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09/06/2021
Spectral properties of sample covariance matrices arising from random matrices with independent non identically distributed columns
Given a random matrix X= (x_1,…, x_n)∈ℳ_p,n with independent columns and...
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02/16/2021
Concentration of measure and generalized product of random vectors with an application to Hanson-Wright-like inequalities
Starting from concentration of measure hypotheses on m random vectors Z_...
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10/19/2020
Concentration of solutions to random equations with concentration of measure hypotheses
We propose here to study the concentration of random objects that are im...
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06/17/2020
A Concentration of Measure and Random Matrix Approach to Large Dimensional Robust Statistics
This article studies the robust covariance matrix estimation of a data c...
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01/21/2020
