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20132024
most citedTyler's Covariance Matrix Estimator in Elliptical Models with Convex Structure

51 citations · 127 across the 23 of their papers we have counts for

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math.PR2020★ 2 cited

Central Limit Theorem for Symmetric Exchangeable Random Variables

Ilya Soloveychik

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable seque…

math.PR2018

Asymptotically Pseudo-Independent Matrices

Ilya Soloveychik, Vahid Tarokh

We show that the family of pseudo-random matrices recently discovered by Soloveychik, Xiang, and Tarokh in their work `Symmetric Pseudo-Random Matrices' exhibits asymptotic indepen…

math.PR2018

Large Deviations of Convex Polyominoes

Ilya Soloveychik, Vahid Tarokh

Enumeration of various types of lattice polygons and in particular polyominoes is of primary importance in many machine learning, pattern recognition, and geometric analysis proble…

math.PR2017

On the Spectral Norms of Pseudo-Wigner and Related Matrices

Ilya Soloveychik, Vahid Tarokh

We investigate the spectral norms of symmetric matrices from two pseudo-random ensembles. The first is the pseudo-Wigner ensemble introduced in "Pseudo-Wigner Matrices…

math.PR2017

A Note on the Concentration of Spectral Measure of Wigner's Matrices

Ilya Soloveychik, Vahid Tarokh

In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Mos…

math.PR2017

Symmetric Pseudo-Random Matrices

Ilya Soloveychik, Yu Xiang, Vahid Tarokh

We consider the problem of generating symmetric pseudo-random sign (+/-1) matrices based on the similarity of their spectra to Wigner's semicircular law. Using binary m-sequences (…