155 citations · 955 across the 56 of their papers we have counts for
4 papers · 2 filters
Edge universality of correlation matrices
Natesh S. Pillai, Jun Yin
Let be a rectangular data matrix with independent real-valued entries satisfying and $\mathbb {…
Universality of covariance matrices
Natesh S. Pillai, Jun Yin
In this paper we prove the universality of covariance matrices of the form where is an rectangular matrix with independent real val…
Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
Martin Hairer, Natesh S. Pillai
We consider differential equations driven by rough paths and study the regularity of the laws and their long time behavior. In particular, we focus on the case when the driving noi…
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
Natesh S. Pillai, Andrew M. Stuart, Alexandre H. Thiéry
The Metropolis-adjusted Langevin (MALA) algorithm is a sampling algorithm which makes local moves by incorporating information about the gradient of the logarithm of the target den…