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math.ST2026
The joint density of top k sample eigenvectors and principal subspace inference
Koki Shimizu, Haoming Wang
In this paper, the exact joint density of the top sample eigenvectors is derived for any population covariance matrix , sample size , and $1 \l…
math.AG2026
Real gamma distribution on analytic bundles of flag varieties
Haoming Wang
This paper introduces four matrix normal distributions on analytic bundles of flag varieties, extending the separable covariance with potentially variable…