Spectral properties of elementwise-transformed spiked matrices

DOI10.1137/23M1627985MaRDI QIDQ6983535zbMATH OpenFDO

Authors Michael Feldman

Publication date 14 May 2025

Published in SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M1627985

zbMATH Keywords

Marchenko-Pastur lawnonlinear transformPCArandom matrix theoryspiked matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25)

Cites work

• \textit{ScreeNOT}: exact MSE-optimal singular value thresholding in correlated noise
• A useful variant of the Davis-Kahan theorem for statisticians
• Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
• Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
• Biwhitening Reveals the Rank of a Count Matrix
• Deterministic parallel analysis: an improved method for selecting factors and principal components
• Géza Freud, orthogonal polynomials and Christoffel functions. A case study
• Isotropic local laws for sample covariance and generalized Wigner matrices
• Long random matrices and tensor unfolding
• On asymptotics of eigenvectors of large sample covariance matrix
• On the convergence of generalized polynomial chaos expansions
• On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
• Optimal shrinkage of eigenvalues in the spiked covariance model
• Optimal Shrinkage of Singular Values
• Optimal singular value shrinkage for operator norm loss: extending to non-square matrices
• Optimality and sub-optimality of PCA. I: Spiked random matrix models
• Orthogonal polynomials and their derivatives. I
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Random matrix theory in statistics: a review
• Sparse logistic principal components analysis for binary data
• Spectral analysis of large dimensional random matrices
• Spiked singular values and vectors under extreme aspect ratios
• Testing in high-dimensional spiked models
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>
• The singular values and vectors of low rank perturbations of large rectangular random matrices
• The spectral norm of random inner-product kernel matrices
• The spectrum of kernel random matrices
• The spectrum of random inner-product kernel matrices

Cited in

(1)

• Pseudo-maximum likelihood theory for high-dimensional rank one inference

This page was built for publication: Spectral properties of elementwise-transformed spiked matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6983535)