Dissertation
Applied Stochastic Eigenanalysis.
Department of Electrical Engineering and Computer Science & MIT/WHOI Joint Program, Feb. 2007.
Journal Publications
Random matrix theory
Random matrix theory.
Acta Numerica, pp. 1-65, 2005.
The polynomial method for random matrices.
Foundations of Computational Mathematics, Accepted for publication.
Software implementation: RMTool software toolbox
Multiplication of free random variables and the S-transform: the case of vanishing mean .
Electronic communications on probability, Published.
Signal processing applications
Statistical eigen-inference from large Wishart matrices.
Annals of statistics, Accepted for publication.
Sample eigenvalue based detection of high-dimensional signals in white noise using relatively few samples.
IEEE Transactions of Signal Processing, July 2008.
A channel subspace post-filtering approach to adaptive least-squares estimation.
IEEE Transactions of Signal Processing.
Selected Conference Publications
Fundamental limit of sample eigenvalue based detection of signals in colored noise using relatively few samples.
Asilomar Conference on Signals and Systems, November 2007.