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Record W4416191036 · doi:10.1093/biomet/asaf081

Thinning a Wishart random matrix

2025· article· en· W4416191036 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueBiometrika · 2025
Typearticle
Languageen
FieldMathematics
TopicRandom Matrices and Applications
Canadian institutionsUniversity of British Columbia
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsWishart distributionIndependent and identically distributed random variablesSample mean and sample covarianceRandom matrixCovariance matrixGaussianData MatrixMatrix (chemical analysis)Sample (material)

Abstract

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Summary Recent work has explored data thinning, a generalization of sample splitting that involves decomposing a (possibly matrix-valued) random variable into independent components. In the special case of an $ n\times p $ random matrix with independent and identically distributed $ N_{p}(\mu,\Sigma) $ rows, Dharamshi et al. (2026)provided a comprehensive analysis of the settings in which thinning is or is not possible: briefly, if $ \Sigma $ is unknown then one can thin provided that $ n \gt 1 $. However, in some situations a data analyst may have access only to summary statistics of the data, e.g., due to privacy considerations. While the sample mean follows a Gaussian distribution, the sample covariance follows, up to scaling, a Wishart distribution, for which no thinning strategies have yet been proposed. In this note, we fill this gap: we show that it is possible to generate two or more independent data matrices with independent $ N_{p}(\mu,\Sigma) $ rows, based only on the sample mean and sample covariance matrix. These independent data matrices can either be used directly within a train-test paradigm or be used to derive independent summary statistics. Furthermore, they can be recombined to yield the original sample mean and sample covariance. The key insight that enables this development is an algorithm that decomposes a Wishart random matrix into a matrix square root with independent and identically distributed Gaussian rows.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.500
Threshold uncertainty score0.355

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.003
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.034
GPT teacher head0.386
Teacher spread0.352 · 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