Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional
Spiked Covariance Model

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Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional Spiked Covariance Model

16 February 2015

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Papers citing "Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional Spiked Covariance Model"

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Title
Provable Weak-to-Strong Generalization via Benign Overfitting David X. Wu A. Sahai 165 10 0 06 Oct 2024
Dynamic User Segmentation and Usage Profiling Animesh Mitra Saswata Sahoo Soumyabrata Dey 51 0 0 27 May 2023
Distributed Estimation for Principal Component Analysis: an Enlarged Eigenspace Analysis Xi Chen Jason D. Lee He Li Yun Yang 79 6 0 05 Apr 2020
High-dimensional principal component analysis with heterogeneous missingness Ziwei Zhu Tengyao Wang R. Samworth 183 50 0 28 Jun 2019
Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices Dandan Jiang Zhiqiang Hou Z. Bai 48 1 0 11 Apr 2019
Generalized Four Moment Theorem and an Application to CLT for Spiked Eigenvalues of Large-dimensional Covariance Matrices Dandan Jiang Z. Bai 35 30 0 16 Aug 2018
De-biased sparse PCA: Inference and testing for eigenstructure of large covariance matrices Jana Janková Sara van de Geer 75 18 0 31 Jan 2018
Distributed Estimation of Principal Eigenspaces Jianqing Fan Dong Wang Kaizheng Wang Ziwei Zhu 89 165 0 21 Feb 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