The smallest eigenvalues of random kernel matrices: asymptotic results on the min kernel

DOI10.1016/J.SPL.2018.12.008MaRDI QIDQ1726910zbMATH OpenOpenAlexFDO

Authors Lu-Jing Huang, Yin-Ting Liao, Lo-Bin Chang, Chii-Ruey Hwang

Publication date 20 February 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2018.12.008

zbMATH Keywords

kernel matrixMIN kernelsmallest eigenvaluesspacing

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Recommendations

• A universality result for the smallest eigenvalues of certain sample covariance matrices
• The spectrum of random kernel matrices: universality results for rough and varying kernels
• The smallest eigenvalue of a large dimensional Wishart matrix
• Spectral distribution of large generalized random kernel matrices
• Almost sure limit of the smallest eigenvalue of some sample correlation matrices

Cites work

• Accurate error bounds for the eigenvalues of the kernel matrix
• Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
• Limit Theorems for Random Partitions
• On the Eigenspectrum of the Gram Matrix and the Generalization Error of Kernel-PCA
• Random matrices: The distribution of the smallest singular values
• The distribution and moments of the smallest eigenvalue of a random matrix of Wishart type
• The smallest eigenvalue of a large dimensional Wishart matrix
• The spectrum of kernel random matrices

This page was built for publication: The smallest eigenvalues of random kernel matrices: asymptotic results on the min kernel

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1726910)