Rapid evaluation of the spectral signal detection threshold and Stieltjes transform

DOI10.1007/s10444-021-09890-7zbMath1490.65122arXiv1904.11665OpenAlexW3195187607MaRDI QIDQ2230693

William Leeb

Publication date: 28 September 2021

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.11665

zbMATH Keywords

Stieltjes transformNewton's methodlimiting spectral distributionseparable variance profilespectral signal detection threshold

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Biwhitening Reveals the Rank of a Count Matrix ⋮ Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals

Uses Software

• SPECTRODE
• RMTool
• OptShrink
• QuEST

Cites Work

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