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math.ST2026
On Eigenvector Statistics of Large-Dimensional Sample Covariance Matrices with Applications
Weiming Li, Zeng Li, Qinwen Wang
We study the eigenvector-weighted spectral statistics \[ T_n(φ,g)=p^{-1}tr\{φ(\boldsymbol{S}_n)g(\boldsymbolΣ)\} \] of large-dimensional sample covariance matrices \(\boldsymbol{S}…
stat.ML2026
Mean-Shift PCA by Knockoff Mean
Mengda Li, Zeng Li, Jianfeng Yao
Removing noise is difficult, but adding noise is easy. In this work, we show how to eliminate mean-shift noisy components from PCA by deliberately introducing knockoff mean-shift p…