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math.PR2026
Top Singular Value in Sum-Products of Random Matrices
Kevin Han Huang, Boris Hanin
We study the top singular value for a sum of independent random matrices, each of which is a product of i.i.d. Gaussian matrices. Our main conceptu…
math.PR2024
Gaussian universality for approximately polynomial functions of high-dimensional data
Kevin Han Huang, Morgane Austern, Peter Orbanz
Gaussian universality results assert that the properties of many estimators remain unchanged when the input data are replaced by Gaussians. Such results have gained popularity in h…