Estimating the number of spikes in a spiked model is an important problem in many areas such as signal processing. Most of the classical approaches assume a ...
Oct 6, 2011 · Abstract:Estimating the number of spikes in a spiked model is an important problem in many areas such as signal processing. Most of the ...
In this paper, we consider the case of high dimension, where $p$ is large compared to $n$. The approach is based on recent results of random matrix theory. We ...
In this paper, we consider the case of high dimension, where p is large compared to n. The approach is based on recent results of random matrix theory. We ...
Jun 3, 2014 · Abstract. Estimating the number of spikes in a spiked model is an important problem in many areas such as signal processing. Most of the ...
May 25, 2021 · In this paper, we consider the case of high dimension, where $p$ is large compared to $n$. The approach is based on recent results of random ...
In this paper, we consider the case of high dimension, where p is large compared to n. The approach is based on recent results of random matrix theory. We ...
Jun 3, 2014 · Abstract. Estimating the number of spikes in a spiked model is an important problem in many areas such as signal processing. Most of the ...
Keywords, High-dimensional covariance matrix. Random matrix theory. Spiked population model. Tracy-Widom law. Issue Date, 2014. Publisher, Academic Press.
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes).