MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
DOI10.1016/J.CSDA.2019.06.011OpenAlexW2954942261MaRDI QIDQ2007993FDOQ2007993
Publication date: 22 November 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.05575
random matrix theorynumerical solutionsasymptotic eigenvalue distribution[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=generalized+Mar%EF%BF%BD%EF%BF%BDenko-Pastur+equations&go=Go generalized Mar��enko-Pastur equations]large-dimensional statistics
Computational methods for problems pertaining to probability theory (60-08) Computational methods for problems pertaining to statistics (62-08) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)
Cites Work
- Efficient computation of limit spectra of sample covariance matrices
- The polynomial method for random matrices
- OptShrink: An Algorithm for Improved Low-Rank Signal Matrix Denoising by Optimal, Data-Driven Singular Value Shrinkage
- Numerical implementation of the QuEST function
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms
- Iterative Procedures for Nonlinear Integral Equations
- Analysis of the limiting spectral distribution of large dimensional random matrices
- Random matrix theory in statistics: a review
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- Kernel spectral clustering of large dimensional data
- Large Sample Covariance Matrices and High-Dimensional Data Analysis
- Large System Analysis of Linear Precoding in Correlated MISO Broadcast Channels Under Limited Feedback
- A Deterministic Equivalent for the Analysis of Correlated MIMO Multiple Access Channels
- Free probability and random matrices
- On the Outage Capacity of Correlated Multiple-Path MIMO Channels
- On the Capacity Achieving Covariance Matrix for Frequency Selective MIMO Channels Using the Asymptotic Approach
- Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
- Cleaning large correlation matrices: tools from random matrix theory
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
- Iterative residual-based vector methods to accelerate fixed point iterations
- No Eigenvalues Outside the Limiting Support of Generally Correlated Gaussian Matrices
- Spectral analysis of the Gram matrix of mixture models
- Free Deterministic Equivalents for the Analysis of MIMO Multiple Access Channel
- Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components
Cited In (2)
Uses Software
This page was built for publication: MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2007993)
