We establish staircase phase transitions for the largest eigenvalue of heavy-tailed sample correlation matrices formed from a $p_n \times n$ data matrix with i.i.d. real entries of mean zero and unit variance, allowing an infinite fourth moment. In the proportional regime $p_n / n \to \phi \in (0, \infty)$, the first-o...
Yan-Peng Li, Ze-Qin Lin, Yi-Ming Liu et al.· 0 citations
We study the smallest nonzero eigenvalue of the sample correlation matrix $\mathbf{R}_n$ formed from a $p_n \times n$ data matrix with i.i.d. real entries $\xi$ of mean zero and unit variance, in the high-dimensional regime $p_n / n \to \phi \in (0, \infty) \setminus \{1\}$. In the tall regime $\phi>1$, we prove almost...
Ze-Qin Lin, Guamgming Pan, Hao-Zhu Zhao et al.· 1 citation
It is shown that approximate $K$-means applied to the multi-kernel spectral embedding achieves exact recovery with high probability, which is more informative than conventional global eigenspace perturbation estimates.
Ze-Qin Lin, Guang-Ming Pan, Zhi-Xiang Zhang et al.· 0 citations
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