Natesh S. Pillai
Statistics and Probability · 2007–2015
A researcher in the Science corpus: 12 papers; trusts 91 researchers and is trusted by 56 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 136 citations into it; #1,023 of 12,932 by trust here, #1,069 by citations
- Artificial Intelligence — 70 citations into it; #8,379 of 35,345 by trust here, #12,761 by citations
- Mathematical Physics — 56 citations into it; #472 of 8,562 by trust here, #740 by citations
- Probabilistic & Bayesian Methods — 34 citations into it
- Discrete Mathematics and Combinatorics — 31 citations into it; #792 of 2,017 by trust here, #1,149 by citations
- Finance — 30 citations into it; #3,042 of 10,518 by trust here, #4,858 by citations
- Control and Systems Engineering — 13 citations into it
- Economics and Econometrics — 12 citations into it; #14,251 of 23,481 by trust here, #16,755 by citations
Whom Natesh S. Pillai trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- L. Erdős
- Antti Knowles
- Jun Yin
- Iain M. Johnstone
- Gareth O. Roberts
- Alexander Soshnikov
- Horng-Tzer Yau
- Terence Tao
- S. P'ech'e
- Andrew M. Stuart
Who trusts Natesh S. Pillai overall
- Xiucai Ding
- Ji Oon Lee
- Z. Bao
- L. Erdős
- Peter J. Green
- Martin Hairer
- Jun Yin
- Antti Knowles
- Arnak S. Dalalyan
- Alexandros Beskos
Papers from Natesh S. Pillai's perspective
Ordered by how strongly the researchers Natesh S. Pillai trusts endorse each paper. Same corpus, a different order for every researcher.
- On the distribution of the largest eigenvalue in principal components analysis
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Universality of local eigenvalue statistics for some sample covariance matrices
- A Note on Universality of the Distribution of the Largest Eigenvalues in Certain Sample Covariance Matrices
- A generalization of the Lindeberg principle
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- CONCENTRATION OF THE SPECTRAL MEASURE FOR LARGE MATRICES
- Eigenvalues of large sample covariance matrices of spiked population models
- Regression Shrinkage and Selection via the Lasso
- Universality of the Local Spacing Distribution¶in Certain Ensembles of Hermitian Wigner Matrices
Their papers
- Statistical inference for dynamical systems: A review (2012) — 51 citations
- Lack of confidence in approximate Bayesian computation model choice (2011) — 330 citations
- Optimal Scaling and Diffusion Limits for the Langevin Algorithm in High Dimensions (2011) — 106 citations
- Universality of covariance matrices (2011) — 178 citations
- Optimal tuning of the hybrid Monte Carlo algorithm (2010) — 355 citations
- Diffusion limits of the random walk metropolis algorithm in high dimensions (2010) — 118 citations
- Bayesian density regression (2007) — 280 citations
- Causal inference from 2K factorial designs by using potential outcomes (2015) — 101 citations
- Dirichlet-Laplace priors for optimal shrinkage (2014) — 479 citations
- Edge universality of correlation matrices (2011) — 51 citations
- Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion (2009) — 78 citations
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths (2011) — 83 citations