Can we use Random Matrix Theory for feature extraction from data?

10 October 2018 1 9K Report

Random Matrix Theory (RMT) with defining eigen value of the data to analyze or characterize a data set - Can RMT be considered for data analysis/science as a tool? if so what set and kind of data it fit appropriate to analyze?

Nadia H. Al-Noor

Dear Mayukha

see the following link

https://ir.library.louisville.edu/cgi/viewcontent.cgi?article=2227&context=etd

which contains the dissertation "FEATURES EXTRACTION USING RANDOM MATRIX THEORY".

Best Wishes

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