scientific article; zbMATH DE number 3244317
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(only showing first 100 items - show all)- Operator norm consistent estimation of large-dimensional sparse covariance matrices
- Spectrum estimation for large dimensional covariance matrices using random matrix theory
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
- Random determinants
- Some limit theorems for the eigenvalues of a sample covariance matrix
- A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
- On the level density of random band matrices
- Latent variable graphical model selection via convex optimization
- Random matrices with complex Gaussian entries
- Normal model for distribution-free multivariate analysis
- Stable estimation of a covariance matrix guided by nuclear norm penalties
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
- Recent developments in high dimensional covariance estimation and its related issues, a review
- Bayesian inference for spectral projectors of the covariance matrix
- Superconcentration, and randomized Dvoretzky's theorem for spaces with 1-unconditional bases
- Estimating averages of order statistics of bivariate functions
- A short proof of the Marchenko-Pastur theorem
- Triangular random matrices and biorthogonal ensembles
- Non-intersecting Brownian bridges and the Laguerre orthogonal ensemble
- On the Banach-Mazur distance to cross-polytope
- ePCA: high dimensional exponential family PCA
- Limit theorems for biorthogonal ensembles and related combinatorial identities
- High-dimensional asymptotics of prediction: ridge regression and classification
- On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations
- LLN for quadratic forms of long memory time series and its applications in random matrix theory
- Spectral theory of random self-adjoint operators
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- Rate of convergence in probability to the Marchenko-Pastur law
- The norm of polynomials in large random and deterministic matrices
- Discussion: Latent variable graphical model selection via convex optimization
- Rejoinder: Latent variable graphical model selection via convex optimization
- Multivariate Fuss-Narayana polynomials and their application to random matrices
- The scattering transform for the Benjamin-Ono equation in the small-dispersion limit
- Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
- Free energy of bipartite spherical Sherrington-Kirkpatrick model
- Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
- Estimation of autocovariance matrices for high dimensional linear processes
- Distributed linear regression by averaging
- Limiting behavior of large correlated Wishart matrices with chaotic entries
- Operator level hard-to-soft transition for -ensembles
- High-dimensional dynamics of generalization error in neural networks
- Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
- Random matrix theory and its applications
- Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices
- Large sample correlation matrices: a comparison theorem and its applications
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
- Amalgamated free Lévy processes as limits of sample covariance matrices
- Asymptotic behavior of large Gaussian correlated Wishart matrices
- Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum
- CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures
- The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity
- Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
- Random perturbations of matrix polynomials
- Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
- Interlacing families. III: Sharper restricted invertibility estimates
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions
- Network models to improve robot advisory portfolios
- A survey on the effects of free and Boolean convolutions on Cauchy-Stieltjes kernel families
- Universality classes for general random matrix flows
- On the spectrum of noisy blown-up matrices
- Optimal prediction in the linearly transformed spiked model
- Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
- Quantum stream ciphers: impossibility of unconditionally strong algorithms
- The free tangent law
- Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
- Orthogonal polynomials relative to a generalized Marchenko-Pastur probability measure
- Multihop Weibull-fading communications: performance analysis framework and applications
- Point process convergence for the off-diagonal entries of sample covariance matrices
- Phase transition in random tensors with multiple independent spikes
- Crypto price discovery through correlation networks
- Limits and fluctuations of \(p\)-adic random matrix products
- Generalized random spectral measures
- Local law and Tracy-Widom limit for sparse sample covariance matrices
- Quantitative immunology for physicists
- Bootstrap confidence sets for spectral projectors of sample covariance
- A spin Glass model for reconstructing nonlinearly encrypted signals corrupted by noise
- The middle-scale asymptotics of Wishart matrices
- A note on the Pennington-Worah distribution
- A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
- On generalized expectation-based estimation of a population spectral distribution from high-dimensional data
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
- Fluctuations of Marchenko-Pastur limit of random matrices with dependent entries
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data
- Singular values distribution of squares of elliptic random matrices and type B Narayana polynomials
- On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
- Circular law theorem for random Markov matrices
- The local relaxation flow approach to universality of the local statistics for random matrices
- Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
- Covariance and precision matrix estimation for high-dimensional time series
- Hypothesis testing for high-dimensional covariance matrices
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix
- Deterministic equivalents for certain functionals of large random matrices
- Polynomial bounds for large Bernoulli sections of _1N
- Limit distributions of random matrices
- Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices
- Asymptotic linear spectral statistics for spiked Hermitian random matrices
- Distribution of the eigenvalues of a random system of homogeneous polynomials
- Analysis of the dynamics of iterative interference cancellation in iterative decoding
- Universality of the least singular value for sparse random matrices
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