102 citations · 352 across the 15 of their papers we have counts for
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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…
math.NA2009
Second order accurate distributed eigenvector computation for extremely large matrices
Noureddine El Karoui, Alexandre d'Aspremont
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysi…