21 citations · 32 across the 8 of their papers we have counts for
9 papers
Positivity in Linear Gaussian Structural Equation Models
Asad Lodhia, Jan-Christian Hütter, Caroline Uhler +1
We study a notion of positivity of Gaussian directed acyclic graphical models corresponding to a non-negativity constraint on the coefficients of the associated structural equation…
Covariance Kernel of Linear Spectral Statistics for Half-Heavy tailed Wigner Matrices
Asad Lodhia, Anna Maltsev
In this paper we analyze the covariance kernel of the Gaussian process that arises as the limit of fluctuations of linear spectral statistics for Wigner matrices with a few moments…
Matrix Means and a Novel High-Dimensional Shrinkage Phenomenon
Asad Lodhia, Keith Levin, Elizaveta Levina
Many statistical settings call for estimating a population parameter, most typically the population mean, based on a sample of matrices. The most natural estimate of the population…
Harmonic Means of Wishart Random Matrices
Asad Lodhia
We use free probability to compute the limiting spectral properties of the harmonic mean of i.i.d. Wishart random matrices whose limiting aspect ratio is $γ\in (…
Recovering shared structure from multiple networks with unknown edge distributions
Keith Levin, Asad Lodhia, Elizaveta Levina
In increasingly many settings, data sets consist of multiple samples from a population of networks, with vertices aligned across these networks. For example, brain connectivity net…
Marčenko-Pastur Law for Kendall's Tau
Afonso S. Bandeira, Asad Lodhia, Philippe Rigollet
We prove that Kendall's Rank correlation matrix converges to the Marčenko-Pastur law, under the assumption that the observations are i.i.d random vectors , , with…
Mesoscopic central limit theorem for general -ensembles
Florent Bekerman, Asad Lodhia
We prove that the linear statistics of eigenvalues of -log gasses satisfying the one-cut and off-critical assumption with a potential satisfy a central l…
Mesoscopic linear statistics of Wigner matrices
A. Lodhia, N. J. Simm
We study linear spectral statistics of Wigner random matrices on mesoscopic scales. Under mild assumptions on the matrix entries of , we pro…
Fractional Gaussian fields: a survey
Asad Lodhia, Scott Sheffield, Xin Sun +1
We discuss a family of random fields indexed by a parameter which we call the fractional Gaussian fields, given by \[ \mathrm{FGF}_s(\mathbb{R}^d)=(-Δ)^{-s/2} W,…