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Random Matrix Theory in High-Dimensional Statistics

Random Matrix Theory (RMT) explains how eigenvalues of large random matrices behave when the dimension p is comparable to the sample size n.

#random matrix theory#marchenko-pastur#wigner semicircle+12
📚TheoryAdvanced

Spectral Analysis of Neural Networks

Spectral analysis studies the distribution of eigenvalues and singular values of neural network weight matrices during training.

#spectral analysis
Advanced
Group:
Random Matrix Theory
#eigenvalues
#singular values
+12