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Record W2963503596 · doi:10.1017/apr.2019.10

Singular vector distribution of sample covariance matrices

2019· article· en· W2963503596 on OpenAlexaff

Bibliographic record

VenueAdvances in Applied Probability · 2019
Typearticle
Languageen
FieldMathematics
TopicRandom Matrices and Applications
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsIndependent and identically distributed random variablesSingular valueRandom matrixGaussianCovariance matrixMultivariate random variableSample mean and sample covarianceCovarianceCircular law

Abstract

fetched live from OpenAlex

Abstract We consider a class of sample covariance matrices of the formQ=TXX*T*, whereX= (xij) is anM×Nrectangular matrix consisting of independent and identically distributed entries, andTis a deterministic matrix such thatT*Tis diagonal. Assuming thatMis comparable toN, we prove that the distribution of the components of the right singular vectors close to the edge singular values agrees with that of Gaussian ensembles provided the first two moments ofxijcoincide with the Gaussian random variables. For the right singular vectors associated with the bulk singular values, the same conclusion holds if the first four moments ofxijmatch those of the Gaussian random variables. Similar results hold for the left singular vectors if we further assume thatTis diagonal.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.021
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.004
Threshold uncertainty score0.024

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.021
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0010.004
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.017
GPT teacher head0.294
Teacher spread0.278 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations9
Published2019
Admission routes1
Has abstractyes

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