2 papers
math.ST2025
Monitoring for a Phase Transition in a Time Series of Wigner Matrices
Nina Dörnemann, Piotr Kokoszka, Tim Kutta +1
We develop methodology and theory for the detection of a phase transition in a time-series of high-dimensional random matrices. In the model we study, at each time point \( t = 1,2…
math.ST2022
Phase Transition in the Generalized Stochastic Block Model
Sun Min Lee, Ji Oon Lee
We study the problem of detecting the community structure from the generalized stochastic block model (GSBM). Based on the analysis of the Stieljtes transform of the empirical spec…