Limits of spiked random matrices II

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Limits of spiked random matrices II

16 September 2011

Alex Bloemendal

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Papers citing "Limits of spiked random matrices II"

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Title
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
Learning Rates as a Function of Batch Size: A Random Matrix Theory Approach to Neural Network Training Diego Granziol S. Zohren Stephen J. Roberts ODL 152 53 0 16 Jun 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
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 119 51 0 27 Sep 2018
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
Limit Theory for the largest eigenvalues of sample covariance matrices with heavy-tails Richard A. Davis Oliver Pfaffel R. Stelzer 127 37 0 27 Aug 2011