Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices
Asymptotic independence of spiked eigenvalues and linear spectral statistics for large
sample covariance matrices Page 1 The Annals of Statistics 2022, Vol. 50, No. 4, 2205–2230 …
sample covariance matrices Page 1 The Annals of Statistics 2022, Vol. 50, No. 4, 2205–2230 …
Spherical spin glass model with external field
J Baik, E Collins-Woodfin, P Le Doussal… - Journal of Statistical …, 2021 - Springer
We analyze the free energy and the overlaps in the 2-spin spherical Sherrington Kirkpatrick
spin glass model with an external field for the purpose of understanding the transition …
spin glass model with an external field for the purpose of understanding the transition …
A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes
Z Liu, J Hu, Z Bai, H Song - The Annals of Statistics, 2023 - projecteuclid.org
A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes
Page 1 The Annals of Statistics 2023, Vol. 51, No. 5, 2246–2271 https://doi.org/10.1214/23-AOS2333 …
Page 1 The Annals of Statistics 2023, Vol. 51, No. 5, 2246–2271 https://doi.org/10.1214/23-AOS2333 …
Spherical integrals of sublinear rank
J Husson, J Ko - arXiv preprint arXiv:2208.03642, 2022 - arxiv.org
We consider the asymptotics of $ k $-dimensional spherical integrals when $ k= o (N) $. We
prove that the $ o (N) $-dimensional spherical integrals are approximately the products of $1 …
prove that the $ o (N) $-dimensional spherical integrals are approximately the products of $1 …
Free energy fluctuations of the two-spin spherical SK model at critical temperature
B Landon - Journal of Mathematical Physics, 2022 - pubs.aip.org
Free energy fluctuations of the two-spin spherical SK model at critical temperature Page 1
Journal of Mathematical Physics ARTICLE scitation.org/journal/jmp Free energy fluctuations of …
Journal of Mathematical Physics ARTICLE scitation.org/journal/jmp Free energy fluctuations of …
The number of saddles of the spherical -spin model
A Auffinger, J Gold - arXiv preprint arXiv:2007.09269, 2020 - arxiv.org
We show that the quenched complexity of saddles of the spherical pure $ p $-spin model
agrees with the annealed complexity when both are positive. Precisely, we show that the …
agrees with the annealed complexity when both are positive. Precisely, we show that the …
A framework for statistical inference via randomized algorithms
Randomized algorithms, such as randomized sketching or projections, are a promising
approach to ease the computational burden in analyzing large datasets. However …
approach to ease the computational burden in analyzing large datasets. However …
Spin glass to paramagnetic transition in spherical Sherrington-Kirkpatrick model with ferromagnetic interaction
IM Johnstone, Y Klochkov, A Onatski… - arXiv preprint arXiv …, 2021 - arxiv.org
This paper studies spin glass to paramagnetic transition in the Spherical Sherrington-
Kirkpatrick model with ferromagnetic Curie-Weiss interaction with coupling constant $ J\in [0 …
Kirkpatrick model with ferromagnetic Curie-Weiss interaction with coupling constant $ J\in [0 …
Fluctuations of the overlap at low temperature in the 2-spin spherical SK model
B Landon, P Sosoe - Annales de l'Institut Henri Poincare (B) …, 2022 - projecteuclid.org
We describe the fluctuations of the overlap between two replicas in the 2-spin spherical SK
model about its limiting value in the low temperature phase. We show that the fluctuations …
model about its limiting value in the low temperature phase. We show that the fluctuations …
Weak detection of signal in the spiked wigner model
HW Chung, JO Lee - International Conference on Machine …, 2019 - proceedings.mlr.press
We consider the problem of detecting the presence of the signal in a rank-one signal-plus-
noise data matrix. In case the signal-to-noise ratio is under the threshold below which a …
noise data matrix. In case the signal-to-noise ratio is under the threshold below which a …