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Adaptive stochastic gradient algorithms in the Euclidean space have attracted much attention lately. Such explorations on Riemannian manifolds, on the other hand, are relatively new, limited, and challenging. This is because of the…

Machine Learning · Computer Science 2019-07-01 Hiroyuki Kasai , Pratik Jawanpuria , Bamdev Mishra

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers , Peter J. Forrester

Poor bucking decisions made by forest harvesters can have a negative effect on the products that are generated from the logs. Making the right bucking decisions is not an easy task because harvesters must rely on predictions of the stem…

Machine Learning · Computer Science 2024-07-02 Simon Schmiedel

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

The $n\times n$ doubly stochastic matrices constitute a polytope in $\mathbb{R}^{n^2}$, and by Birkhoff's theorem, its vertex set coincides with the set of order-$n$ permutation matrices.\\ A tristochastic array is an $n \times n\times n$…

Combinatorics · Mathematics 2026-04-13 Nati Linial , Zur Luria , Maya Trakhtman

We study a new random matrix ensemble $X$ which is constructed by an application of a two dimensional linear filter to a matrix of iid random variables with infinite fourth moments. Our result gives asymptotic lower and upper bounds for the…

Probability · Mathematics 2012-12-03 Oliver Pfaffel

We investigate the properties of uniform doubly stochastic random matrices, that is non-negative matrices conditioned to have their rows and columns sum to 1. The rescaled marginal distributions are shown to converge to exponential…

Probability · Mathematics 2010-11-01 Sourav Chatterjee , Persi Diaconis , Allan Sly

We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…

Mathematical Physics · Physics 2022-07-05 L. Pastur , V. Slavin

We provide elementary proofs of several results concerning the possible outcomes arising from a fixed profile within the class of positional voting systems. Our arguments enable a simple and explicit construction of paradoxical profiles,…

Combinatorics · Mathematics 2020-08-17 Jacqueline Anderson , Brian Camara , John Pike

The panstochastic analogue of Birkhoff's Theorem on doubly-stochastic matrices is proved in the case $n=5$. It is shown that this analogue fails when $n>1$, $n \ne 5$.

Rings and Algebras · Mathematics 2007-05-23 Dean L. Alvis , Michael K. Kinyon

Reconstruction of the tridimensional geometry of a visual scene using the binocular disparity information is an important issue in computer vision and mobile robotics, which can be formulated as a Bayesian inference problem. However,…

Computer Vision and Pattern Recognition · Computer Science 2019-01-04 Alexandre Coninx , Pierre Bessière , Jacques Droulez

In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to…

Computation · Statistics 2015-06-22 Shiwei Lan , Jeffrey Streets , Babak Shahbaba

This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…

Optimization and Control · Mathematics 2023-03-08 Diego Fonseca , Mauricio Junca

In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…

Machine Learning · Statistics 2024-10-16 Zongyuan Han , Wenhao Li , Shengxin Zhu

This article presents an efficient algorithm to generate a discrete uniform distribution on a set of $p$ elements using a biased random source for $p$ prime. The algorithm generalizes Von Neumann's method and improves computational…

Probability · Mathematics 2023-01-18 Xiaoyu Lei

Treating neural network inputs and outputs as random variables, we characterize the structure of neural networks that can be used to model data that are invariant or equivariant under the action of a compact group. Much recent research has…

Machine Learning · Statistics 2020-09-18 Benjamin Bloem-Reddy , Yee Whye Teh

Biological sequences do not come at random. Instead, they appear with particular frequencies that reflect properties of the associated system or phenomenon. Knowing how biological sequences are distributed in sequence space is thus a…

Biological Physics · Physics 2024-04-18 Wei-Chia Chen , Juannan Zhou , David M. McCandlish

Let $\Gamma$ be an $N\times n$ random matrix with independent entries and such that in each row entries are i.i.d. Assume also that the entries are symmetric, have unit variances, and satisfy a small ball probabilistic estimate uniformly.…

Functional Analysis · Mathematics 2019-02-08 Olivier Guédon , A. E. Litvak , K. Tatarko

We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…

Statistics Theory · Mathematics 2025-10-28 Mara Daniels

Inference for the stochastic blockmodel is currently of burgeoning interest in the statistical community, as well as in various application domains as diverse as social networks, citation networks, brain connectivity networks…

Methodology · Statistics 2016-02-10 Shakira Suwan , Dominic S. Lee , Runze Tang , Daniel L. Sussman , Minh Tang , Carey E. Priebe