| Publication | Date of Publication | Type |
|---|
Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
(available as arXiv preprint) | N/A | Paper |
Two Sample Test for Covariance Matrices in Ultra-High Dimension
Journal of the American Statistical Association | 2026-01-07 | Paper |
Tracy-Widom distribution for the edge eigenvalues of elliptical model
Information and Inference | 2025-10-30 | Paper |
Kernel Spectral Joint Embeddings for High-Dimensional Noisy Datasets Using Duo-Landmark Integral Operators
Journal of the American Statistical Association | 2025-10-28 | Paper |
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
Biometrika | 2025-10-15 | Paper |
Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications
IEEE Transactions on Information Theory | 2025-10-06 | Paper |
A Riemann-Hilbert approach to the perturbation theory for orthogonal polynomials: applications to numerical linear algebra and random matrix theory
IMRN. International Mathematics Research Notices | 2024-10-24 | Paper |
How do kernel-based sensor fusion algorithms behave under high-dimensional noise?
Information and Inference: A Journal of the IMA | 2024-05-07 | Paper |
Impact of Signal-to-Noise Ratio and Bandwidth on Graph Laplacian Spectrum From High-Dimensional Noisy Point Cloud
IEEE Transactions on Information Theory | 2024-03-19 | Paper |
Learning low-dimensional nonlinear structures from high-dimensional noisy data: an integral operator approach
The Annals of Statistics | 2024-01-04 | Paper |
Learning low-dimensional nonlinear structures from high-dimensional noisy data: an integral operator approach
The Annals of Statistics | 2024-01-04 | Paper |
Multivariate functional response low‐rank regression with an application to brain imaging data
The Canadian Journal of Statistics | 2023-11-02 | Paper |
Autoregressive approximations to nonstationary time series with inference and applications
The Annals of Statistics | 2023-08-31 | Paper |
Autoregressive approximations to nonstationary time series with inference and applications
The Annals of Statistics | 2023-08-31 | Paper |
| Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications | 2023-08-16 | Paper |
Spiked multiplicative random matrices and principal components
Stochastic Processes and their Applications | 2023-08-14 | Paper |
Local laws for multiplication of random matrices
The Annals of Applied Probability | 2023-07-31 | Paper |
Local laws for multiplication of random matrices
The Annals of Applied Probability | 2023-07-31 | Paper |
| Tracy-Widom distribution for the edge eigenvalues of elliptical model | 2023-04-16 | Paper |
Edge statistics of large dimensional deformed rectangular matrices
Journal of Multivariate Analysis | 2022-09-30 | Paper |
The conjugate gradient algorithm on a general class of spiked covariance matrices
Quarterly of Applied Mathematics | 2022-01-19 | Paper |
| A Riemann--Hilbert approach to the perturbation theory for orthogonal polynomials: Applications to numerical linear algebra and random matrix theory | 2021-12-22 | Paper |
Spiked sample covariance matrices with possibly multiple bulk components
Random Matrices: Theory and Applications | 2021-11-19 | Paper |
Spiked separable covariance matrices and principal components
The Annals of Statistics | 2021-07-05 | Paper |
On the Spectral Property of Kernel-Based Sensor Fusion Algorithms of High Dimensional Data
IEEE Transactions on Information Theory | 2021-02-22 | Paper |
Estimation and inference for precision matrices of nonstationary time series
The Annals of Statistics | 2020-12-14 | Paper |
Estimation and inference for precision matrices of nonstationary time series
The Annals of Statistics | 2020-12-14 | Paper |
| Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability | 2019-12-30 | Paper |
Singular vector distribution of sample covariance matrices
Advances in Applied Probability | 2019-12-09 | Paper |
High dimensional deformed rectangular matrices with applications in matrix denoising
Bernoulli | 2019-12-05 | Paper |
High dimensional deformed rectangular matrices with applications in matrix denoising
Bernoulli | 2019-12-05 | Paper |
| Principal components of spiked covariance matrices in the supercritical regime | 2019-07-29 | Paper |
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
The Annals of Applied Probability | 2018-08-16 | Paper |
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
The Annals of Applied Probability | 2018-08-16 | Paper |
