Universality of covariance matrices

11 October 2011

Natesh S. Pillai

Papers citing "Universality of covariance matrices"

50 / 54 papers shown

Title
On the phase diagram of extensive-rank symmetric matrix denoising beyond rotational invariance Jean Barbier Francesco Camilli Justin Ko Koki Okajima 156 7 0 04 Nov 2024
Controlling the False Discovery Rate in Subspace Selection Mateo Díaz Venkat Chandrasekaran 84 0 0 14 Apr 2024
Deterministic equivalent of the Conjugate Kernel matrix associated to Artificial Neural Networks Clément Chouard 64 2 0 09 Jun 2023
Tracy-Widom distribution for the edge eigenvalues of elliptical model Xiucai Ding Jiahui Xie 65 0 0 16 Apr 2023
Sampling without replacement from a high-dimensional finite population Jiang Hu Shao-An Wang Yangchun Zhang Wang Zhou 117 3 0 27 Jan 2023
Resampling Sensitivity of High-Dimensional PCA Haoyu Wang 69 0 0 30 Dec 2022
Extreme eigenvalues of Log-concave Ensemble Z. Bao Xiao‐Chuan Xu 77 1 0 22 Dec 2022
Limiting spectral distribution for large sample correlation matrices Nina Dórnemann Johannes Heiny 20 1 0 31 Aug 2022
Large sample correlation matrices: a comparison theorem and its applications Johannes Heiny 40 8 0 04 Jan 2022
Small deviation estimates for the largest eigenvalue of Wigner matrices László ErdHos Yuanyuan Xu 50 6 0 22 Dec 2021
How do kernel-based sensor fusion algorithms behave under high dimensional noise? Xiucai Ding Hau‐Tieng Wu 67 4 0 22 Nov 2021
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 122 9 0 05 Aug 2021
A Goodness-of-fit Test on the Number of Biclusters in a Relational Data Matrix C. Watanabe Taiji Suzuki 86 0 0 23 Feb 2021
Contiguity under high dimensional Gaussianity with applications to covariance testing Q. Han Tiefeng Jiang Yandi Shen 77 2 0 26 Jan 2021
Precise High-Dimensional Asymptotics for Quantifying Heterogeneous Transfers Fan Yang Hongyang R. Zhang Sen Wu Christopher Ré Weijie J. Su 190 12 0 22 Oct 2020
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices Zhixiang Zhang G. Pan 68 3 0 25 Sep 2020
Edge statistics of large dimensional deformed rectangular matrices Xiucai Ding Fan Yang 108 9 0 01 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
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 91 16 0 10 Aug 2020
Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices Fan Yang 91 10 0 03 May 2020
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations Johannes Heiny Jianfeng Yao 66 15 0 08 Mar 2020
Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit Fan Yang 151 8 0 22 Feb 2020
Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices Haoyu Wang 132 8 0 11 Dec 2019
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
Goodness-of-fit Test for Latent Block Models C. Watanabe Taiji Suzuki 128 5 0 10 Jun 2019
Spiked separable covariance matrices and principal components Xiucai Ding Fan Yang 99 58 0 29 May 2019
Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions J. Wen Jiahui Xie Long Yu Wang Zhou 27 11 0 16 Jan 2019
Optimal Covariance Estimation for Condition Number Loss in the Spiked Model D. Donoho Behrooz Ghorbani 150 7 0 17 Oct 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 119 51 0 27 Sep 2018
Tracy-Widom limit for Kendall's tau Z. Bao 89 14 0 04 Dec 2017
High-dimensional dynamics of generalization error in neural networks Madhu S. Advani Andrew M. Saxe AI4CE 164 477 0 10 Oct 2017
Tracy-Widom at each edge of real covariance and MANOVA estimators Z. Fan Iain M. Johnstone 59 10 0 07 Jul 2017
Local Correlation and Gap Statistics under Dyson Brownian Motion for Covariance Matrices Kevin Yang 21 3 0 29 Apr 2017
Bulk Eigenvalue Correlation Statistics of Random Biregular Bipartite Graphs Kevin Yang 15 5 0 28 Apr 2017
Local Marchenko-Pastur Law for Random Bipartite Graphs Kevin Yang 22 5 0 27 Apr 2017
High dimensional deformed rectangular matrices with applications in matrix denoising Xiucai Ding 139 47 0 22 Feb 2017
Detecting Rare and Weak Spikes in Large Covariance Matrices Z. Ke 88 10 0 04 Sep 2016
A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications Xiao Han G. Pan Qing Yang 82 11 0 14 Jun 2016
Sparse Recovery from Extreme Eigenvalues Deviation Inequalities S. Dallaporta Yohann de Castro 54 0 0 05 Apr 2016
Universal halting times in optimization and machine learning Levent Sagun T. Trogdon Yann LeCun BDL 69 9 0 19 Nov 2015
The Spectral Norm of Random Inner-Product Kernel Matrices Z. Fan Andrea Montanari 305 49 0 19 Jul 2015
The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix X. Han G. Pan B. Zhang 44 15 0 30 May 2015
Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges W. Hachem A. Hardy J. Najim 184 34 0 26 Sep 2014
On estimation in the reduced-rank regression with a large number of responses and predictors V. Kargin 95 9 0 24 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
Canonical correlation coefficients of high-dimensional normal vectors: finite rank case Z. Bao Jiang Hu G. Pan Wang Zhou 99 7 0 27 Jul 2014
On the principal components of sample covariance matrices Alex Bloemendal Antti Knowles H. Yau J. Yin 192 155 0 03 Apr 2014
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix Ningning Xia Yingli Qin Z. Bai 66 19 0 20 Nov 2013
Degrees of freedom for combining regression with factor analysis Patrick O. Perry Natesh S. Pillai CML 65 6 0 27 Oct 2013