DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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Covariance regularization by thresholding
Finite sample approximation results for principal component analysis: A matrix perturbation approach
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
Shrinkage estimation in the frequency domain of multivariate time series
On asymptotic behavior of multilinear eigenvalue statistics of random matrices
Universality results for the largest eigenvalues of some sample covariance matrix ensembles
Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
Spectra of infinite-dimensional sample covariance matrices
The triangle law for Lyapunov exponents of large random matrices
Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
Circular law
A note on the convergence rate of the spectral distributions of large random matrices
A well-conditioned estimator for large-dimensional covariance matrices
Nonlinear shrinkage estimation of large-dimensional covariance matrices
Exact separation of eigenvalues of large dimensional sample covariance matrices
Large deviations asymptotics for spherical integrals
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
On the post selection inference constant under restricted isometry properties
Analysis of dynamic correlation of Japanese stock returns with network clustering
From the first rigorous proof of the circular law in 1984 to the circular law for block random matrices under the generalized Lindeberg condition
The inverse tangent law for the solutions of systems of linear algebraic equations with independent random coefficients is proven under Linderberg's condition.
A random matrix approach to neural networks
Chaos and random matrices in supersymmetric SYK
High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
Numerical implementation of the QuEST function
Power computation for hypothesis testing with high-dimensional covariance matrices
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
Spectral curves for hypergeometric Hurwitz numbers
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
Statistical properties of simple random-effects models for genetic heritability
Fast inference in generalized linear models via expected log-likelihoods
Complete random matrix classification of SYK models with \( \mathcal{N} = 0, 1\) and 2 supersymmetry
Systematics of aligned axions
Random constructions in Bell inequalities: a survey
An overview on the applications of matrix theory in wireless communications and signal processing
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
Optimal estimation of a large-dimensional covariance matrix under Stein's loss
Hessian eigenvalue distribution in a random Gaussian landscape
On the dimension effect of regularized linear discriminant analysis
Estimation of two high-dimensional covariance matrices and the spectrum of their ratio
Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature
CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series
On the norm and eigenvalue distribution of large random matrices
Power control and capacity of spread spectrum wireless networks
On the distribution of the largest eigenvalue in principal components analysis
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
On the Wigner law in dilute random matrices
CLT for linear spectral statistics of large-dimensional sample covariance matrices.
The mutual affinity of random measures
The convergence on spectrum of sample covariance matrices for information-plus-noise type data
Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero
Large deviations of the extreme eigenvalues of random deformations of matrices
On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices
Empirical spectral distributions of sparse random graphs
Extremal eigenvalues of sample covariance matrices with general population
Three-parametric Marcenko-Pastur density
Thermodynamics of restricted Boltzmann machines and related learning dynamics
Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications
MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
Random matrix-improved estimation of covariance matrix distances
Subordination methods for free deconvolution
Extremal correlators and random matrix theory
Spiked separable covariance matrices and principal components
Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
Statistical properties of eigenvalues of Laplace-Beltrami operators
High-dimensional linear models: a random matrix perspective
Recent advances in shrinkage-based high-dimensional inference
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
Dynamics of disordered mechanical systems with large connectivity, free probability theory, and quasi-Hermitian random matrices
A result on the limiting spectral distribution of random matrices with unequal variance entries
On eigenvalues of a high-dimensional spatial-sign covariance matrix
On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
Tracy-Widom at each edge of real covariance and MANOVA estimators
Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening
On the geometric analysis of a quartic-quadratic optimization problem under a spherical constraint
Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics
Entanglement criteria for the bosonic and fermionic induced ensembles
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
Local Marchenko-Pastur law for sparse rectangular random matrices
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
Detection of hubs in complex networks by the Laplacian matrix
Quadratic shrinkage for large covariance matrices
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices
Statistical physics and representations in real and artificial neural networks
Improving portfolios global performance using a cleaned and robust covariance matrix estimate
A spectral dominance approach to large random matrices
Robust linear classification from limited training data
Stability-instability transition in tripartite merged ecological networks
Encoded value-at-risk: a machine learning approach for portfolio risk measurement
New collectivity measures for financial covariances and correlations
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
\(\mathcal{N} = 2\) conformal gauge theories at large R-charge: the \(\mathrm{SU}(N)\) case
Convergence of eigenvector empirical spectral distribution of sample covariance matrices
Analytical nonlinear shrinkage of large-dimensional covariance matrices
Narain transform for spectral deformations of random matrix models
A note on the CLT of the LSS for sample covariance matrix from a spiked population model

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