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Universality for the largest eigenvalue of sample covariance matrices with general population

21 April 2013

Papers citing "Universality for the largest eigenvalue of sample covariance matrices with general population"

22 / 22 papers shown

Title
On Reward Transferability in Adversarial Inverse Reinforcement Learning: Insights from Random Matrix Theory Yangchun Zhang Wang Zhou Yirui Zhou 95 0 0 31 Dec 2024
A CLT for the difference of eigenvalue statistics of sample covariance matrices Nina Dórnemann Holger Dette 36 0 0 15 Jun 2023
Resampling Sensitivity of High-Dimensional PCA Haoyu Wang 51 0 0 30 Dec 2022
Extreme eigenvalues of Log-concave Ensemble Z. Bao Xiao‐Chuan Xu 44 1 0 22 Dec 2022
On randomized sketching algorithms and the Tracy-Widom law Daniel Ahfock W. Astle S. Richardson 50 1 0 03 Jan 2022
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 105 8 0 05 Aug 2021
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 48 15 0 10 Aug 2020
Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices Haoyu Wang 108 7 0 11 Dec 2019
On the spectral property of kernel-based sensor fusion algorithms of high dimensional data Xiucai Ding Hau‐Tieng Wu 34 9 0 25 Sep 2019
Goodness-of-fit Test for Latent Block Models C. Watanabe Taiji Suzuki 64 5 0 10 Jun 2019
Spiked separable covariance matrices and principal components Xiucai Ding Fan Yang 85 57 0 29 May 2019
Modified Multidimensional Scaling and High Dimensional Clustering Xiucai Ding Qiang Sun 57 4 0 24 Oct 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 104 51 0 27 Sep 2018
Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices Tony Cai Xiao Han G. Pan 59 80 0 01 Nov 2017
On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices Fang Han Sheng Xu Wen-Xin Zhou 81 18 0 07 Jul 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 48 11 0 14 Jun 2016
The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix X. Han G. Pan B. Zhang 28 15 0 30 May 2015
Extreme eigenvalues of large-dimensional spiked Fisher matrices with application Qinwen Wang Jianfeng Yao 60 31 0 20 Apr 2015
Local Asymptotic Normality of the spectrum of high-dimensional spiked F-ratios Prathapasinghe Dharmawansa Iain M. Johnstone A. Onatski 49 15 0 14 Nov 2014
Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges W. Hachem A. Hardy J. Najim 165 33 0 26 Sep 2014
Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population J. Lee Kevin Schnelli 74 96 0 17 Sep 2014
On the principal components of sample covariance matrices Alex Bloemendal Antti Knowles H. Yau J. Yin 165 152 0 03 Apr 2014