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Utilizing the framework of free probability, we analyze the spectral and operator statistics of the Rosenzweig-Porter random matrix ensembles, which exhibit a rich phase structure encompassing ergodic, fractal, and localized regimes.…

High Energy Physics - Theory · Physics 2025-12-03 Viktor Jahnke , Pratik Nandy , Kuntal Pal , Hugo A. Camargo , Keun-Young Kim

In this work, multi-variable derivative-free optimization algorithms for unconstrained optimization problems are developed. A novel procedure for approximating the gradient of multi-variable objective functions based on non-commutative maps…

Optimization and Control · Mathematics 2021-11-17 Jan Feiling , Mohamed-Ali Belabbas , Christian Ebenbauer

In this paper, the asymptotic distributions of estimators for the regularized functional canonical correlation and variates of the population are derived. The method is based on the possibility of expressing these regularized quantities as…

Statistics Theory · Mathematics 2007-11-29 J. Cupidon , D. S. Gilliam , R. Eubank , F. Ruymgaart

Operator convex functions defined on the positive half-line play a prominent role in the theory of quantum information, where they are used to define quantum $f$-divergences. Such functions admit integral representations in terms of…

Optimization and Control · Mathematics 2023-05-23 Oisín Faust , Hamza Fawzi

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

Distributed optimization has gained a surge of interest in recent years. In this paper we propose a distributed projection free algorithm named Distributed Conditional Gradient Sliding(DCGS). Compared to the state-of-the-art distributed…

Optimization and Control · Mathematics 2018-05-22 Yan Li , Chao Qu , Huan Xu

This article begins with a brief review of random matrix theory, followed by a discussion of how the large-$N$ limit of random matrix models can be realized using operator algebras. I then explain the notion of "Brown measure," which play…

Probability · Mathematics 2022-05-02 Brian C. Hall

In this work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…

Probability · Mathematics 2025-11-25 C. A. Fonseca-Mora

We characterize functions of $d$-tuples of bounded operators on a Hilbert space that are uniformly approximable by free polynomials on balanced open sets.

Functional Analysis · Mathematics 2015-09-04 Jim Agler , John E. McCarthy

We explore the use of optimized operators, designed to interpolate only a single meson eigenstate, in three-point correlation functions with a vector-current insertion. These operators are constructed as linear combinations in a large basis…

High Energy Physics - Lattice · Physics 2015-01-30 Christian J. Shultz , Jozef J. Dudek , Robert G. Edwards

Several important properties of positive semidefinite processes of Ornstein--Uhlenbeck type are analysed. It is shown that linear operators of the form $X\mapsto AX+XA^{\mathrm{T}}$ with $A\in M_d(\mathbb{R})$ are the only ones that can be…

Statistics Theory · Mathematics 2009-09-07 Christian Pigorsch , Robert Stelzer

We construct operators which factorize the transfer function associated with a non-self-adjoint 2x2 operator matrix whose diagonal entries can have overlapping spectra and whose off-diagonal entries are unbounded operators.

Spectral Theory · Mathematics 2007-05-23 V. Hardt , R. Mennicken , A. K. Motovilov

Let $\Omega$ be an operator semigroup with generator $A$ in a sequentially complete locally convex topological vector space $E$. For a semigroup with generator $A+D$, where $D$ is a bounded linear operator on $E$, two integral equations are…

Functional Analysis · Mathematics 2007-06-20 A. Yurachkivsky , A. Zhugayevych

Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a…

Functional Analysis · Mathematics 2009-11-07 Estelle L. Basor

A novel and detailed convergence analysis is presented for a greedy algorithm that was previously introduced for operator reconstruction problems in the field of quantum mechanics. This algorithm is based on an offline/online decomposition…

Optimization and Control · Mathematics 2020-11-02 S Buchwald , G Ciaramella , Julien Salomon

The singular value decomposition (SVD) is not only a classical theory in matrix computation and analysis, but also is a powerful tool in machine learning and modern data analysis. In this tutorial we first study the basic notion of SVD and…

Machine Learning · Computer Science 2015-10-30 Zhihua Zhang

This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…

Information Theory · Computer Science 2007-07-13 Matthew J. M. Peacock , Iain B. Collings , Michael L. Honig

Solving analytic systems using inversion can be implemented in a variety of ways. One method is to use Lagrange inversion and variations. Here we present a different approach, based on dual vector fields. For a function analytic in a…

Classical Analysis and ODEs · Mathematics 2011-02-11 Ph. Feinsilver , R. Schott

It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…

Probability · Mathematics 2014-09-10 Kenneth Maples , Joseph Najnudel , Ashkan Nikeghbali

We consider a network of agents, each with its own private cost consisting of the sum of two possibly nonsmooth convex functions, one of which is composed with a linear operator. At every iteration each agent performs local calculations and…

Optimization and Control · Mathematics 2017-03-14 Puya Latafat , Lorenzo Stella , Panagiotis Patrinos