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math.PR2022★ 3 cited
An Equivalence Principle for the Spectrum of Random Inner-Product Kernel Matrices with Polynomial Scalings
Yue M. Lu, Horng-Tzer Yau
We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between independent data vectors, drawn uniformly f…
math.PR2022★ 1 cited
Universality of Approximate Message Passing with Semi-Random Matrices
Rishabh Dudeja, Yue M. Lu, Subhabrata Sen
Approximate Message Passing (AMP) is a class of iterative algorithms that have found applications in many problems in high-dimensional statistics and machine learning. In its gener…