Panagiotis Lolas

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20162021

most citedRegularization in High-Dimensional Regression and Classification via Random Matrix Theory

10 citations · 12 across the 4 of their papers we have counts for

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Showing 2021 · math.PRShow all

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math.PR2021

Shrinkage Estimation of Functions of Large Noisy Symmetric Matrices

Panagiotis Lolas, Lexing Ying

We study the problem of estimating functions of a large symmetric matrix $A_{n}$ when we only have access to a noisy estimate $A^_{n} = A_{n} + σ Z_{n} / n .$ We are interested in the…