4 citations · 7 across the 12 of their papers we have counts for
4 papers · 1 filter
Kronecker-product random matrices and a matrix least squares problem
Zhou Fan, Renyuan Ma
We study the eigenvalue distribution and resolvent of a Kronecker-product random matrix model $A \otimes I_{n \times n}+I_{n \times n} \otimes B+Θ\otimes Ξ\in \mathbb{C}^{n^2 \time…
Asymptotic mutual information in quadratic estimation problems over compact groups
Kaylee Y. Yang, Timothy L. H. Wee, Zhou Fan
Motivated by applications to group synchronization and quadratic assignment on random data, we study a general problem of Bayesian inference of an unknown ``signal'' belonging to a…
Nonlinear spiked covariance matrices and signal propagation in deep neural networks
Zhichao Wang, Denny Wu, Zhou Fan
Many recent works have studied the eigenvalue spectrum of the Conjugate Kernel (CK) defined by the nonlinear feature map of a feedforward neural network. However, existing results…
Optimal Automated Market Makers: Differentiable Economics and Strong Duality
Michael J. Curry, Zhou Fan, David C. Parkes
The role of a market maker is to simultaneously offer to buy and sell quantities of goods, often a financial asset such as a share, at specified prices. An automated market maker (…