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math.PR2013★ 1 cited
Graph connection Laplacian and random matrices with random blocks
Noureddine El Karoui, Hau-tieng Wu
Graph connection Laplacian (GCL) is a modern data analysis technique that is starting to be applied for the analysis of high dimensional and massive datasets. Motivated by this tec…
math.PR2009★ 101 cited
Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond
Noureddine El Karoui
We place ourselves in the setting of high-dimensional statistical inference, where the number of variables in a data set of interest is of the same order of magnitude as the nu…