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math.PR2026
Variational Formulas for the Spectrum of Block Wishart Matrices
Andrea Montanari, Basil Saeed
We analyze the asymptotics of a block-Wishart random matrix ensemble of the type ${\boldsymbol W}_k = ({\boldsymbol X}^* \otimes {\boldsymbol I}_k){\boldsymbol T}({\boldsymbol X}\o…
math.ST2026
Topological trivialization in non-convex empirical risk minimization
Andrea Montanari, Basil Saeed
Given data , with standard -dimensional Gaussian feature vectors, and response variables, we study t…