jul 2020
Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data Xin Chen Dan Yang Yan Xu Yin Xia Dong Wang Haipeng Shen 16 9 0 30 Jun 2020
Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications Zeng Li Qinwen Wang Runze Li 8 13 0 13 Dec 2019
Limiting behavior of largest entry of random tensor constructed by high-dimensional data Tiefeng Jiang Junshan Xie 17 8 0 28 Oct 2019
Variational Bayes for high-dimensional linear regression with sparse priors Kolyan Ray Botond Szabó 12 99 0 15 Apr 2019
High dimensional consistent independence testing with maxima of rank correlations Mathias Drton Fang Han Hongjian Shi 17 42 0 14 Dec 2018
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models D. Morales-Jiménez Iain M. Johnstone M. Mckay Jeha Yang 20 29 0 24 Oct 2018
Asymptotically Independent U-Statistics in High-Dimensional Testing Yinqiu He Gongjun Xu Chong Wu Wei Pan 18 45 0 02 Sep 2018
Discriminant analysis in small and large dimensions Taras Bodnar S. Mazur E. Ngailo Nestor Parolya 11 7 0 08 May 2017
Testing independence with high-dimensional correlated samples Xi Chen Weidong Liu 69 8 0 26 Mar 2017
Multilevel maximum likelihood estimation with application to covariance matrices Marie Turčičová Jan Mandel K. Eben 26 1 0 27 Jan 2017
Asymptotic power of Rao's score test for independence in high dimensions Dennis Leung Q. Shao 34 0 0 25 Jan 2017
Robust method for finding sparse solutions to linear inverse problems using an L2 regularization Gonzalo H. Otazu 11 1 0 03 Jan 2017
Bayesian Sparse Linear Regression with Unknown Symmetric Error Minwoo Chae Lizhen Lin David B. Dunson 14 15 0 06 Aug 2016
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices Jiang Hu Z. Bai 12 36 0 03 Mar 2016
Joint limiting laws for high-dimensional independence tests Danning Li Lingzhou Xue 23 14 0 30 Dec 2015
Spherical Cap Packing Asymptotics and Rank-Extreme Detection Kai Zhang 21 10 0 19 Nov 2015
Uniform change point tests in high dimension M. Jirak 20 131 0 17 Nov 2015
Gaussian Approximation for High Dimensional Time Series Danna Zhang W. Wu 21 127 0 27 Aug 2015
Sharp minimax tests for large Toeplitz covariance matrices with repeated observations C. Butucea R. Zgheib 25 7 0 04 Jun 2015
Are Discoveries Spurious? Distributions of Maximum Spurious Correlations and Their Applications Jianqing Fan Q. Shao Wen-Xin Zhou 35 38 0 14 Feb 2015
An Extreme-Value Approach for Testing the Equality of Large U-Statistic Based Correlation Matrices Cheng Zhou Fang Han Xinsheng Zhang Han Liu 35 8 0 11 Feb 2015
Testing independence in high dimensions with sums of rank correlations Dennis Leung Mathias Drton 33 10 0 08 Jan 2015
High Dimensional Correlation Matrices: CLT and Its Applications Jiti Gao Xiao Han G. Pan Yanrong Yang 20 5 0 01 Nov 2014
Test of Independence for High-dimensional Random Vectors Based on Block Correlation Matrices Z. Bao Jiang Hu G. Pan Wang Zhou 25 1 0 19 Oct 2014
Distribution-Free Tests of Independence in High Dimensions Fang Han Shizhe Chen Han Liu 16 16 0 15 Oct 2014
Sharp minimax tests for large covariance matrices and adaptation C. Butucea R. Zgheib 28 9 0 04 Sep 2014
Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications Taras Bodnar M. Reiß 28 16 0 02 Jul 2014
Bootstrapping High Dimensional Time Series Xianyang Zhang Guang Cheng AI4TS 39 34 0 04 Jun 2014
Discussion: "A significance test for the lasso" Jianqing Fan Z. Ke 28 4 0 27 May 2014
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 44 376 0 04 Mar 2014
On the theoretic and practical merits of the banding estimator for large covariance matrices Luo Xiao F. Bunea 40 9 0 04 Feb 2014
Tests for covariance matrix with fixed or divergent dimension Rongmao Zhang L. Peng Ruodu Wang 57 20 0 30 Oct 2013
Distributions of Angles in Random Packing on Spheres Tony Cai Jianqing Fan Tiefeng Jiang 43 182 0 02 Jun 2013
Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions Tiefeng Jiang Fan Yang 51 133 0 02 Jun 2013
Asymptotic power of likelihood ratio tests for high dimensional data Cheng Wang LongBing Cao B. Miao 47 8 0 14 Feb 2013
Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation T. Tony Cai Weidong Liu Harrison H. Zhou 38 206 0 12 Dec 2012
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation Yumou Qiu Songxi Chen 47 65 0 16 Aug 2012