598 citations · 1.6k across the 66 of their papers we have counts for
15 papers · 1 filter
When Random Tensors meet Random Matrices
Mohamed El Amine Seddik, Maxime Guillaud, Romain Couillet
Relying on random matrix theory (RMT), this paper studies asymmetric order- spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors an…
Concentration of measure and generalized product of random vectors with an application to Hanson-Wright-like inequalities
Cosme Louart, Romain Couillet
Starting from concentration of measure hypotheses on random vectors , this article provides an expression of the concentration of functionals $ϕ(Z_1,\ldots, Z_…
A Concentration of Measure and Random Matrix Approach to Large Dimensional Robust Statistics
Cosme Louart, Romain Couillet
This article studies the \emph{robust covariance matrix estimation} of a data collection with , where is a \te…
Random matrix-improved estimation of covariance matrix distances
Romain Couillet, Malik Tiomoko, Steeve Zozor +1
Given two sets and (or ) of random vectors with zero mean and positive definite covar…
Concentration of Measure and Large Random Matrices with an application to Sample Covariance Matrices
Cosme Louart, Romain Couillet
The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing…
A Random Matrix Approach to Neural Networks
Cosme Louart, Zhenyu Liao, Romain Couillet
This article studies the Gram random matrix model , , classically found in the analysis of random feature maps and random neural networks, where $X=[x…