Asymptotic power of sphericity tests for high-dimensional data

20 June 2013

Papers citing "Asymptotic power of sphericity tests for high-dimensional data"

48 / 48 papers shown

Title
High-Dimensional Canonical Correlation Analysis A. Bykhovskaya V. Gorin 81 2 0 28 Jun 2023
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes Zhijun Liu Jiang Hu Z. Bai Haiyan Song 43 7 0 12 Dec 2022
Minimax Rates for Robust Community Detection Allen Liu Ankur Moitra 64 14 0 25 Jul 2022
Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices Hye Won Chung Jihoon Lee J. Lee 31 3 0 02 Mar 2022
Distribution of the Scaled Condition Number of Single-spiked Complex Wishart Matrices Pasan Dissanayake Prathapasinghe Dharmawansa Yang Chen 24 1 0 11 May 2021
Detection of Signal in the Spiked Rectangular Models Ji Hyung Jung Hye Won Chung J. Lee 84 10 0 28 Apr 2021
Contextual Stochastic Block Model: Sharp Thresholds and Contiguity Chen Lu S. Sen 48 22 0 15 Nov 2020
Weak Detection in the Spiked Wigner Model with General Rank Ji Hyung Jung Hye Won Chung J. Lee 59 14 0 16 Jan 2020
Subexponential-Time Algorithms for Sparse PCA Yunzi Ding Dmitriy Kunisky Alexander S. Wein Afonso S. Bandeira 172 62 0 26 Jul 2019
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model Zeng Li Fang Han Jianfeng Yao 37 20 0 23 Jun 2019
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform W. Leeb 70 7 0 26 Apr 2019
Adapting to Unknown Noise Distribution in Matrix Denoising Andrea Montanari Feng Ruan Jun Yan 100 13 0 06 Oct 2018
Contextual Stochastic Block Models Y. Deshpande Andrea Montanari Elchanan Mossel S. Sen 166 159 0 23 Jul 2018
Optimality and Sub-optimality of PCA I: Spiked Random Matrix Models Amelia Perry Alexander S. Wein Afonso S. Bandeira Ankur Moitra 75 110 0 02 Jul 2018
Fundamental limits of detection in the spiked Wigner model A. Alaoui Florent Krzakala Michael I. Jordan 66 46 0 25 Jun 2018
Phase transitions in spiked matrix estimation: information-theoretic analysis Léo Miolane 71 19 0 12 Jun 2018
On the detection of low rank matrices in the high-dimensional regime A. Chevreuil P. Loubaton 24 1 0 13 Apr 2018
Complex energy landscapes in spiked-tensor and simple glassy models: ruggedness, arrangements of local minima and phase transitions V. Ros Gerard Ben Arous Giulio Biroli C. Cammarota 71 102 0 08 Apr 2018
Asymptotic normality and analysis of variance of log-likelihood ratios in spiked random matrix models Debapratim Banerjee Zongming Ma 28 6 0 02 Apr 2018
High-dimensional covariance matrices in elliptical distributions with application to spherical test Jiang Hu Weiming Li Zhi Liu Wang Zhou 41 36 0 21 Mar 2018
Detection limits in the high-dimensional spiked rectangular model A. Alaoui Michael I. Jordan 67 20 0 20 Feb 2018
Phase transition in the spiked random tensor with Rademacher prior Wei-Kuo Chen 79 41 0 05 Dec 2017
Finite Size Corrections and Likelihood Ratio Fluctuations in the Spiked Wigner Model A. Alaoui Florent Krzakala Michael I. Jordan 75 21 0 09 Oct 2017
Permutation methods for factor analysis and PCA Yan Sun 74 54 0 02 Oct 2017
Optimal prediction in the linearly transformed spiked model Edgar Dobriban W. Leeb A. Singer 83 20 0 07 Sep 2017
Optimal hypothesis testing for stochastic block models with growing degrees Debapratim Banerjee Zongming Ma 111 57 0 15 May 2017
Statistical limits of spiked tensor models Amelia Perry Alexander S. Wein Afonso S. Bandeira 86 80 0 22 Dec 2016
Optimality and Sub-optimality of PCA for Spiked Random Matrices and Synchronization Amelia Perry Alexander S. Wein Afonso S. Bandeira Ankur Moitra 130 59 0 19 Sep 2016
Testing in high-dimensional spiked models Iain M. Johnstone A. Onatski 84 53 0 24 Sep 2015
The Spectral Norm of Random Inner-Product Kernel Matrices Z. Fan Andrea Montanari 205 47 0 19 Jul 2015
Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors Humberto Moreira Marcelo J. Moreira 40 39 0 25 May 2015
Testing uniformity on high-dimensional spheres against monotone rotationally symmetric alternatives Christine Cutting D. Paindaveine Thomas Verdebout 57 23 0 07 Feb 2015
On the limitation of spectral methods: From the Gaussian hidden clique problem to rank one perturbations of Gaussian tensors Andrea Montanari Daniel Reichman Ofer Zeitouni 104 89 0 22 Nov 2014
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
Hypergeometric Functions of Matrix Arguments and Linear Statistics of Multi-Spiked Hermitian Matrix Models Damien Passemier M. Mckay Yang Chen 105 6 0 03 Jun 2014
Joint density of eigenvalues in spiked multivariate models Prathapasinghe Dharmawansa Iain M. Johnstone 90 8 0 02 Jun 2014
$L^2$ Asymptotics for High-Dimensional Data Mengyu Xu Danna Zhang Wei Biao Wu 87 8 0 28 May 2014
Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrix Models Damien Passemier M. Mckay Yang Chen 97 12 0 26 Feb 2014
High-dimensional tests for spherical location and spiked covariance Christophe Ley D. Paindaveine Thomas Verdebout 115 12 0 12 Feb 2014
On high-dimensional sign tests D. Paindaveine Thomas Verdebout 146 58 0 13 Nov 2013
Three Problems Related to the Eigenvalues of Complex Non-central Wishart Matrices with a Rank-1 Mean Prathapasinghe Dharmawansa 79 3 0 27 Jun 2013
Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions Tiefeng Jiang Fan Yang 133 134 0 02 Jun 2013
Universality for the largest eigenvalue of sample covariance matrices with general population Z. Bao G. Pan Wang Zhou 177 101 0 21 Apr 2013
On the sphericity test with large-dimensional observations Qinwen Wang Jianfeng Yao 73 71 0 17 Mar 2013
Signal Detection in High Dimension: The Multispiked Case A. Onatski Marcelo J. Moreira Marc Hallin 115 74 0 20 Oct 2012
Detection of weak signals in high-dimensional complex-valued data A. Onatski 88 10 0 30 Jul 2012
Optimal hypothesis testing for high dimensional covariance matrices Tommaso Cai Zongming Ma 133 113 0 18 May 2012
Optimal detection of sparse principal components in high dimension Quentin Berthet Philippe Rigollet 165 284 0 23 Feb 2012