The spectral norm of random inner-product kernel matrices (Q1729691)
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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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0.8225290775299072
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0.8196809887886047
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0.7970095276832581
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0.7780133485794067
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