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This paper proposes a new approach to identifying the effective cointegration rank in high-dimensional unit-root (HDUR) time series from a prediction perspective using reduced-rank regression. For a HDUR process $\mathbf{x}_t\in…
Dimension reduction algorithms are a crucial part of many data science pipelines, including data exploration, feature creation and selection, and denoising. Despite their wide utilization, many non-linear dimension reduction algorithms are…
Balancedly splittable Hadamard matrices are introduced and studied. A connection is made to the Hadamard diagonalizable strongly regular graphs, maximal equiangular lines set, and unbiased Hadamard matrices. Several construction methods are…
We provide a natural generalization to submanifolds of the holographic method used to extract higher-order local invariants of both Riemannian and conformal embeddings, some of which depend on a choice of parallelization of the normal…
In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar [1102.0738], to normal random matrices and 2D Coulomb gases in general. Firstly, we…
We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-conditioned by an approximation of the Hessian, based on a…
Variational methods are attractive for computing Bayesian inference for highly parametrized models and large datasets where exact inference is impractical. They approximate a target distribution - either the posterior or an augmented…
The Cholesky decomposition is a fundamental tool for solving linear systems with symmetric and positive definite matrices which are ubiquitous in linear algebra, optimization, and machine learning. Its numerical stability can be improved by…
We consider the quadratic optimization problem $$F_n^{W,h}:= \sup_{x \in S^{n-1}} ( x^T W x/2 + h^T x )\,, $$ with $W$ a (random) matrix and $h$ a random external field. We study the probabilities of large deviation of $F_n^{W,h}$ for $h$ a…
We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…
This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…
Superintegrable systems in 2D Darboux spaces were classified and it was found that there exist 12 distinct classes of superintegrable systems with quadratic integrals of motion (and quadratic symmetry algebras generated by the integrals) in…
Several problems in magnetically confined fusion, such as the computation of exterior vacuum fields or the decomposition of the total magnetic field into separate contributions from the plasma and the external sources, are best formulated…
This paper tackles optimal sensor placement for Bayesian linear inverse problems, a popular version of the more general Optimal Experimental Design (OED) problem, using the D-optimality criterion. This is done by establishing connections…
Dozens of exponential integration formulas have been proposed for the high-accuracy solution of stiff PDEs such as the Allen-Cahn, Korteweg-de Vries and Ginzburg-Landau equations. We report the results of extensive comparisons in MATLAB and…
In this article, we continue the investigation of hep-th 1611.02179 regarding iterative properties of dual conformal integrals in higher dimensions. In d=4, iterative properties of four and five point dual conformal integrals manifest…
This paper presents an improved analysis of a structured dimension-reduction map called the subsampled randomized Hadamard transform. This argument demonstrates that the map preserves the Euclidean geometry of an entire subspace of vectors.…
We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…
The main purpose of this article is to develop a novel refinement strategy for four-dimensional hybrid meshes based on cubic pyramids. This optimal refinement strategy subdivides a given cubic pyramid into a conforming set of congruent…
We computationally resolve an open problem concerning the expressibility of $4 \times 4$ full-rank matrices as Hadamard products of two rank-2 matrices. Through exhaustive search over $\mathbb{F}_2$, we identify 5,304 counterexamples among…