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Spectral Estimators for Structured Generalized Linear Models via Approximate Message Passing
Yihan Zhang, Hong Chang Ji, Ramji Venkataramanan +1
We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent…
Density of Brown measure of free circular Brownian motion
László Erdős, Hong Chang Ji
We consider the Brown measure of the free circular Brownian motion, , with an arbitrary initial condition , i.e. $\boldsymbol…
Spiked multiplicative random matrices and principal components
Xiucai Ding, Hong Chang Ji
In this paper, we study the eigenvalues and eigenvectors of the spiked invariant multiplicative models when the randomness is from Haar matrices. We establish the limits of the out…
Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices
László Erdős, Hong Chang Ji
We consider non-Hermitian random matrices of the form , where is a general deterministic matrix and consists of independent entries with zero mean,…