Related papers: Change of variables as a method to study general $…
Over the past decade, characterizing the exact asymptotic risk of regularized estimators in high-dimensional regression has emerged as a popular line of work. This literature considers the proportional asymptotics framework, where the…
In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…
A vast literature over the past fifteen years has been devoted to the study of the geometric properties of Gaussian random waves. In this work, we investigate the geometric behavior of \emph{uniform random waves}, a much less studied…
Inspired by the theory of quantum information, I use two non-Hermitian random matrix models - a weighted sum of circular unitary ensembles and a product of rectangular Ginibre unitary ensembles - as building blocks of three new products of…
It has been observed that the performances of many high-dimensional estimation problems are universal with respect to underlying sensing (or design) matrices. Specifically, matrices with markedly different constructions seem to achieve…
We propose a generalized debiased Lasso estimator based on a stability principle. When a single column of the design matrix is perturbed, the estimator admits a simple update formula that can be computed from the original solution. Under…
In this paper we present a series of results that permit to extend in a direct manner uniform deviation inequalities of the empirical process from the independent to the dependent case characterizing the additional error in terms of…
Motivated by the importance ascribed to correlations in random matrices used to model phenomena in various scientific disciplines, we report how algebraic correlations between matrix elements affect the eigenvalue statistics and spectral…
We use deposition models of kinetic roughening of a growing surface to introduce the concepts of universality and scaling and to analyze the qualitative and quantitative role of different parameters. In particular, we focus on two classes…
Substitution resolution supports the computational character of $\beta$-reduction, complementing its execution with a capture-avoiding exchange of terms for bound variables. Alas, the meta-level definition of substitution, masking a…
In this manuscript we consider the problem of generalized linear estimation on Gaussian mixture data with labels given by a single-index model. Our first result is a sharp asymptotic expression for the test and training errors in the…
Finite-size corrections to the energy levels of the asymmetric six-vertex model transfer matrix are considered using the Bethe ansatz solution for the critical region. The non-universal complex anisotropy factor is related to the bulk…
We consider complex, weakly non-Hermitian matrices $A = W_1 +i\sqrt{{\tau}_N}W_2$ , where $W_1$ and $W_2$ are Hermitian matrices and $\tau_N = O(N^{-1})$. We first show that for pairs of Hermitian matrices $(W_1 , W_2)$ such that $W_1$…
{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…
Localization to delocalization transitions in eigenfunctions are studied for finite interacting boson systems by employing one- plus two-body embedded Gaussian orthogonal ensemble of random matrices [EGOE(1+2)]. In the first analysis,…
We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized…
The random beta-transformation K is isomorphic to a full shift. This relation gives an invariant measure for K that yields the Bernoulli convolution by projection. We study the local dimension of the invariant measure for K for special…
In the context of 'infinite-volume mixing' we prove global-local mixing for the Boole map, a.k.a. Boole transformation, which is the prototype of a non-uniformly expanding map with two neutral fixed points. Global-local mixing amounts to…
It was shown roughly thirty years ago that the density correlations of eigenvalues of large random matrices display a universal form, independent of most of the details of the distribution of the random matrix itself. We show that when the…
Teacher-student models provide a framework in which the typical-case performance of high-dimensional supervised learning can be described in closed form. The assumptions of Gaussian i.i.d. input data underlying the canonical teacher-student…