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Random matrix parameter estimation

theme free probability and random matrices selected

Recovering random-matrix model parameters from spectral statistics — identifiability, Cauchy-noise losses, and free deterministic equivalents.

Findings (3)

Papers (3)
- Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents2020· Journal of Mathematical Analysis and Applications
- Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2DARMA models2019· Random Matrices: Thoery and Applications
- Identifiability of parametric random matrix models2019· Infinite Dimensional Analysis, Quantum Probability and Related Topics

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usesRandom matrix spectra