The spectral norm of random inner-product kernel matrices (Q1729691)

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The spectral norm of random inner-product kernel matrices
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    The spectral norm of random inner-product kernel matrices (English)
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    28 February 2019
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    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.
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    random matrix
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    operator norm
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    free probability
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    covariance thresholding
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