Free decompression evolves a small submatrix spectrum into an estimate of a large matrix spectrum using a PDE derived from free probability, the Nica-Speicher free compression theorem.
& Vitter, Jeffrey, S
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Spectral Estimation with Free Decompression
Free decompression evolves a small submatrix spectrum into an estimate of a large matrix spectrum using a PDE derived from free probability, the Nica-Speicher free compression theorem.