Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
CMAP, PMA
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
A Stochastic Smoothing Algorithm for Semidefinite Programming
Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond
Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods
On information plus noise kernel random matrices
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