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We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-05-25 Nikhil Padmanabhan , Martin White , Harrison H. Zhou , Ross O'Connell

We formulate an optimization problem to estimate probability densities in the context of multidimensional problems that are sampled with uneven probability. It considers detector sensitivity as an heterogeneous density and takes advantage…

Machine Learning · Computer Science 2025-06-04 Aleix Boquet-Pujadas , Pol del Aguila Pla , Michael Unser

In this paper we propose and analyze an algorithm for identifying spectral gaps of a real symmetric matrix $A$ by simultaneously approximating the traces of spectral projectors associated with multiple different spectral slices. Our method…

Numerical Analysis · Mathematics 2025-09-09 Michele Benzi , Michele Rinelli , Igor Simunec

Obtaining general relations between macroscopic properties of random assemblies, such as density, and the microscopic properties of their constituent particles, such as shape, is a foundational challenge in the study of amorphous materials.…

Soft Condensed Matter · Physics 2016-05-05 Yoav Kallus

We investigate the eigenvalue density in ensembles of large sparse Bernoulli random matrices. We demonstrate that the fraction of linear subgraphs just below the percolation threshold is about 95\% of all finite subgraphs, and the…

Disordered Systems and Neural Networks · Physics 2016-01-20 V. Avetisov , P. L. Krapivsky , S. Nechaev

We propose a method based on the Wang-Landau algorithm to numerically generate the spectral densities of random matrix ensembles. The method employs Dyson's log-gas formalism for random matrix eigenvalues and also enables one to…

Statistical Mechanics · Physics 2013-01-28 Santosh Kumar

Graph partitioning problems emerge in a wide variety of complex systems, ranging from biology to finance, but can be rigorously analyzed and solved only for a few graph ensembles. Here, an ensemble of equitable graphs, i.e. random graphs…

Social and Information Networks · Computer Science 2017-10-25 Paolo Barucca

We derive the spectral density of the equiprobable mixture of two random density matrices of a two-level quantum system. We also work out the spectral density of mixture under the so-called quantum addition rule. We use the spectral…

Quantum Physics · Physics 2018-04-20 Lin Zhang , Jiamei Wang , Zhihua Chen

Random feature maps are ubiquitous in modern statistical machine learning, where they generalize random projections by means of powerful, yet often difficult to analyze nonlinear operators. In this paper, we leverage the "concentration"…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Romain Couillet

Using spectral embedding based on the signless Laplacian, we obtain bounds on the spectrum of transition matrices on graphs. As a consequence, we bound return probabilities and the uniform mixing time of simple random walk on graphs. In…

Probability · Mathematics 2023-01-03 Zhi-Feng Wei

We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…

Mathematical Physics · Physics 2013-02-27 Y. Y. Atas , E. Bogomolny , O. Giraud , G. Roux

What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…

solv-int · Physics 2008-02-03 Pierre van Moerbeke

We consider the ensemble of $N\times N$ ($N\gg 1$) symmetric random matrices with the bimodal independent distribution of matrix elements: each element could be either "1" with the probability $p$, or "0" otherwise. We pay attention to the…

Statistical Mechanics · Physics 2014-09-29 S. K. Nechaev

Using the supersymmetry method we analytically calculate the local density of states, the localiztion length, the generalized inverse participation ratios, and the distribution function of eigenvector components for the superposition of a…

Condensed Matter · Physics 2009-10-28 Klaus Frahm , Axel Müller--Groeling

The evolution of a complex multi-state system is often interpreted as a continuous-time Markovian process. To model the relaxation dynamics of such systems, we introduce an ensemble of random sparse matrices which can be used as generators…

Statistical Mechanics · Physics 2023-07-19 Goran Nakerst , Sergey Denisov , Masudul Haque

We study the spectrum of adjacency matrices of random graphs. We develop two techniques to lower bound the mass of the continuous part of the spectral measure or the density of states. As an application, we prove that the spectral measure…

Probability · Mathematics 2021-03-23 Charles Bordenave , Arnab Sen , Balint Virag

The full spectrum of transfer matrices of the general eight-vertex model on a square lattice is obtained by numerical diagonalization. The eigenvalue spacing distribution and the spectral rigidity are analyzed. In non-integrable regimes we…

Condensed Matter · Physics 2009-10-28 Hendrik Meyer , Jean-Christian Anglès d'Auriac , Henrik Bruus

We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rotations defines a natural, interpretable framework for…

Methodology · Statistics 2022-06-07 Andrew J. Cron , Mike West

We consider an ensemble of random density matrices distributed according to the Bures measure. The corresponding joint probability density of eigenvalues is described by the fixed trace Bures-Hall ensemble of random matrices which, in turn,…

Mathematical Physics · Physics 2019-07-12 Ayana Sarkar , Santosh Kumar

Pseudospectral analysis serves as a powerful tool in matrix computation and the study of both linear and nonlinear dynamical systems. Among various numerical strategies, random sampling, especially in the form of rank-$1$ perturbations,…

Spectral Theory · Mathematics 2025-05-19 Kuo Gai , Bin Shi