Copertina

Sampling Spiked Wishart Eigenvalues

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Brooks, Thomas G.
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computation Statistics Theory 60B20 (Primary)
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes
di: Lee, Kwangmin, et al.
Pubblicazione: (2024)

Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
di: Kim, Seongmin, et al.
Pubblicazione: (2025)

A Lanczos-Based Algorithmic Approach for Spike Detection in Large Sample Covariance Matrices
di: Younes, Charbel Abi, et al.
Pubblicazione: (2025)

Random discrete copulas
di: Bukovšek, Damjana Kokol, et al.
Pubblicazione: (2026)

Implicit vs. explicit regularization for high-dimensional gradient descent
di: Stark, Thomas, et al.
Pubblicazione: (2025)

Comparison theorems for the extreme eigenvalues of a random symmetric matrix
di: Tropp, Joel A.
Pubblicazione: (2026)

Generalized Linear Spectral Statistics of High-dimensional Sample Covariance Matrices and Its Applications
di: Hu, Yanlin, et al.
Pubblicazione: (2024)

Central Limit Theorem and Near classical Berry-Esseen rate for self normalized sums in high dimensions
di: Das, Debraj
Pubblicazione: (2020)

Dimension free ridge regression
di: Cheng, Chen, et al.
Pubblicazione: (2022)

An explicit Wishart moment formula for the product of two disjoint principal minors
di: Genest, Christian, et al.
Pubblicazione: (2024)

Statistical properties of approximate geometric quantiles in infinite-dimensional Banach spaces
di: Romon, Gabriel
Pubblicazione: (2022)

Universality of General Spiked Tensor Models
di: Xiang, Yanjin, et al.
Pubblicazione: (2026)

Edgeworth Expansions for Linear Rank Statistics Using Stein's Method
di: Schneller, Walter
Pubblicazione: (2025)

Asymptotic Expansions of the Limit Laws of Gaussian and Laguerre (Wishart) Ensembles at the Soft Edge
di: Bornemann, Folkmar
Pubblicazione: (2024)

Estimation of trace functionals and spectral measures of covariance operators in Gaussian models
di: Koltchinskii, Vladimir
Pubblicazione: (2024)

On high-dimensional wavelet eigenanalysis
di: Abry, Patrice, et al.
Pubblicazione: (2021)

Curse of Dimensionality on Persistence Diagrams
di: Hiraoka, Yasuaki, et al.
Pubblicazione: (2024)

Ties, Tails and Spectra: On Rank-Based Dependency Measures in High Dimensions
di: Dörnemann, Nina, et al.
Pubblicazione: (2025)

Convergence rate of Euler-Maruyama scheme to the invariant probability measure under total variation distance
di: Wang, Yuke, et al.
Pubblicazione: (2025)

The Gaussian central limit theorem for a stationary time series with infinite variance
di: Matsui, Muneya, et al.
Pubblicazione: (2025)

The Breakdown of Gaussian Universality in Classification of High-dimensional Linear Factor Mixtures
di: Mai, Xiaoyi, et al.
Pubblicazione: (2024)

A note on outlier eigenvectors for sparse non-Hermitian perturbations
di: Galanis, Miltiadis, et al.
Pubblicazione: (2026)

Precise convergence rate of spectral radius of product of complex Ginibre
di: Ma, Yutao, et al.
Pubblicazione: (2025)

LSD of sample covariances of superposition of matrices with separable covariance structure
di: Hazarika, Javed, et al.
Pubblicazione: (2025)

Finite-sample properties of the trimmed mean
di: Oliveira, Roberto I., et al.
Pubblicazione: (2025)

Berry-Esseen Theorem for Sample Quantiles with Locally Dependent Data
di: Dey, Partha S., et al.
Pubblicazione: (2022)

A non-asymptotic error analysis for parallel Monte Carlo estimation from many short Markov chains
di: Brown, Austin
Pubblicazione: (2024)

On Efficient Sampling Schemes for the Eigenvalues of Complex Wishart Matrices
di: Forrester, Peter J.
Pubblicazione: (2024)

Necessary and sufficient condition for CLT of linear spectral statistics of sample correlation matrices
di: Li, Yanpeng, et al.
Pubblicazione: (2024)

Real Eigenvalues of Asymmetric Wishart Matrices: Expected Number, Global Density and Integrable Structure
di: Byun, Sung-Soo, et al.
Pubblicazione: (2025)

Effects of phylogeny on coexistence in model communities
di: Servan, Carlos A., et al.
Pubblicazione: (2023)

On the Fourier coefficients of word maps on unitary groups
di: Avni, Nir, et al.
Pubblicazione: (2022)

A General (Non-Markovian) Framework for Covariate Adaptive Randomization: Achieving Balance While Eliminating the Shift
di: Fang, Hengjia, et al.
Pubblicazione: (2026)

CBARA: Covariate-Balanced-and-Adjusted Response-Adaptive Randomization
di: Fang, Hengjia, et al.
Pubblicazione: (2026)

Expected value and a Cayley-Menger type formula for the generalized earth mover's distance
di: Erickson, William Q.
Pubblicazione: (2024)

On a $T_1$ Transport inequality for the adapted Wasserstein distance
di: Park, Jonghwa
Pubblicazione: (2025)

A new way to evaluate G-Wishart normalising constants via Fourier analysis
di: Wong, Ching, et al.
Pubblicazione: (2024)

On the convergence rate in the central limit theorem for linearly extended negative quadrant dependent random variables and its applications
di: Alem, Mohamed Kaber El, et al.
Pubblicazione: (2025)

Large Sample Theory for Bures-Wasserstein Barycentres
di: Santoro, Leonardo V., et al.
Pubblicazione: (2023)

Inference on Common Trends in a Cointegrated Nonlinear SVAR
di: Duffy, James A., et al.
Pubblicazione: (2025)