On the principal components of sample covariance matrices

v1v2v3 (latest)

On the principal components of sample covariance matrices

3 April 2014

Alex Bloemendal

ArXiv (abs)PDF HTML

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

15 / 65 papers shown

Title
Statistical thresholds for Tensor PCA Aukosh Jagannath P. Lopatto Léo Miolane 54 44 0 08 Dec 2018
Notes on asymptotics of sample eigenstructure for spiked covariance models with non-Gaussian data Iain M. Johnstone Jeha Yang 22 5 0 24 Oct 2018
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models D. Morales-Jiménez Iain M. Johnstone M. Mckay Jeha Yang 86 30 0 24 Oct 2018
Modified Multidimensional Scaling and High Dimensional Clustering Xiucai Ding Qiang Sun 73 4 0 24 Oct 2018
Adapting to Unknown Noise Distribution in Matrix Denoising Andrea Montanari Feng Ruan Jun Yan 100 13 0 06 Oct 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 111 51 0 27 Sep 2018
Matrices with Gaussian noise: optimal estimates for singular subspace perturbation Sean O’Rourke Van Vu Ke Wang 81 7 0 02 Mar 2018
Limiting Laws for Divergent Spiked Eigenvalues and Largest Non-spiked Eigenvalue of Sample Covariance Matrices Tony Cai Xiao Han G. Pan 69 80 0 01 Nov 2017
Efficient Estimation of Linear Functionals of Principal Components V. Koltchinskii Matthias Loffler Richard Nickl 66 33 0 25 Aug 2017
Empirical Analysis of the Hessian of Over-Parametrized Neural Networks Levent Sagun Utku Evci V. U. Güney Yann N. Dauphin Léon Bottou 98 420 0 14 Jun 2017
High dimensional deformed rectangular matrices with applications in matrix denoising Xiucai Ding 100 46 0 22 Feb 2017
Cleaning large correlation matrices: tools from random matrix theory J. Bun J. Bouchaud M. Potters 82 268 0 25 Oct 2016
Universal halting times in optimization and machine learning Levent Sagun T. Trogdon Yann LeCun BDL 53 9 0 19 Nov 2015
Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges W. Hachem A. Hardy J. Najim 175 33 0 26 Sep 2014
Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population J. Lee Kevin Schnelli 82 96 0 17 Sep 2014