Cambyse Pakzad

activity

20182025

collaborators

4 papers

stat.ME2025

Extreme-PLS with missing data under weak dependence

Stéphane Girard, Cambyse Pakzad

This paper develops a theoretical framework for Extreme Partial Least Squares (EPLS) dimension reduction in the presence of missing data and weak temporal dependence. Building upon…

math.PR2019

Extremes of Chi triangular array from the Gaussian $β$ -Ensemble at high temperature

Cambyse Pakzad

We study the extreme point process associated to the off-diagonal components in the matrix representation of the Gaussian $β$ -Ensemble and prove its convergence to Poisson point pr…

math.PR2018

Large deviations principle for the largest eigenvalue of the Gaussian beta-ensemble at high temperature

Cambyse Pakzad

We consider the Gaussian beta-ensemble when $β$ scales with $n$ the number of particles such that $n^{- 1} ≪ β ≪ 1$ . Under a certain regime for $β$ , we show that…

math.PR2018

Poisson statistics at the edge of Gaussian beta-ensembles at high temperature

Cambyse Pakzad

We study the asymptotic edge statistics of the Gaussian $β$ -ensemble, a collection of $n$ particles, as the inverse temperature $β$ tends to zero as $n$ tends to infinity. In a cer…

Extreme-PLS with missing data under weak dependence

Extremes of Chi triangular array from the Gaussian β-Ensemble at high temperature

Large deviations principle for the largest eigenvalue of the Gaussian beta-ensemble at high temperature

Poisson statistics at the edge of Gaussian beta-ensembles at high temperature

Extremes of Chi triangular array from the Gaussian $β$ -Ensemble at high temperature