Spiked multiplicative random matrices and principal components (Q6171643): Difference between revisions

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scientific article; zbMATH DE number 7726164

Language	Label	Description	Also known as
English	Spiked multiplicative random matrices and principal components	scientific article; zbMATH DE number 7726164

Statements

scholarly article

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Spiked multiplicative random matrices and principal components (English)

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Stochastic Processes and their Applications

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publication date

14 August 2023

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full work available at URL

https://arxiv.org/abs/2302.13502

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zbMATH Keywords

free multiplication of random matrices

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spiked model

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principal components

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local laws

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MaRDI profile type

MaRDI publication profile

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Central limit theorems for eigenvalues in a spiked population model

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On sample eigenvalues in a generalized spiked population model

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Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

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Eigenvalues of large sample covariance matrices of spiked population models

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Singular vector and singular subspace distribution for the matrix denoising model

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Statistical inference for principal components of spiked covariance matrices

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Spectral rigidity for addition of random matrices at the regular edge

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Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case

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Eigenvector distribution in the critical regime of BBP transition

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A new approach to subordination results in free probability

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Outliers in the spectrum of large deformed unitarily invariant models

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Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices

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The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

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The singular values and vectors of low rank perturbations of large rectangular random matrices

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Outliers in the single ring theorem

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Isotropic local laws for sample covariance and generalized Wigner matrices

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On the principal components of sample covariance matrices

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Limits of spiked random matrices. I

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Outlier Eigenvalues for Deformed I.I.D. Random Matrices

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Rotational Invariant Estimator for General Noisy Matrices

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Cleaning large correlation matrices: tools from random matrix theory

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Exact separation phenomenon for the eigenvalues of large Information-Plus-Noise type matrices. Application to spiked models

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Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices

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Spectrum of deformed random matrices and free probability

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The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations

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Central limit theorems for eigenvalues of deformations of Wigner matrices

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The arithmetic of distributions in free probability theory

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Outliers in the spectrum for products of independent random matrices

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High dimensional deformed rectangular matrices with applications in matrix denoising

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Spiked sample covariance matrices with possibly multiple bulk components

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On the Spectral Property of Kernel-Based Sensor Fusion Algorithms of High Dimensional Data

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Spiked separable covariance matrices and principal components

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Analysis of Spectral Methods for Phase Retrieval With Random Orthogonal Matrices

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Averaging fluctuations in resolvents of random band matrices

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Principal components in linear mixed models with general bulk

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Regularity Properties of Free Multiplicative Convolution on the Positive Line

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On the distribution of the largest eigenvalue in principal components analysis

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The Isotropic Semicircle Law and Deformation of Wigner Matrices

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The outliers of a deformed Wigner matrix

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Extremal eigenvalues of sample covariance matrices with general population

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Adaptive and Oblivious Randomized Subspace Methods for High-Dimensional Optimization: Sharp Analysis and Lower Bounds

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Extremal eigenvalues and eigenvectors of deformed Wigner matrices

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Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models

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No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix

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Optimality and sub-optimality of PCA. I: Spiked random matrix models

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Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations

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Limit laws for random matrices and free products

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Extreme eigenvalues of large-dimensional spiked Fisher matrices with application

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How to Reduce Dimension With PCA and Random Projections?

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.SPA.2023.05.009

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Sitelinks

Mathematics(1 entry)

mardi Publication:6171643

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