Universality for the largest eigenvalue of sample covariance matrices with general population

21 April 2013

Papers citing "Universality for the largest eigenvalue of sample covariance matrices with general population"

14 / 14 papers shown

Title
On Reward Transferability in Adversarial Inverse Reinforcement Learning: Insights from Random Matrix Theory Yangchun Zhang Wang Zhou Yirui Zhou 57 0 0 31 Dec 2024
The Universal Statistical Structure and Scaling Laws of Chaos and Turbulence Noam Levi Yaron Oz AI4CE 42 1 0 02 Nov 2023
Resampling Sensitivity of High-Dimensional PCA Haoyu Wang 29 0 0 30 Dec 2022
On randomized sketching algorithms and the Tracy-Widom law Daniel Ahfock W. Astle S. Richardson 28 1 0 03 Jan 2022
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 70 8 0 05 Aug 2021
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 26 15 0 10 Aug 2020
Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices Fan Yang 13 9 0 03 May 2020
Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices Haoyu Wang 14 7 0 11 Dec 2019
Goodness-of-fit Test for Latent Block Models C. Watanabe Taiji Suzuki 50 5 0 10 Jun 2019
Spiked separable covariance matrices and principal components Xiucai Ding Fan Yang 30 56 0 29 May 2019
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 21 51 0 27 Sep 2018
Extreme eigenvalues of large-dimensional spiked Fisher matrices with application Qinwen Wang Jianfeng Yao 25 31 0 20 Apr 2015
Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges W. Hachem A. Hardy J. Najim 28 33 0 26 Sep 2014
On the principal components of sample covariance matrices Alex Bloemendal Antti Knowles H. Yau J. Yin 36 151 0 03 Apr 2014