Related papers: Tridiagonalized GUE matrices are a matrix model fo…
In this paper we study linear non-Gaussian graphical models from the perspective of algebraic statistics. These are acyclic causal models in which each variable is a linear combination of its direct causes and independent noise. The…
We investigate the modular properties of Generalised Gibbs Ensembles (GGEs) in two dimensional conformal field theories. These are obtained by inserting higher spin charges in the expressions for the partition function of the theory. We…
This paper is the first in the series devoted to evaluation of the partition function in statistical models on graphs with loops in terms of the Berezin/fermion integrals. The paper focuses on a representation of the determinant of a square…
A tuple (Z_1,...,Z_p) of matrices of size r is said to be a commuting extension of a tuple (A_1,...,A_p) of matrices of size n <r if the Z_i pairwise commute and each A_i sits in the upper left corner of a block decomposition of Z_i. This…
A representation of the Pad\'e approximation of the $Z$-transform of a signal as a resolvent of a tridiagonal matrix $J$ is given. Several formulas for the poles, zeros and residues of the Pad\'e approximation in terms of the matrix $J$ are…
We consider the graded $\S_n$-modules of higher diagonally harmonic polynomials in three sets of variables (the trivariate case), and show that they have interesting ties with generalizations of the Tamari poset and parking functions. In…
Generalized Estimation Equations (GEE) are a well-known method for the analysis of categorical longitudinal responses. GEE method has computational simplicity and population parameter interpretation. In the presence of missing data it is…
Graphical models serve as effective tools for visualizing conditional dependencies between variables. However, as the number of variables grows, interpretation becomes increasingly difficult, and estimation uncertainty increases due to the…
We develop an improved version of the stochastic semigroup approach to study the edge of $\beta$-ensembles pioneered by Gorin and Shkolnikov, and later extended to rank-one additive perturbations by the author and Shkolnikov. Our method is…
The aim of this paper is the introduction of a new method for the numerical computation of the rank of a three-way array. We show that the rank of a three-way array over R is intimately related to the real solution set of a system of…
The determinant of the Gaussian unitary ensemble matrix is show to be distributed as a product of independent chi random variables with parameters $1,3,3,5,5,\dots.$
We construct approximate transport maps for perturbative several-matrix models. As a consequence, we deduce that local statistics have the same asymptotic as in the case of independent GUE or GOE matrices, i.e., they are given by the…
We show constructively that, under certain regularity assumptions, any system of coupled linear differential equations with variable coefficients can be tridiagonalized by a time-dependent Lanczos-like method. The proof we present formally…
The notion of trees plays an important role in Butcher's B-series. More recently, a refined understanding of algebraic and combinatorial structures underlying the Magnus expansion has emerged thanks to the use of rooted trees. We follow…
We analyze the correspondence between finite sequences of finitely supported probability distributions and finite-dimensional, real, symmetric, tridiagonal matrices. In particular, we give an intrinsic description of the topology induced on…
Deep generative models are effective methods of modeling data. However, it is not easy for a single generative model to faithfully capture the distributions of complex data such as images. In this paper, we propose an approach for boosting…
We describe various expansion schemes that can be used to study gravitational clustering. Obtained from the equations of motion or their path-integral formulation, they provide several perturbative expansions that are organized in different…
A bordering of GUE matrices is considered, in which the bordered row consists of zero mean complex Gaussians N$[0,\sigma/2] + i {\rm N}[0,\sigma/2]$ off the diagonal, and the real Gaussian N$[\mu,\sigma/\sqrt{2}]$ on the diagonal. We…
We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…
In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…