Saved in:
| Main Author: | Forrester, Peter J. |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2401.12409 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Sampling Spiked Wishart Eigenvalues
by: Brooks, Thomas G.
Published: (2024)
by: Brooks, Thomas G.
Published: (2024)
On the Square Root of Wishart Matrices: Exact Distributions and Asymptotic Gaussian Behavior
by: Liu, Fengcheng
Published: (2025)
by: Liu, Fengcheng
Published: (2025)
No Eigenvalues Outside the Limiting Support of Generally Correlated and Noncentral Sample Covariance Matrices
by: Zhuang, Zeyan, et al.
Published: (2025)
by: Zhuang, Zeyan, et al.
Published: (2025)
Statistics of Min-max Normalized Eigenvalues in Random Matrices
by: Nakada, Hyakka, et al.
Published: (2025)
by: Nakada, Hyakka, et al.
Published: (2025)
Projective Wishart Distributions
by: Chevallier, Emmanuel
Published: (2024)
by: Chevallier, Emmanuel
Published: (2024)
Distributional Limits for Eigenvalues of Graphon Kernel Matrices
by: Aalipur, Behzad
Published: (2026)
by: Aalipur, Behzad
Published: (2026)
On Convergence Rates of Spiked Eigenvalue Estimates: A General Study of Global and Local Laws in Sample Covariance Matrices
by: Jing, Bing-Yi, et al.
Published: (2025)
by: Jing, Bing-Yi, et al.
Published: (2025)
Extremal Eigenvalues of Random Kernel Matrices with Polynomial Scaling
by: Kogan, David, et al.
Published: (2024)
by: Kogan, David, et al.
Published: (2024)
A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues
by: Lam, Thomas, et al.
Published: (2025)
by: Lam, Thomas, et al.
Published: (2025)
Sequential Eigenvalue Statistics for Change-Point Detection in Covariance Matrices
by: Dörnemann, Nina, et al.
Published: (2024)
by: Dörnemann, Nina, et al.
Published: (2024)
On Elliptical and Inverse Elliptical Wishart distributions
by: Ayadi, Imen, et al.
Published: (2024)
by: Ayadi, Imen, et al.
Published: (2024)
Estimating the normal-inverse-Wishart distribution
by: So, Jonathan
Published: (2024)
by: So, Jonathan
Published: (2024)
A smooth transition from Wishart to GOE
by: Racz, Miklos Z., et al.
Published: (2016)
by: Racz, Miklos Z., et al.
Published: (2016)
On a conjecture of Roverato regarding G-Wishart normalising constants
by: Wong, Ching, et al.
Published: (2025)
by: Wong, Ching, et al.
Published: (2025)
Computing marginal eigenvalue distributions for the Gaussian and Laguerre orthogonal ensembles
by: Forrester, Peter J., et al.
Published: (2024)
by: Forrester, Peter J., et al.
Published: (2024)
Bulk Spectra of Truncated Sample Covariance Matrices
by: Ghosh, Subhroshekhar, et al.
Published: (2024)
by: Ghosh, Subhroshekhar, et al.
Published: (2024)
Agnostic Sample Compression Schemes for Regression
by: Attias, Idan, et al.
Published: (2018)
by: Attias, Idan, et al.
Published: (2018)
A recursion formula for mixed trace moments of isotropic Wishart matrices and the Gaussian unitary/orthogonal ensembles
by: Deitmar, Ben
Published: (2023)
by: Deitmar, Ben
Published: (2023)
Minimizing effects of the Kalman gain on Posterior covariance Eigenvalues, the characteristic polynomial and symmetric polynomials of Eigenvalues
by: Krotz, Johannes
Published: (2024)
by: Krotz, Johannes
Published: (2024)
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
by: de Moraes, Luan M. T., et al.
Published: (2025)
by: de Moraes, Luan M. T., et al.
Published: (2025)
Testing Separability of High-Dimensional Covariance Matrices
by: Sung, Bongjung, et al.
Published: (2025)
by: Sung, Bongjung, et al.
Published: (2025)
Estimating the Spectral Moments of the Kernel Integral Operator from Finite Sample Matrices
by: Chun, Chanwoo, et al.
Published: (2024)
by: Chun, Chanwoo, et al.
Published: (2024)
Spectral Properties of Elementwise-Transformed Spiked Matrices
by: Feldman, Michael J.
Published: (2023)
by: Feldman, Michael J.
Published: (2023)
Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications
by: Huang, Hsueh-Han, et al.
Published: (2023)
by: Huang, Hsueh-Han, et al.
Published: (2023)
The Sample Complexity of Lossless Data Compression
by: Viaud, Terence, et al.
Published: (2026)
by: Viaud, Terence, et al.
Published: (2026)
The Sample Complexity of Multicalibration
by: Collina, Natalie, et al.
Published: (2026)
by: Collina, Natalie, et al.
Published: (2026)
Federated PCA and Estimation for Spiked Covariance Matrices: Optimal Rates and Efficient Algorithm
by: Li, Jingyang, et al.
Published: (2024)
by: Li, Jingyang, et al.
Published: (2024)
Wedge Sampling: Efficient Tensor Completion with Nearly-Linear Sample Complexity
by: Luo, Hengrui, et al.
Published: (2026)
by: Luo, Hengrui, et al.
Published: (2026)
Sample Complexity of Correlation Detection in the Gaussian Wigner Model
by: Huang, Dong, et al.
Published: (2025)
by: Huang, Dong, et al.
Published: (2025)
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices
by: Grant Hillier, et al.
Published: (2024)
by: Grant Hillier, et al.
Published: (2024)
Tracy-Widom, Gaussian, and Bootstrap: Approximations for Leading Eigenvalues in High-Dimensional PCA
by: Dörnemann, Nina, et al.
Published: (2025)
by: Dörnemann, Nina, et al.
Published: (2025)
Sparse Principal Component Analysis with Energy Profile Dependent Sample Complexity
by: Xu, Mengchu, et al.
Published: (2025)
by: Xu, Mengchu, et al.
Published: (2025)
The Sample Complexity of Simple Binary Hypothesis Testing
by: Pensia, Ankit, et al.
Published: (2024)
by: Pensia, Ankit, et al.
Published: (2024)
On the Sample Complexity of Robust Binary Hypothesis Testing
by: Vallinayagam, Shankar, et al.
Published: (2026)
by: Vallinayagam, Shankar, et al.
Published: (2026)
LSD of the Commutator of two data Matrices
by: Hazarika, Javed, et al.
Published: (2025)
by: Hazarika, Javed, et al.
Published: (2025)
Characterization of Exponential Families of Lumpable Stochastic Matrices
by: Watanabe, Shun, et al.
Published: (2024)
by: Watanabe, Shun, et al.
Published: (2024)
On the Computational Complexity of Metropolis-Adjusted Langevin Algorithms for Bayesian Posterior Sampling
by: Tang, Rong, et al.
Published: (2022)
by: Tang, Rong, et al.
Published: (2022)
General Divergence Regularized Optimal Transport: Sample Complexity and Central Limit Theorems
by: Yang, Jiaping, et al.
Published: (2025)
by: Yang, Jiaping, et al.
Published: (2025)
Distribution of Test Statistic for Euclidean Distance Matrices
by: Beatty, Dawson
Published: (2024)
by: Beatty, Dawson
Published: (2024)
The Quadratic Optimization Bias Of Large Covariance Matrices
by: Gurdogan, Hubeyb, et al.
Published: (2024)
by: Gurdogan, Hubeyb, et al.
Published: (2024)
Similar Items
-
Sampling Spiked Wishart Eigenvalues
by: Brooks, Thomas G.
Published: (2024) -
On the Square Root of Wishart Matrices: Exact Distributions and Asymptotic Gaussian Behavior
by: Liu, Fengcheng
Published: (2025) -
No Eigenvalues Outside the Limiting Support of Generally Correlated and Noncentral Sample Covariance Matrices
by: Zhuang, Zeyan, et al.
Published: (2025) -
Statistics of Min-max Normalized Eigenvalues in Random Matrices
by: Nakada, Hyakka, et al.
Published: (2025) -
Projective Wishart Distributions
by: Chevallier, Emmanuel
Published: (2024)