On the principal components of sample covariance matrices

3 April 2014

Papers citing "On the principal components of sample covariance matrices"

50 / 59 papers shown

Title
Optimal Estimation of Structured Covariance Operators Omar Al Ghattas Jiaheng Chen D. Sanz-Alonso Nathan Waniorek 46 3 0 04 Aug 2024
Sailing in high-dimensional spaces: Low-dimensional embeddings through angle preservation Jonas Fischer Rong Ma 51 0 0 14 Jun 2024
Entry-Wise Eigenvector Analysis and Improved Rates for Topic Modeling on Short Documents Z. T. Ke Jingming Wang 37 1 0 28 May 2024
The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model Zhangni Pu Xiaozhuo Zhang Jiang Hu Zhidong Bai 16 1 0 14 May 2024
Liberating dimension and spectral norm: A universal approach to spectral properties of sample covariance matrices Yanqing Yin 16 0 0 02 Jan 2024
Two sample test for covariance matrices in ultra-high dimension Xiucai Ding Yichen Hu Zhenggang Wang 29 2 0 17 Dec 2023
Universality for the global spectrum of random inner-product kernel matrices in the polynomial regime S. Dubova Yue M. Lu Benjamin McKenna H. Yau 24 4 0 27 Oct 2023
Corrected generalized cross-validation for finite ensembles of penalized estimators Pierre C. Bellec Jin-Hong Du Takuya Koriyama Pratik Patil Kai Tan 36 4 0 02 Oct 2023
Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications Xiucai Ding Zheng-G Wang 19 4 0 16 Aug 2023
High-Dimensional Canonical Correlation Analysis A. Bykhovskaya V. Gorin 11 2 0 28 Jun 2023
On the Noise Sensitivity of the Randomized SVD Elad Romanov 37 0 0 27 May 2023
Subsample Ridge Ensembles: Equivalences and Generalized Cross-Validation Jin-Hong Du Pratik V. Patil Arun K. Kuchibhotla 37 11 0 25 Apr 2023
Tracy-Widom distribution for the edge eigenvalues of elliptical model Xiucai Ding Jiahui Xie 17 0 0 16 Apr 2023
The Local Ledoit-Peche Law Van Latimer Benjamin D. Robinson 17 0 0 27 Feb 2023
Sampling without replacement from a high-dimensional finite population Jiang Hu Shao-An Wang Yangchun Zhang Wang Zhou 17 3 0 27 Jan 2023
Detection problems in the spiked matrix models Ji Hyung Jung Hye Won Chung J. Lee 16 2 0 12 Jan 2023
Resampling Sensitivity of High-Dimensional PCA Haoyu Wang 29 0 0 30 Dec 2022
Extreme eigenvalues of Log-concave Ensemble Z. Bao Xiao‐Chuan Xu 13 1 0 22 Dec 2022
A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes Zhijun Liu Jiang Hu Z. Bai Haiyan Song 24 6 0 12 Dec 2022
A note on the prediction error of principal component regression in high dimensions L. Hucker Martin Wahl 14 5 0 09 Dec 2022
SIMPLE-RC: Group Network Inference with Non-Sharp Nulls and Weak Signals Jianqing Fan Yingying Fan Jinchi Lv Fan Yang 68 3 0 31 Oct 2022
Optimal Eigenvalue Shrinkage in the Semicircle Limit D. Donoho M. J. Feldman 32 5 0 10 Oct 2022
A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions Zhijun Liu Jiang Hu Z. Bai Haiyan Song 26 2 0 15 May 2022
An Equivalence Principle for the Spectrum of Random Inner-Product Kernel Matrices with Polynomial Scalings Yue M. Lu H. Yau 29 24 0 12 May 2022
More Than a Toy: Random Matrix Models Predict How Real-World Neural Representations Generalize Alexander Wei Wei Hu Jacob Steinhardt 25 70 0 11 Mar 2022
Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models Long Yu P. Zhao Wang Zhou 15 2 0 13 Feb 2022
Matrix Reordering for Noisy Disordered Matrices: Optimality and Computationally Efficient Algorithms T. Tony Cai Rong Ma 45 5 0 17 Jan 2022
Non-splitting Neyman-Pearson Classifiers Jingming Wang Lucy Xia Z. Bao Xin Tong 31 0 0 01 Dec 2021
Inference for Heteroskedastic PCA with Missing Data Yuling Yan Yuxin Chen Jianqing Fan 53 16 0 26 Jul 2021
On Ensembling vs Merging: Least Squares and Random Forests under Covariate Shift M. Ramchandran Rajarshi Mukherjee MoMe FedML 33 3 0 04 Jun 2021
Spiked Singular Values and Vectors under Extreme Aspect Ratios M. Feldman 21 9 0 30 Apr 2021
Detection of Signal in the Spiked Rectangular Models Ji Hyung Jung Hye Won Chung J. Lee 8 10 0 28 Apr 2021
A Goodness-of-fit Test on the Number of Biclusters in a Relational Data Matrix C. Watanabe Taiji Suzuki 35 0 0 23 Feb 2021
Empirical Bayes PCA in high dimensions Xinyi Zhong Chang Su Z. Fan 26 19 0 21 Dec 2020
Impact of signal-to-noise ratio and bandwidth on graph Laplacian spectrum from high-dimensional noisy point cloud Xiucai Ding Hau‐Tieng Wu 14 13 0 21 Nov 2020
A Random Matrix Theory Approach to Damping in Deep Learning Diego Granziol Nicholas P. Baskerville AI4CE ODL 34 2 0 15 Nov 2020
Eigenvector distribution in the critical regime of BBP transition Z. Bao Dong Wang 8 14 0 28 Sep 2020
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes Junshan Xie Yicheng Zeng Lixing Zhu 6 6 0 22 Sep 2020
Edge statistics of large dimensional deformed rectangular matrices Xiucai Ding Fan Yang 38 9 0 01 Sep 2020
Statistical inference for principal components of spiked covariance matrices Z. Bao Xiucai Ding Jingming Wang Ke Wang 23 50 0 27 Aug 2020
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 26 15 0 10 Aug 2020
Learning Rates as a Function of Batch Size: A Random Matrix Theory Approach to Neural Network Training Diego Granziol S. Zohren Stephen J. Roberts ODL 44 49 0 16 Jun 2020
Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices Fan Yang 16 9 0 03 May 2020
How to reduce dimension with PCA and random projections? Fan Yang Sifan Liu Yan Sun David P. Woodruff 34 28 0 01 May 2020
The Asymptotic Distribution of Modularity in Weighted Signed Networks Rong Ma Ian Barnett 21 5 0 09 Apr 2020
Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit Fan Yang 49 8 0 22 Feb 2020
Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices Haoyu Wang 16 7 0 11 Dec 2019
Principal components of spiked covariance matrices in the supercritical regime Z. Bao Xiucai Ding Jingming Wang Ke Wang 6 4 0 29 Jul 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