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This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Machine Learning · Statistics 2019-09-12 Christian Agrell

In this paper we study dynamical systems generated by a gonosomal evolution operator of a bisexual population. We find explicitly all (uncountable set) of fixed points of the operator. It is shown that each fixed point has eigenvalues less…

Dynamical Systems · Mathematics 2021-02-11 A. T. Absalamov , U. A. Rozikov

Commuting integral and differential operators connect the topics of Signal Processing, Random Matrix Theory, and Integrable Systems. Previously, the construction of such pairs was based on direct calculation and concerned concrete special…

Classical Analysis and ODEs · Mathematics 2019-09-05 W. Riley Casper , F. Alberto Grunbaum , Milen Yakimov , Ignacio Zurrian

Gaussian graphical models are semi-algebraic subsets of the cone of positive definite covariance matrices. Submatrices with low rank correspond to generalizations of conditional independence constraints on collections of random variables.…

Machine Learning · Statistics 2010-10-05 Seth Sullivant , Kelli Talaska , Jan Draisma

We carry out a numerical study of fluctuations in the spectrum of regular graphs. Our experiments indicate that the level spacing distribution of a generic k-regular graph approaches that of the Gaussian Orthogonal Ensemble of random matrix…

High Energy Physics - Theory · Physics 2007-05-23 D. Jakobson , S. D. Miller , I. Rivin , Z. Rudnick

We describe some numerical experiments which determine the degree of spectral instability of medium size randomly generated matrices which are far from self-adjoint. The conclusion is that the eigenvalues are likely to be intrinsically…

Spectral Theory · Mathematics 2007-05-23 E B Davies

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

Numerical Analysis · Mathematics 2020-07-20 Aretha L Teckentrup

Quadratic variations of Gaussian processes play important role in both stochastic analysis and in applications such as estimation of model parameters, and for this reason the topic has been extensively studied in the literature. In this…

Probability · Mathematics 2015-02-06 Lauri Viitasaari

We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…

Probability · Mathematics 2024-10-31 Félix Parraud

A family $H_\mu(p),$ $\mu>0,$ $p\in\T^3$ of the Generalized Firedrichs models with the perturbation of rank one, associated to a system of two particles, moving on the three dimensional lattice $\mathbb{\Z}^3,$ is considered. The existence…

Mathematical Physics · Physics 2014-12-02 Saidakhmat N. Lakaev , Maslina Darus , Said T. Dustov

We evaluate the squeezing of a probe beam with a transverse Gaussian profile interacting with an ensemble of two-level atoms in a cavity. We use the linear input-output formalism where the effect of atoms is described by susceptibility and…

Quantum Physics · Physics 2007-05-23 A. Lambrecht , J. M. Courty , S. Reynaud

We introduce and solve exactly a family of invariant 2x2 random matrices, depending on one parameter \eta, and we show that rotational invariance and real Dyson index \beta are not incompatible properties. The probability density for the…

Mathematical Physics · Physics 2009-11-13 Pierpaolo Vivo , Satya N. Majumdar

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

Probability · Mathematics 2011-04-05 Tomasz Schreiber , Christoph Thaele

The gravito-inertial waves propagating over a shellular baroclinic flow inside a rotating spherical shell are analysed using the Boussinesq approximation. The wave properties are examined by computing paths of characteristics in the…

Solar and Stellar Astrophysics · Physics 2016-08-24 Giovanni M. Mirouh , Clément Baruteau , Michel Rieutord , Jérôme Ballot

Contrary to conventional wisdom, level repulsion in semiclassical spectrum is not just a feature of classically chaotic systems, but classically integrable systems as well. While in chaotic systems level repulsion develops on a scale of the…

Quantum Physics · Physics 2011-03-16 Tao Ma , R. A. Serota

We study the adjacency matrices of random $d$-regular graphs with large but fixed degree $d$. In the bulk of the spectrum $[-2\sqrt{d-1}+\varepsilon, 2\sqrt{d-1}-\varepsilon]$ down to the optimal spectral scale, we prove that the Green's…

Probability · Mathematics 2020-04-28 Roland Bauerschmidt , Jiaoyang Huang , Horng-Tzer Yau

We study random k-lifts of large, but otherwise arbitrary graphs G. We prove that, with high probability, all eigenvalues of the adjacency matrix of the lift that are not eigenvalues of G are of the order (D ln (kn))^{1/2}, where D is the…

Combinatorics · Mathematics 2011-09-07 Roberto Imbuzeiro Oliveira

We investigate the nodal count of eigenvectors of random matrices interpreted as operators on signed complete graphs. Our focus is on orthogonally invariant ensembles, with particular attention to the Gaussian Orthogonal Ensemble (GOE). We…

Mathematical Physics · Physics 2025-11-05 Lior Alon , Dan Mikulincer , John Urschel

A vast literature over the past fifteen years has been devoted to the study of the geometric properties of Gaussian random waves. In this work, we investigate the geometric behavior of \emph{uniform random waves}, a much less studied…

We consider the dynamics of an arbitrary quantum system coupled to a large arbitrary and fully quantum mechanical environment through a random interaction. We establish analytically and check numerically the typicality of this dynamics, in…

Quantum Physics · Physics 2017-07-26 Grégoire Ithier , Florent Benaych-Georges
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