On the principal components of sample covariance matrices

3 April 2014

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

9 / 59 papers shown

Title
Statistical thresholds for Tensor PCA Aukosh Jagannath P. Lopatto Léo Miolane 22 44 0 08 Dec 2018
Notes on asymptotics of sample eigenstructure for spiked covariance models with non-Gaussian data Iain M. Johnstone Jeha Yang 14 4 0 24 Oct 2018
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models D. Morales-Jiménez Iain M. Johnstone M. Mckay Jeha Yang 32 29 0 24 Oct 2018
Modified Multidimensional Scaling and High Dimensional Clustering Xiucai Ding Qiang Sun 14 4 0 24 Oct 2018
Adapting to Unknown Noise Distribution in Matrix Denoising Andrea Montanari Feng Ruan Jun Yan 36 13 0 06 Oct 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 21 51 0 27 Sep 2018
Matrices with Gaussian noise: optimal estimates for singular subspace perturbation Sean O’Rourke Van Vu Ke Wang 19 7 0 02 Mar 2018
Cleaning large correlation matrices: tools from random matrix theory J. Bun J. Bouchaud M. Potters 45 262 0 25 Oct 2016
Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges W. Hachem A. Hardy J. Najim 36 33 0 26 Sep 2014