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math.ST2026
Phase Transition of Spectral Fluctuations in Large Gram Matrices with a Variance Profile: A Unified Framework for Sparse CLTs
Rui Wang, Guangming Pan, Dandan Jiang
We study the asymptotic spectral behavior of high-dimensional random Gram matrices with sparsity and a variance profile, motivated by applications in wireless communications. Speci…
math.ST2025
Simultaneous Detection and Localization of Mean and Covariance Changes in High Dimensions
Junfeng Cui, Guangming Pan, Guanghui Wang +1
Existing methods for high-dimensional changepoint detection and localization typically focus on changes in either the mean vector or the covariance matrix separately. This separati…
math.ST2024
Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators
Zeqin Lin, Guangming Pan
Consider a data matrix of size , where the columns are independent observations from a random vector with zero m…