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We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

Cognitive Radio has been proposed as a key technology to significantly improve spectrum usage in wireless networks by enabling unlicensed users to access unused resource. We present new algorithms that are needed for the implementation of…

Information Theory · Computer Science 2013-10-22 Hamed Mahmoudi , Georgios Rodolakis , Leonidas Georgiadis , David Saad

Highly overparametrized neural networks can display curiously strong generalization performance - a phenomenon that has recently garnered a wealth of theoretical and empirical research in order to better understand it. In contrast to most…

Machine Learning · Computer Science 2020-09-29 Jorg Bornschein , Francesco Visin , Simon Osindero

Real-world signals typically span across multiple dimensions, that is, they naturally reside on multi-way data structures referred to as tensors. In contrast to standard ``flat-view'' multivariate matrix models which are agnostic to data…

Signal Processing · Electrical Eng. & Systems 2019-12-04 Bruno Scalzo Dees , Anh-Huy Phan , Danilo P. Mandic

Random matrix theory (RMT) successfully predicts universal statistical properties of complicated wave scattering systems in the semiclassical limit, while the random coupling model offers a complete statistical model with a simple additive…

In signal detection problems, one is usually faced with the task of searching a parameter space for peaks in the likelihood function which indicate the presence of a signal. Random searches have proven to be very efficient as well as easy…

General Relativity and Quantum Cosmology · Physics 2010-10-08 Christian Röver

We study the compute-optimal trade-off between model and training data set sizes for large neural networks. Our result suggests a linear relation similar to that supported by the empirical analysis of chinchilla. While that work studies…

Machine Learning · Computer Science 2023-10-20 Hong Jun Jeon , Benjamin Van Roy

The open problem of calculating the limiting spectrum (or its Shannon transform) of increasingly large random Hermitian finite-band matrices is described. In general, these matrices include a finite number of non-zero diagonals around their…

Information Theory · Computer Science 2008-05-13 Oren Somekh , Osvalso Simeone , Benjamin M. Zaidel , H. Vincent Poor , Shlomo Shamai

In this report, we first describe the problem that we are dealing with i.e. data dissemination in multi-hop cognitive radio networks. To address this problem, we propose a channel selection strategy named 'SURF'. We evaluate the proposed…

Networking and Internet Architecture · Computer Science 2011-07-26 Mubashir Husain Rehmani

For a long time, detection and parameter estimation methods for signal processing have relied on asymptotic statistics as the number $n$ of observations of a population grows large comparatively to the population size $N$, i.e. $n/N\to…

Information Theory · Computer Science 2012-06-20 Romain Couillet , Merouane Debbah

Latent position models are widely used for the analysis of networks in a variety of research fields. In fact, these models possess a number of desirable theoretical properties, and are particularly easy to interpret. However, statistical…

Computation · Statistics 2023-03-08 Riccardo Rastelli , Florian Maire , Nial Friel

The Internet is a complex network of interconnected routers and the existence of collective behavior such as congestion suggests that the correlations between different connections play a crucial role. It is thus critical to measure and…

Disordered Systems and Neural Networks · Physics 2009-11-07 Marc Barthelemy , Bernard Gondran , Eric Guichard

This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…

Statistics Theory · Mathematics 2021-01-25 Weiming Li , Qinwen Wang , Jianfeng Yao , Wang Zhou

In this paper we study disease spread over a randomly switched network, which is modeled by a stochastic switched differential equation based on the so called $N$-intertwined model for disease spread over static networks. Assuming that all…

Systems and Control · Computer Science 2016-11-04 Masaki Ogura , Victor M. Preciado

We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in \Lambda \subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the…

Mathematical Physics · Physics 2018-08-29 Vlad Margarint

Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across…

Machine Learning · Computer Science 2026-02-04 Binxu Wang , Jacob Zavatone-Veth , Cengiz Pehlevan

In this paper, we tackle the problem of opportunistic spectrum access in large-scale cognitive radio networks, where the unlicensed Secondary Users (SU) access the frequency channels partially occupied by the licensed Primary Users (PU).…

Networking and Internet Architecture · Computer Science 2011-02-01 Stefano Iellamo , Lin Chen , Marceau Coupechoux

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

Disordered Systems and Neural Networks · Physics 2021-05-11 Yan V Fyodorov

The experimental study of neural networks requires simultaneous measurements of a massive number of neurons, while monitoring properties of the connectivity, synaptic strengths and delays. Current technological barriers make such a mission…

Neurons and Cognition · Quantitative Biology 2016-01-12 Amir Goldental , Pinhas Sabo , Shira Sardi , Roni Vardi , Ido Kanter

The classification of random objects within metric spaces without a vector structure has attracted increasing attention. However, the complexity inherent in such non-Euclidean data often restricts existing models to handle only a limited…

Methodology · Statistics 2024-03-20 Shuaida He , Jiaqi Li , Xin Chen
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