Related papers: Data Modeling with Large Random Matrices in a Cogn…
We study high-dimensional sample covariance matrices based on independent random vectors with missing coordinates. The presence of missing observations is common in modern applications such as climate studies or gene expression…
The eigenvalues and eigenvectors of the connectivity matrix of complex networks contain information about its topology and its collective behavior. In particular, the spectral density $\rho(\lambda)$ of this matrix reveals important network…
It is known that the empirical spectral distribution of random matrices obtained from linear codes of increasing length converges to the well-known Marchenko-Pastur law, if the Hamming distance of the dual codes is at least 5. In this…
Random matrix theory, which characterizes spectral distributions of infinitely large matrices, plays a central role across diverse fields, including high-dimensional data analysis, ecology, neuroscience, and machine learning. Among its key…
We study an "inner-product kernel" random matrix model, whose empirical spectral distribution was shown by Xiuyuan Cheng and Amit Singer to converge to a deterministic measure in the large $n$ and $p$ limit. We provide an interpretation of…
A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…
We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…
This paper studies the spectral behavior of large dimensional Chatterjee's rank correlation matrix when observations are independent draws from a high-dimensional random vector with independent continuous components. We show that the…
We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…
We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between $n$ independent data vectors, drawn uniformly from the unit sphere in $\mathbb{R}^d$. This study is…
In this paper, we study the convergence rates of empirical spectral distribution of large dimensional quaternion sample covariance matrix. Assume that the entries of $\mathbf X_n$ ($p\times n$) are independent quaternion random variables…
We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and…
Statistical properties of coherent radiation propagating in a quasi - 1D random media is studied in the framework of random matrix theory. Distribution functions for the total transmission coefficient and the angular transmission…
The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…
We investigate whether the Wigner semi-circle and Marcenko-Pastur distributions, often used for deep neural network theoretical analysis, match empirically observed spectral densities. We find that even allowing for outliers, the observed…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
This paper introduces a new method to estimate the spectral distribution of a population covariance matrix from high-dimensional data. The method is founded on a meaningful generalization of the seminal Marcenko-Pastur equation, originally…
We investigate the problem of spectrum sensing in cognitive radios (CRs) when the receivers are equipped with a large array of antennas. We propose and derive three detectors based on the concept of linear spectral statistics (LSS) in the…
We study random matrices whose entries are obtained by applying consistent rank correlations, such as Hoeffding's $D$, pairwise to a high-dimensional random vector with mutually independent components. Prior work has shown that, in the…
Machine learning, and in particular neural network models, have revolutionized fields such as image, text, and speech recognition. Today, many important real-world applications in these areas are driven by neural networks. There are also…