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math.PR2023
Estimation of large covariance matrices via free deconvolution: computational and statistical aspects
Reda Chhaibi, Fabrice Gamboa, Slim Kammoun +1
The estimation of large covariance matrices has a high dimensional bias. Correcting for this bias can be reformulated via the tool of Free Probability Theory as a free deconvolutio…
math.PR2021
On random walks and switched random walks on homogeneous spaces
Elvira Moreno, Mauricio Velasco
We prove new mixing rate estimates for the random walks on homogeneous spaces determined by a probability distribution on a finite group . We introduce the switched random walk…