Related papers: Random Bistochastic Matrices
Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…
We present an entirely new geometric and probabilistic approach to synchronization of correspondences across multiple sets of objects or images. In particular, we present two algorithms: (1) Birkhoff-Riemannian L-BFGS for optimizing the…
A stochastic algorithm is proposed, finding the set of generalized means associated to a probability measure on a compact Riemannian manifold M and a continuous cost function on the product of M by itself. Generalized means include p-means…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
The problem of biclustering consists of the simultaneous clustering of rows and columns of a matrix such that each of the submatrices induced by a pair of row and column clusters is as uniform as possible. In this paper we approximate the…
Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…
The paper is devoted to the derivation of random unitary matrices whose spectral statistics is the same as statistics of quantum eigenvalues of certain deterministic two-dimensional barrier billiards. These random matrices are extracted…
Consider a multi-agent system whereby each agent has an initial probability measure. In this paper, we propose a distributed algorithm based upon stochastic, asynchronous and pairwise exchange of information and displacement interpolation…
We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…
In this note, we develop a novel algorithm for generating random numbers from a distribution with a probability density function proportional to $\sin^k(x)$, $x \in (0,\pi)$ and $k \geq 1$. Our algorithm is highly efficient and is based on…
A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…
A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…
Distributionally robust optimization (DRO) has emerged as a powerful paradigm for reliable decision-making under uncertainty. This paper focuses on DRO with ambiguity sets defined via the Sinkhorn discrepancy: an entropy-regularized…
A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
We consider the convex set $\Gamma_{m,n}$ of $m\times n$ stochastic matrices and the convex set $\Gamma_{m,n}^\pi\subset \Gamma_{m,n}$ of $m\times n$ centrosymmetric stochastic matrices (stochastic matrices that are symmetric under rotation…
The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…
In the present paper we show a link between bistochastic quantum channels and classical maps. The primary goal of this work is to analyse the multiplicative structure of the Birkhoff polytope of order 3 (the simplest non-trivial case). A…
Consider some matrix waiting for its coefficients to be written. For each column, sample independently a Bernoulli random variable of some parameter $p$. Seeing all this and possibly using extra randomness, Alice then chooses one spot in…