Tag Archives: random matrices

Rational Decisions, Random Matrices and Spin Glasses

Jun 30, 2006 – 10:00 PM

Interesting title, no? What if I added Principal Components to this odd concatenation of concepts? Galluccio et al 1998 published a paper with the above title here, which has led to a number of follow-ups, which you can locate by googling. I’ll try to summarize Galluccio’s basic idea and then tie it back into principal […]

By Stephen McIntyre | Posted in Multivariate, Statistics | Also tagged | Comments (11)