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sample covariance matrix

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Co-occurring keywords · papers mentioning both

non-parametric bootstrap (1) eigenvalue inference (1) representation geometry (1) variational tail bound (1) kernel integral operator (1) soft-thresholding function (1) quantile risk (1) spectral moment (1) kernel methods (1) radial basis function kernel (1)

Papers

Variational Tail Bounds for Norms of Random Vectors and Matrices COLT 2026 Estimating the Spectral Moments of the Kernel Integral Operator from Finite Sample Matrices AISTATS 2025 Minimax Linear Regression under the Quantile Risk COLT 2024 A Kernel Random Matrix-Based Approach for Sparse PCA ICLR 2019 The non-parametric bootstrap and spectral analysis in moderate and high-dimension AISTATS 2019