[PDF] Top 20 Gaussian fluctuations for linear spectral statistics of large random covariance matrices
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Gaussian fluctuations for linear spectral statistics of large random covariance matrices
... the covariance proportional to the square of the second non-absolute moment and to the fourth ...relaxed for the white ...transform of f was enough to establish the CLT. In Bai et al. [ 8 ], ... Voir le document complet
53
A CLT for linear spectral statistics of large random information-plus-noise matrices
... part of the proposition can be proved as in [ 15 , Theorem 2], [ 10 ], [ 29 , Lemma 4] and one can track down the minimal value of k 0 by carefully following these ...part of the proposition is a ... Voir le document complet
23
Estimation and fluctuations of functionals of large random matrices
... in large-dimensional ...fluctuations for spectral linear statistics of the model ’information-plus-noise’ for analytic functionals, and the extension for ... Voir le document complet
208
Central Limit Theorems for Linear Statistics of Heavy Tailed Random Matrices
... list of further- reaching results have been obtained: the central limit theorem was extended to so-called matrix models where the entries interact via a potential in [32], the set of test functions was ... Voir le document complet
50
A CLT for information-theoretic statistics of non-centered Gram random matrices
... , for some well-chosen contour C (see for instance ...[4]). Fluctuations for particular linear statistics (and general classes of linear statistics) ... Voir le document complet
45
An approximate empirical Bayesian method for large-scale linear-Gaussian inverse problems
... range of ρ values, for both cases of t, and plot the results in Fig ...2. For t = ...identical. For t = ...results of r = 50 deviate from the others, the results with r = 75, ... Voir le document complet
24
On the outlying eigenvalues of a polynomial in large independent random matrices
... θ 1 , . . . , θ p using Voiculescu’s matrix subordination function [52]. When Y N = B N , we also show that the eigenvectors associated to these outlying eigenvalues have projections of computable size onto the ... Voir le document complet
38
Une information sur les matrices de covariance : la liaison-information
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ... Voir le document complet
79
Estimation of Toeplitz Covariance Matrices in Large Dimensional Regime With Application to Source Detection
... core of the various estimation methods for R T are the biased and unbiased estimates ˆ r k,T b and ˆ r u k,T for r k , The first and third authors are with CNRS LTCI; Telecom ParisTech, France ... Voir le document complet
11
Random mapping statistics
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ... Voir le document complet
30
Bridges and random truncations of random matrices
... realization of the U s,t , reminiscent of the “standard coupling” for percolation ...invariance of the Haar distribution on U(n) implies that we could have deleted any fixed set of n −p ... Voir le document complet
18
Bounds for estimation of covariance matrices from heterogeneous samples
... Approximation of Structured Gaussian Covariance Matrices Cheng-Yuan Liou and Bruce ...variations of the principle of minimum cross entropy (the Kullback information measure) to ... Voir le document complet
6
Random matrices
... expression for the two-point function in terms of the fundamental second kind differential, which we just saw in the one-cut case of the Riemann sphere, has a general- ization to the multi-cut case ... Voir le document complet
139
Large deviations of the extreme eigenvalues of random deformations of matrices
... features of the asymptotics of the spectrum of large random matrices have been ...understood. For a wide variety of classical models of random ... Voir le document complet
45
A CLT for Information-theoretic statistics of Gram random matrices with a given variance profile
... in random matrix models for wireless communications (see the seminal paper by Telatar [30] and the subsequent papers of Tse and co-workers [31], [32]; see also the monograph by Tulino and Verdu [33] ... Voir le document complet
53
Statistics for Gaussian Random Fields with Unknown Location and Scale using Lipschitz-Killing Curvatures
... left for future ...estimator of the variance is obtained from the cutting of the domain T (N ) , as described in Section ...constraints of the cutting procedure are clear, its practical and ... Voir le document complet
42
The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
... distribution of the unperturbed random matrix and the assumed perturbation model via integral transforms that correspond to very well known objects in free probability theory that linearize non-commutative ... Voir le document complet
28
Kernel random matrices of large concentrated data: the example of GAN-generated images
... aim of this paper is to confirm this observation by relaxing the Gaussianity assumption to a wide range of distri- ...most of real world data ...arrival of Generative Adversarial Net- works ... Voir le document complet
6
Decorrelation estimates for random discrete schrodinger operators in dimension one and applications to spectral statistics
... estimates for close eigenvalues whereas Theorem 4.2 is proven for distinct ...consequence of Theorem ...co-linearity of gradients of eigenvalues, as functions of the ... Voir le document complet
47
An M-Estimator for Robust Centroid Estimation on the Manifold of Covariance Matrices
... Recently, covariance matrices have been modeled as realiza- tions of Riemannian Gaussian distributions (RGDs) and used in classification algorithms such as k-means or Expectation- Maximization ... Voir le document complet
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