598 citations · 1.6k across the 66 of their papers we have counts for
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Kernel spectral clustering of large dimensional data
Romain Couillet, Florent Benaych-Georges
This article proposes a first analysis of kernel spectral clustering methods in the regime where the dimension of the data vectors to be clustered and their number grow lar…
Spectral analysis of the Gram matrix of mixture models
Florent Benaych-Georges, Romain Couillet
This text is devoted to the asymptotic study of some spectral properties of the Gram matrix built upon a collection of random vecto…
Large System Analysis of Base Station Cooperation for Power Minimization
Luca Sanguinetti, Romain Couillet, Merouane Debbah
This work focuses on a large-scale multi-cell multi-user MIMO system in which base stations (BSs) of antennas each communicate with single-antenna user equipments. We c…
Convergence and Fluctuations of Regularized Tyler Estimators
Abla Kammoun, Romain Couillet, Frederic Pascal +1
This article studies the behavior of regularized Tyler estimators (RTEs) of scatter matrices. The key advantages of these estimators are twofold. First, they guarantee by construct…
A Robust Statistics Approach to Minimum Variance Portfolio Optimization
Liusha Yang, Romain Couillet, Matthew R. McKay
We study the design of portfolios under a minimum risk criterion. The performance of the optimized portfolio relies on the accuracy of the estimated covariance matrix of the portfo…
Large Dimensional Analysis of Robust M-Estimators of Covariance with Outliers
David Morales-Jimenez, Romain Couillet, Matthew R. McKay
A large dimensional characterization of robust M-estimators of covariance (or scatter) is provided under the assumption that the dataset comprises independent (essentially Gaussian…