Improved Subspace Estimation for Multivariate Observations of High Dimension: The Deterministic Signals Case

DOI10.1109/TIT.2011.2173718zbMath1365.62123arXiv1002.3234OpenAlexW2164464810MaRDI QIDQ5272123

Pascal Vallet, Xavier Mestre, Philippe Loubaton

Publication date: 12 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.3234

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Gaussian fluctuations for linear spectral statistics of large random covariance matrices ⋮ Analysis of the limiting spectral measure of large random matrices of the separable covariance type ⋮ The random matrix regime of Maronna's estimator for observations corrupted by elliptical noise ⋮ Reconstruction of a low-rank matrix in the presence of Gaussian noise ⋮ Perturbation upper bounds for singular subspaces with a kind of heteroskedastic noise and its application in clustering ⋮ Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices ⋮ On bilinear forms based on the resolvent of large random matrices ⋮ Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices ⋮ Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents ⋮ Identifiability of parametric random matrix models ⋮ Edge statistics of large dimensional deformed rectangular matrices ⋮ The random matrix regime of Maronna's M-estimator with elliptically distributed samples

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