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Extensions of earlier algorithms and enhanced visualization techniques for approximating a correlation matrix are presented. The visualization problems that result from using column or colum--and--row adjusted correlation matrices, which…

Computation · Statistics 2024-01-24 Jan Graffelman

In the human brain, the allowed patterns of activity are constrained by the correlations between brain regions. Yet it remains unclear which correlations -- and how many -- are needed to predict large-scale neural activity. Here, we present…

Biological Physics · Physics 2025-10-21 Nicholas J. Weaver , Joshua I. Faskowitz , Richard F. Betzel , Christopher W. Lynn

The increasing interest in complex networks research has been a consequence of several intrinsic features of this area, such as the generality of the approach to represent and model virtually any discrete system, and the incorporation of…

Multivariate Distributions are needed to capture the correlation structure of complex systems. In previous works, we developed a Random Matrix Model for such correlated multivariate joint probability density functions that accounts for the…

Statistical Finance · Quantitative Finance 2025-12-02 Anton J. Heckens , Efstratios Manolakis , Cedric Schuhmann , Thomas Guhr

The use of correlation matrices to evaluate the number of uncorrelated stirrer positions of reverberation chamber has widespread applications in electromagnetic compatibility. We present a comparative study of recent techniques based on…

Data Analysis, Statistics and Probability · Physics 2014-04-28 Gabriele Gradoni , Valter Mariani Primiani , Franco Moglie

Many real world systems can be expressed as complex networks of interconnected nodes. It is frequently important to be able to quantify the relative importance of the various nodes in the network, a task accomplished by defining some…

Physics and Society · Physics 2016-08-08 José Ricardo Furlan Ronqui , Gonzalo Travieso

The Wishart model of random covariance or correlation matrices continues to find ever more applications as the wealth of data on complex systems of all types grows. The heavy tails often encountered prompt generalizations of the Wishart…

Mathematical Physics · Physics 2021-05-26 Thomas Guhr , Andreas Schell

Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…

Disordered Systems and Neural Networks · Physics 2025-09-15 Ratul Dutta , Pragya Shukla

Biological intelligence is remarkable in its ability to produce complex behaviour in many diverse situations through data efficient, generalisable and transferable skill acquisition. It is believed that learning "good" sensory…

Neurons and Cognition · Quantitative Biology 2022-03-18 Irina Higgins , Sébastien Racanière , Danilo Rezende

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

An appeal for symmetry is made to build established notions of specific representation and specific nonlinearity of measurement (often called model error) into a canonical linear regression model. Additive components are derived from the…

Applications · Statistics 2021-10-19 Richard E. Danielson

This work deals with the generation of theoretical correlation matrices with specific sparsity patterns, associated to graph structures. We present a novel approach based on convex optimization, offering greater flexibility compared to…

Signal Processing · Electrical Eng. & Systems 2025-02-26 Ali Fakhar , Kévin Polisano , Irène Gannaz , Sophie Achard

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

The concept of complexity appears in virtually all areas of knowledge. Its intuitive meaning shares similarities across fields, but disagreements between its details hinders a general definition, leading to a plethora of proposed…

Statistical Mechanics · Physics 2023-10-04 Roberto C. Alamino

Directed acyclic graphs are a fundamental class of networks that includes citation networks, food webs, and family trees, among others. Here we define a random graph model for directed acyclic graphs and give solutions for a number of the…

Physics and Society · Physics 2009-03-23 Brian Karrer , M. E. J. Newman

Graphs are commonly used in mathematics to represent some relationships between items. However, as simple objects, they sometimes fail to capture all relevant aspects of real-world data. To address this problem, we generalize them and model…

Social and Information Networks · Computer Science 2019-10-04 Pimprenelle Parmentier , Tiphaine Viard , Benjamin Renoust , Jean-François Baffier

Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…

Data Structures and Algorithms · Computer Science 2011-11-16 Michael W. Mahoney

Classical random matrix ensembles were originally introduced in physics to approximate quantum many-particle nuclear interactions. However, there exists a plethora of quantum systems whose dynamics is explained in terms of few-particle…

Quantum Physics · Physics 2021-11-17 Manan Vyas , Thomas H. Seligman

The non-trivial structure of such complex systems makes the analysis of their collective behavior a challenge. The problem is even more difficult when the information is distributed across networks (e.g., communication networks in different…

Social and Information Networks · Computer Science 2018-02-08 Carlo Spatocco , Giovanni Stilo , Carlotta Domeniconi , Alessandro D'Andrea

We use the order complex corresponding to a symmetric matrix (defined by Giusti et al in 2015). In this note, we use it to define a class of models of random graphs, and show some surprising experimental results, showing sharp phase…

Probability · Mathematics 2019-10-21 Igor Rivin