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math.ST2026
Moment bounds for condition numbers and singular values of high-dimensional Gaussian random matrices: Applications and limitations
Partha Sarkar, Kshitij Khare, Sanvesh Srivastava
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in tur…
math.ST2025
High dimensional convergence rates for sparse precision estimators for matrix-variate data
Hongqiang Sun, Kshitij Khare
In several applications, the underlying structure of the data allows for the samples to be organized into a matrix variate form. In such settings, the underlying row and column cov…