16 citations · 23 across the 4 of their papers we have counts for
6 papers
Hypergeometric Functions of Matrix Arguments and Linear Statistics of Multi-Spiked Hermitian Matrix Models
Damien Passemier, Matthew R. Mckay, Yang Chen
This paper derives central limit theorems (CLTs) for general linear spectral statistics (LSS) of three important multi-spiked Hermitian random matrix ensembles. The first is the mo…
Detection and estimation of spikes in presence of noise and interference
Damien Passemier, Abla Kammoun, Mérouane Debbah
In many practical situations, the useful signal is contained in a low-dimensional subspace, drown in noise and interference. Many questions related to the estimation and detection…
Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrix Models
Damien Passemier, Matthew R. Mckay, Yang Chen
Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three "spiked" Hermitian random matrix ensembles. These include J…
On estimation of the noise variance in high-dimensional probabilistic principal component analysis
Damien Passemier, Zhaoyuan Li, Jian-Feng Yao
In this paper, we develop new statistical theory for probabilistic principal component analysis models in high dimensions. The focus is the estimation of the noise variance, which…
Estimation of the Number of Spikes, Possibly Equal, in the High-Dimensional Case
Damien Passemier, Jian-Feng Yao
Estimating the number of spikes in a spiked model is an important problem in many areas such as signal processing. Most of the classical approaches assume a large sample size w…
On determining the number of spikes in a high-dimensional spiked population model
Damien Passemier, Jian-Feng Yao
In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). Determining the number of spikes…