The spectral norm of random inner-product kernel matrices (Q1729691): Difference between revisions

The authors study a model for the analysis of a covariance thresholding procedure developed by \textit{R. Krauthgamer} et al. [Ann. Stat. 43, No. 3, 1300--1322 (2015; Zbl 1320.62138)] and \textit{Y. Deshpande} and \textit{A. Montanari} [J. Mach. Learn. Res. 17, Paper No. 141, 41 p. (2016; Zbl 1392.62172)]. The main result provides a new interpretation of issues on the Marchenko-Pastur law. The theoretical results are interpreted and illustrated.