ArticleCommunications in statistics: Simulation and computation2025
Sampling Spiked Wishart Eigenvalues.
Article in Communications in statistics: Simulation and computation, 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.
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2 citing papers in PubMed.
- Generating correlated data for omics simulation.PLoS computational biology · 2025Article
- Generating Correlated Data for Omics Simulation.bioRxiv : the preprint server for biology · 2025Article
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Abstract
Efficient schemes for sampling from the eigenvalues of the Wishart distribution have recently been described for both the standard Wishart case (where the covariance matrix is the identity) and the spiked Wishart with a single spike (where the covariance matrix differs from the identity in a single entry on the diagonal). Here, we generalize these schemes to the spiked Wishart with an arbitrary number of spikes. This approach also applies to the spiked pseudo-Wishart distribution. We describe how to differentiate this procedure for the purposes of stochastic gradient descent, allowing the fitting of the eigenvalue distribution to some target distribution.
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