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On the principal components of sample covariance matrices

3 April 2014

Papers citing "On the principal components of sample covariance matrices"

50 / 65 papers shown

Title
Optimal Estimation of Structured Covariance Operators Omar Al Ghattas Jiaheng Chen D. Sanz-Alonso Nathan Waniorek 96 4 0 04 Aug 2024
Sailing in high-dimensional spaces: Low-dimensional embeddings through angle preservation Jonas Fischer Rong Ma 79 0 0 14 Jun 2024
Entry-Wise Eigenvector Analysis and Improved Rates for Topic Modeling on Short Documents Z. T. Ke Jingming Wang 51 1 0 28 May 2024
The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model Zhangni Pu Xiaozhuo Zhang Jiang Hu Zhidong Bai 97 1 0 14 May 2024
Liberating dimension and spectral norm: A universal approach to spectral properties of sample covariance matrices Yanqing Yin 60 0 0 02 Jan 2024
Two sample test for covariance matrices in ultra-high dimension Xiucai Ding Yichen Hu Zhenggang Wang 51 3 0 17 Dec 2023
Universality for the global spectrum of random inner-product kernel matrices in the polynomial regime S. Dubova Yue M. Lu Benjamin McKenna H. Yau 70 5 0 27 Oct 2023
Corrected generalized cross-validation for finite ensembles of penalized estimators Pierre C. Bellec Jin-Hong Du Takuya Koriyama Pratik Patil Kai Tan 90 4 0 02 Oct 2023
Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications Xiucai Ding Zheng-G Wang 48 4 0 16 Aug 2023
High-Dimensional Canonical Correlation Analysis A. Bykhovskaya V. Gorin 88 2 0 28 Jun 2023
On the Noise Sensitivity of the Randomized SVD Elad Romanov 86 1 0 27 May 2023
Subsample Ridge Ensembles: Equivalences and Generalized Cross-Validation Jin-Hong Du Pratik V. Patil Arun K. Kuchibhotla 86 11 0 25 Apr 2023
Tracy-Widom distribution for the edge eigenvalues of elliptical model Xiucai Ding Jiahui Xie 43 0 0 16 Apr 2023
The Local Ledoit-Peche Law Van Latimer Benjamin D. Robinson 41 1 0 27 Feb 2023
Sampling without replacement from a high-dimensional finite population Jiang Hu Shao-An Wang Yangchun Zhang Wang Zhou 99 3 0 27 Jan 2023
Detection problems in the spiked matrix models Ji Hyung Jung Hye Won Chung J. Lee 115 2 0 12 Jan 2023
Resampling Sensitivity of High-Dimensional PCA Haoyu Wang 56 0 0 30 Dec 2022
Extreme eigenvalues of Log-concave Ensemble Z. Bao Xiao‐Chuan Xu 49 1 0 22 Dec 2022
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes Zhijun Liu Jiang Hu Z. Bai Haiyan Song 54 7 0 12 Dec 2022
A note on the prediction error of principal component regression in high dimensions L. Hucker Martin Wahl 64 6 0 09 Dec 2022
SIMPLE-RC: Group Network Inference with Non-Sharp Nulls and Weak Signals Jianqing Fan Yingying Fan Jinchi Lv Fan Yang 116 3 0 31 Oct 2022
Optimal Eigenvalue Shrinkage in the Semicircle Limit D. Donoho M. J. Feldman 47 5 0 10 Oct 2022
A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions Zhijun Liu Jiang Hu Z. Bai Haiyan Song 45 2 0 15 May 2022
An Equivalence Principle for the Spectrum of Random Inner-Product Kernel Matrices with Polynomial Scalings Yue M. Lu H. Yau 65 26 0 12 May 2022
More Than a Toy: Random Matrix Models Predict How Real-World Neural Representations Generalize Alexander Wei Wei Hu Jacob Steinhardt 109 72 0 11 Mar 2022
Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models Long Yu P. Zhao Wang Zhou 95 3 0 13 Feb 2022
Matrix Reordering for Noisy Disordered Matrices: Optimality and Computationally Efficient Algorithms T. Tony Cai Rong Ma 75 6 0 17 Jan 2022
Non-splitting Neyman-Pearson Classifiers Jingming Wang Lucy Xia Z. Bao Xin Tong 56 1 0 01 Dec 2021
Inference for Heteroskedastic PCA with Missing Data Yuling Yan Yuxin Chen Jianqing Fan 122 19 0 26 Jul 2021
On Ensembling vs Merging: Least Squares and Random Forests under Covariate Shift M. Ramchandran Rajarshi Mukherjee MoMe FedML 105 3 0 04 Jun 2021
Spiked Singular Values and Vectors under Extreme Aspect Ratios M. Feldman 51 9 0 30 Apr 2021
Detection of Signal in the Spiked Rectangular Models Ji Hyung Jung Hye Won Chung J. Lee 84 10 0 28 Apr 2021
A Goodness-of-fit Test on the Number of Biclusters in a Relational Data Matrix C. Watanabe Taiji Suzuki 49 0 0 23 Feb 2021
Empirical Bayes PCA in high dimensions Xinyi Zhong Chang Su Z. Fan 86 19 0 21 Dec 2020
Impact of signal-to-noise ratio and bandwidth on graph Laplacian spectrum from high-dimensional noisy point cloud Xiucai Ding Hau‐Tieng Wu 107 13 0 21 Nov 2020
A Random Matrix Theory Approach to Damping in Deep Learning Diego Granziol Nicholas P. Baskerville AI4CE ODL 86 2 0 15 Nov 2020
Eigenvector distribution in the critical regime of BBP transition Z. Bao Dong Wang 86 14 0 28 Sep 2020
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes Junshan Xie Yicheng Zeng Lixing Zhu 50 7 0 22 Sep 2020
Edge statistics of large dimensional deformed rectangular matrices Xiucai Ding Fan Yang 61 9 0 01 Sep 2020
Statistical inference for principal components of spiked covariance matrices Z. Bao Xiucai Ding Jingming Wang Ke Wang 84 50 0 27 Aug 2020
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 48 15 0 10 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 148 49 0 16 Jun 2020
Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices Fan Yang 54 9 0 03 May 2020
How to reduce dimension with PCA and random projections? Fan Yang Sifan Liu Yan Sun David P. Woodruff 63 28 0 01 May 2020
The Asymptotic Distribution of Modularity in Weighted Signed Networks Rong Ma Ian Barnett 33 5 0 09 Apr 2020
Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit Fan Yang 118 8 0 22 Feb 2020
Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices Haoyu Wang 110 7 0 11 Dec 2019
Principal components of spiked covariance matrices in the supercritical regime Z. Bao Xiucai Ding Jingming Wang Ke Wang 93 4 0 29 Jul 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