A self-normalized detector based on the largest eigenvalues of deformed Wigner matrices detects online, with controlled false alarm rate, the moment a latent signal crosses the detectability threshold.
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Monitoring for a Phase Transition in a Time Series of Wigner Matrices
A self-normalized detector based on the largest eigenvalues of deformed Wigner matrices detects online, with controlled false alarm rate, the moment a latent signal crosses the detectability threshold.