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

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-.1016/j.spa.2023.05.009
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+W4378469883
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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
@@ Property / cites work: Limits of spiked random matrices. I / rank @@
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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
@@ Property / cites work: The outliers of a deformed Wigner matrix / rank @@
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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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+Q5449216
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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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+Q3811203
@@ Property / cites work: Q3811203 / rank @@
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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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@@ Property / DOI @@
+.1016/J.SPA.2023.05.009
@@ Property / DOI: 10.1016/J.SPA.2023.05.009 / rank @@
+Normal rank