Random Bits and Pieces

Wigner’s Semicircle Law

The theory on random Hermitian matrices seems to be well studied in the wireless communication literature and was recently applied to derive exact asymptotic risk in over-parameterized models (e.g. this paper) and explain the so-called “double-descent” phenomenon. One key term in the bias and variance components of the risk is the empirical covariance matrix ,Continue reading “Wigner’s Semicircle Law”

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