Monotonicity conjecture for the number of spectral components
Monotonicity conjecture for the number of spectral components
Let be the limiting spectral distribution of the noisy sample covariance matrix at noise power , and let denote the number of connected components of its support. Under the standing assumptions of the paper, for all . Monotonicity conjecture. is non-increasing in . This would imply that once the separation between the information and noise eigenvalues disappears, it does not reappear as the noise power increases; the paper gives simulations and notes analogous results for other random matrix models, but does not establish the claim.
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Primary source
Mario Diaz, Shahab Asoodeh, Fady Alajaji, Tamás Linder, Serban Belinschi and James Mingo, “On the Noise-Information Separation of a Private Principal Component Analysis Scheme”, arXiv:1801.03553 (2018).
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