Related papers: Eigenvalues of Deformed Random Matrices
In this article we apply reduced order techniques for the approximation of parametric eigenvalue problems. The effect of the choice of sampling points is investigated. Here we use the standard proper orthogonal decomposition technique to…
Large H-selfadjoint random matrices are considered. The matrix $H$ is assumed to have one negative eigenvalue, hence the matrix in question has precisely one eigenvalue of nonpositive type. It is showed that this eigenvalue converges in…
Although there is much recent work developing flexible variational methods for Bayesian computation, Gaussian approximations with structured covariance matrices are often preferred computationally in high-dimensional settings. This paper…
We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…
The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…
In this work, we explore the latent space of a denoising variational autoencoder with a mixture-of-Gaussians prior (VAE-MoG), trained on gravitational wave data from event GW150914. To evaluate how well the model captures the underlying…
We consider the problem of approximating a $d \times d$ covariance matrix $M$ with a rank-$k$ matrix under $(\varepsilon,\delta)$-differential privacy. We present and analyze a complex variant of the Gaussian mechanism and show that the…
Networks are often studied using the eigenvalues of their adjacency matrix, a powerful mathematical tool with a wide range of applications. Since in real systems the exact graph structure is not known, researchers resort to random graphs to…
We consider a class of rotationally invariant unitary random matrix ensembles where the eigenvalue density falls off as an inverse power law. Under a new scaling appropriate for such power law densities (different from the scaling required…
We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…
The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…
Observables in random tensor theory are polynomials in the entries of a tensor of rank $d$ which are invariant under $U(N)^d$. It is notoriously difficult to evaluate the expectations of such polynomials, even in the Gaussian distribution.…
This paper studies the deflation algorithm when applied to estimate a low-rank symmetric spike contained in a large tensor corrupted by additive Gaussian noise. Specifically, we provide a precise characterization of the large-dimensional…
We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with divergent spiked eigenvalues, while the other eigenvalues are…
We review the state of the art of the theory of Euclidean random matrices, focusing on the density of their eigenvalues. Both Hermitian and non-Hermitian matrices are considered and links with simpler, standard random matrix ensembles are…
The Moore-Penrose pseudo-inverse $X^\dagger$, defined for rectangular matrices, naturally emerges in many areas of mathematics and science. For a pair of rectangular matrices $X, Y$ where the corresponding entries are jointly Gaussian and…
For a reductive group G and a finite order Cartan-type automorphism \iota of G, we construct an eigenvariety parameterizing \iota-invariant cuspidal Hecke eigensystems of G. In particular, for G = Gln, we prove, any self-dual cuspidal Hecke…
We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…
In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.
Deep generative models (e.g. GANs and VAEs) have been developed quite extensively in recent years. Lately, there has been an increased interest in the inversion of such a model, i.e. given a (possibly corrupted) signal, we wish to recover…