The joint fluctuations of the extreme eigenvalues and eigenvectors of large sample covariance matrices of the spiked-model type are analyzed. This result is used to develop an original framework for the diagnosis of local failures in sensor networks, corroborated by simulations.
No takes yet. Share an insight, caveat, or question.
Couillet et al. (2011) studied this question.
Synapse has enriched 4 closely related papers on similar clinical questions. Consider them for comparative context: