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math.PR2026
Sharp Spectral Thresholds for Multi-View Spiked Wigner Models
Xiaodong Yang, Subhabrata Sen, Yue M. Lu
Motivated by multimodal estimation, we study a multi-view spiked Wigner model in which several noisy matrix observations contain correlated latent spikes. We derive a spectral esti…
math.PR2023★ 2 cited
Universality for the global spectrum of random inner-product kernel matrices in the polynomial regime
Sofiia Dubova, Yue M. Lu, Benjamin McKenna +1
We consider certain large random matrices, called random inner-product kernel matrices, which are essentially given by a nonlinear function applied entrywise to a sample-covari…