:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Beh, Jason, Morio, Jerome, Simatos, Florian
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Probability
Online Access:	https://arxiv.org/abs/2511.11351
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Insight from the Kullback--Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension
by: Beh, Jason, et al.
Published: (2023)

Affine invariant interacting Langevin dynamics in Markov chain importance sampling for rare event estimation
by: Beh, Jason, et al.
Published: (2025)

Functional CLT for general sample covariance matrices
by: Cui, Jian, et al.
Published: (2026)

Distribution of singular values in large sample cross-covariance matrices
by: Swain, Arabind, et al.
Published: (2025)

On the rate of convergence in the CLT for LSS of large-dimensional sample covariance matrices
by: Cui, Jian, et al.
Published: (2025)

Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
by: Ding, Xiucai, et al.
Published: (2024)

Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications
by: Wei, Yashi, et al.
Published: (2025)

Sharper dimension-free bounds on the Frobenius distance between sample covariance and its expectation
by: Puchkin, Nikita, et al.
Published: (2023)

Computationally tractable nonparametric bootstrap of high-dimensional sample covariance matrices
by: Dette, Holger, et al.
Published: (2024)

Liberating dimension and spectral norm: A universal approach to spectral properties of sample covariance matrices
by: Yin, Yanqing
Published: (2024)

Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications
by: Bi, Daning, et al.
Published: (2022)

Nonlinear spiked covariance matrices and signal propagation in deep neural networks
by: Wang, Zhichao, et al.
Published: (2024)

Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails
by: Oliveira, Roberto I., et al.
Published: (2022)

Analysis of a multi-target linear shrinkage covariance estimator
by: Oriol, Benoit
Published: (2024)

Saddle Point Approximation and Central Limit Theorem for Densities in high dimensions
by: Katsevich, Alexander
Published: (2025)

On the structure of marginals in high dimensions
by: Bartl, Daniel, et al.
Published: (2026)

Iterated sampling importance resampling with adaptive number of proposals
by: Laitinen, Pietari, et al.
Published: (2025)

The Gaussian entropy map in valued fields
by: Maazouz, Yassine El
Published: (2021)

New Berry-Esseen bounds for parameter estimation of Gaussian processes observed at high frequency
by: Es-Sebaiy, Khalifa, et al.
Published: (2026)

Bayesian Modeling of Geostatistical Survival Data With Misaligned Covariates: A Simulation‐Based Study of Malaria Risk in Gabon
by: Romuald Beh Mba, et al.
Published: (2025)

On the distance between mean and geometric median in high dimensions
by: Schwank, Richard, et al.
Published: (2025)

Limiting spectral distributions of large consistent rank correlation matrices
by: Dong, Zhaorui, et al.
Published: (2026)

Asymptotic spectrum of weighted sample covariance: another proof of spectrum convergence
by: Oriol, Benoit
Published: (2024)

Importance sampling for Bayesian inference: polynomial-dimension dependent error bounds
by: González, Fabián, et al.
Published: (2026)

A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
by: Kock, Anders Bredahl, et al.
Published: (2023)

Practically significant change points in high dimension -- measuring signal strength pro active component
by: Quanz, Pascal, et al.
Published: (2025)

Control variates for variance-reduced ratio of means estimators
by: Bocquet-Nouaille, Louison, et al.
Published: (2025)

Asymptotic analysis of rare events in high dimensions
by: Katsevich, Anya, et al.
Published: (2025)

Large random matrices with given margins
by: Lyu, Hanbaek, et al.
Published: (2024)

Kronecker-product random matrices and a matrix least squares problem
by: Fan, Zhou, et al.
Published: (2024)

Characterization of the asymptotic behavior of $U$-statistics on row-column exchangeable matrices
by: Minh, Tâm Le
Published: (2024)

Weak limits of entropy regularized Optimal Transport; potentials, plans and divergences
by: Gonzalez-Sanz, Alberto, et al.
Published: (2022)

Robust Sparse Recovery with Sparse Bernoulli matrices via Expanders
by: Abdalla, Pedro
Published: (2021)

Extreme eigenvalues and eigenvectors for finite rank additive deformations of non-hermitian sparse random matrices
by: Hachem, Walid, et al.
Published: (2026)

Local approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes
by: Inoue, Akihiko, et al.
Published: (2023)

Higher order definition of causality by optimally conditioned transfer entropy
by: Kořenek, Jakub, et al.
Published: (2024)

Asymptotic non-linear shrinkage and eigenvector overlap for weighted sample covariance
by: Oriol, Benoit
Published: (2024)

A recursion formula for mixed trace moments of isotropic Wishart matrices and the Gaussian unitary/orthogonal ensembles
by: Deitmar, Ben
Published: (2023)

Closed-form empirical Bernstein confidence sequences for scalars and matrices
by: Chugg, Ben, et al.
Published: (2025)

Extreme singular values of inhomogeneous sparse random rectangular matrices
by: Dumitriu, Ioana, et al.
Published: (2022)