Related papers: Limiting spectral distribution of sample autocovar…
In this paper we study the joint distributional convergence of the largest eigenvalues of the sample covariance matrix of a $p$-dimensional time series with iid entries when $p$ converges to infinity together with the sample size $n$. We…
We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…
The paper considers high frequency sampled multivariate continuous-time ARMA (MCARMA) models, and derives the asymptotic behavior of the sample autocovariance function to a normal random matrix. Moreover, we obtain the asymptotic behavior…
A discrete gradient model for interfaces is studied. The interaction potential is a non-convex perturbation of the quadratic gradient potential. Based on a representation for the finite volume Gibbs measure obtained via a renormalization…
We consider random resistor networks with nodes given by a point process on $\mathbb{R}^d$ and with random conductances. The length range of the electrical filaments can be unbounded. We assume that the randomness is stationary and ergodic…
Consider a piecewise smooth expanding map of the interval possessing several invariant subintervals and the same number of ergodic absolutely continuous invariant probability measures (ACIMs). After this system is perturbed to make the…
The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multivariate Gaussian distribution is diagonalized by choosing…
We investigate the asymptotic distribution of the maximum of a frequency smoothed estimate of the spectral coherence of a M-variate complex Gaussian time series with mutually independent components when the dimension M and the number of…
Slice Sampling has emerged as a powerful Markov Chain Monte Carlo algorithm that adapts to the characteristics of the target distribution with minimal hand-tuning. However, Slice Sampling's performance is highly sensitive to the…
The ergodic spectral efficiency (SE) in interference-limited multiple-input multiple-output (MIMO) downlink cellular systems is characterized based on stochastic geometry. A single user is served by using singular value decomposition…
This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prove the convergence in distribution to the solution of a…
Extended Self-Similarity (ESS) is a widely used tool for uncovering universal power-law scaling in systems dominated by nonlinear interactions. This work demonstrates that ESS scaling can also emerge in a system governed by purely linear…
This paper is to study a signal-plus-noise model in high dimensional settings when the dimension and the sample size are comparable. Specifically, we assume that the noise has a general covariance matrix that allows for heteroskedasticity,…
In this paper, our objective is to present a constraining principle governing the spectral properties of the sample covariance matrix. This principle exhibits harmonious behavior across diverse limiting frameworks, eliminating the need for…
Automatic Differentiation Variational Inference (ADVI) is a useful tool for efficiently learning probabilistic models in machine learning. Generally approximate posteriors learned by ADVI are forced to be unimodal in order to facilitate use…
Support vector machines (SVMs) are a standard tool for binary classification, but their classical formulations are purely data-driven and offer no direct way to encode trusted benchmark models or structured preferences on selected subsets…
An alternative to conventional uniform sampling is that of time encoding, which converts continuous-time signals into streams of trigger times. This gives rise to Event-Driven Sampling (EDS) models. The data-driven nature of EDS acquisition…
We study a subsystem of an isolated one-dimensional correlated metal when it is driven by a steady electric field or when it relaxes after driving. We obtain numerically exact reduced density matrix $\rho$ for subsystems which are…
We prove the existence of the limiting spectral distribution (LSD) of symmetric triangular patterned matrices and also establish the joint convergence of sequences of such matrices. For the particular case of the symmetric triangular Wigner…
Denoising Diffusion Probabilistic Models (DDPMs) have emerged as powerful tools for generative modeling. However, their sequential computation requirements lead to significant inference-time bottlenecks. In this work, we utilize the…