Related papers: Arbitrary rotation invariant random matrix ensembl…
Regularization method and Bayesian inverse method are two dominating ways for solving inverse problems generated from various fields, e.g., seismic exploration and medical imaging. The two methods are related with each other by the MAP…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
Second order supersymmetric approach is taken to the system describing motion of a quantum particle in a potential endowed with position-dependent effective mass. It is shown that the intertwining relations between second order partner…
Starting from Gaussian random matrix models we derive a new supermatrix field theory model. In contrast to the conventional non-linear sigma models, the new model is applicable for any range of correlations of the elements of the random…
While an explicit basis is common in the study of Euclidean spaces, it is usually implied in the study of inertial relativistic systems. There are some conceptual advantages to including the basis in the study of special relativistic…
Explicit expressions for multimatrix models with complex and unitary matrices allows to couple these models with well-known unitary, orthogonsl and sympletic ensembles. We consider examples of such mixed ensembles which are solvable in the…
We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…
We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After…
We consider a massive particle of arbitrary spin and the basis vectors that carry the unitary, irreducible representations of the Poincar\'e group. From the complex coefficients in normalizable superpositions of these basis vectors, we…
We analyse a new notion of total anisotropic higher-order variation which, differently from the Total Generalized Variation by Bredies et al., quantifies for possibly non-symmetric tensor fields their variations at arbitrary order weighted…
We study eigenvectors in the deformed Gaussian unitary ensemble of random matrices $H=W\tilde{H}W$, where $\tilde{H}$ is a random matrix from Gaussian unitary ensemble and $W$ is a deterministic diagonal matrix with positive entries. Using…
We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…
This paper presents a unified framework for constructing Approximate Message Passing (AMP) algorithms for rotationally-invariant models. By employing a general iterative algorithm template and reducing it to long-memory Orthogonal AMP…
This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods for nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
It is shown that the eigenproblem of any $2\times 2$ matrix Hamiltonian with discrete eigenvalues is involved with a supersymmetric quantum mechanics. The energy dependence of the superalgebra marks the disparity between the deduced…
A novel method to obtain parametrizations of complex inverse orthogonal matrices is provided. These matrices are natural generalizations of complex Hadamard matrices which depend on non zero complex parameters. The method we use is via…
We present an improved version of commutator methods for unitary operators under a weak regularity condition. Once applied to a unitary operator, the method typically leads to the absence of singularly continuous spectrum and to the local…
One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…
I adapt a recently introduced method for integrating over the unitary group (S. Aubert and C.S. Lam, J.Math.Phys. 44, 6112-6131 (2003)) to the orthogonal group. I derive explicit formulas for a number of one, two and three-vector integrals,…