Michael J. Feldman

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I am an Assistant Professor of Technology, Operations, and Statistics at the NYU Stern School of Business. I received my Ph.D. from Stanford University in 2023, advised by David Donoho, and spent a year as a postdoctoral researcher at the Weizmann Institute of Science, working with Boaz Nadler. My undergraduate degree is in Applied and Computational Mathematics from Caltech.

My research interests include high-dimensional statistics, random matrix theory, spectral methods, and covariance estimation.

Contact

mjf529[at]stern[dot]nyu[dot]edu
8-70 KMC, 44 West 4th Street, New York, NY 10012

Publications and preprints

Robustness of OLS to sample removals: Theoretical analysis and implications
E. Azar, M. J. Feldman, and B. Nadler. preprint, 2025.
arXiv

Optimal Eigenvalue Shrinkage in the Semicircle Limit
D. L. Donoho and M. J. Feldman. To appear in Annals of Statistics, 2025.
arXiv

Spectral Properties of Elementwise-Transformed Spiked Matrices
M. J. Feldman. SIAM Journal on Mathematics of Data Science 7(2):542-571, 2025.
SIAM arXiv

Sparse PCA: Phase Transitions in the Critical Regime
M. J. Feldman, T. Misiakiewicz, and E. Romanov. preprint, 2024.
arXiv slides

Sharp Recovery Thresholds of Tensor PCA Spectral Algorithms
D. L. Donoho and M. J. Feldman. NeurIPS 36:56628-56640, 2023.
pdf

Spiked Singular Values and Vectors under Extreme Aspect Ratios
M. J. Feldman. Journal of Multivariate Analysis 196:105187, 2023.
JMVA arXiv