Random matrix theory and (big) data analysis

DOI10.1093/OSO/9780198797319.003.0006zbMATH Open1386.15067OpenAlexW2790153005MaRDI QIDQ4636213

Jean-Phillippe Bouchaud

Publication date: 23 April 2018

Published in: Stochastic Processes and Random Matrices (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/oso/9780198797319.003.0006

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)

Related Items (3)

Application of Random Matrix Theory to Multivariate Statistics ⋮ Replica approach to the generalized Rosenzweig-Porter model ⋮ Operator Approximation for Processing of Large Random Data Sets

Recommendations

• Title not available (Why is that?) 👍 👎
• Spectral analysis of large dimensional random matrices 👍 👎
• Random matrix theory and its applications 👍 👎
• Random matrix theory in statistics: a review 👍 👎
• Application of Random Matrix Theory to Multivariate Statistics 👍 👎
• Random matrix theory 👍 👎
• Random Matrices: High Dimensional Phenomena 👍 👎
• Machine Learning: ECML 2004 👍 👎

This page was built for publication: Random matrix theory and (big) data analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4636213)