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We study the bootstrap for the maxima of the sums of independent random variables, a problem of high relevance to many applications in modern statistics. Since the consistency of bootstrap was justified by Gaussian approximation in…

Statistics Theory · Mathematics 2020-08-03 Hang Deng

This paper studies the problem of selecting a submatrix of a positive definite matrix in order to achieve a desired bound on the smallest eigenvalue of the submatrix. Maximizing this smallest eigenvalue has applications to selecting input…

Systems and Control · Computer Science 2017-09-08 Andrew Clark , Qiqiang Hou , Linda Bushnell , Radha Poovendran

We observe a sample of $n$ independent $p$-dimensional Gaussian vectors with Toeplitz covariance matrix $ \Sigma = [\sigma_{|i-j|}]_{1 \leq i,j \leq p}$ and $\sigma_0=1$. We consider the problem of testing the hypothesis that $\Sigma$ is…

Statistics Theory · Mathematics 2015-06-05 Cristina Butucea , Rania Zgheib

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Arkadii S. Nemirovski

Compressed sensing is a signal processing technique whereby the limits imposed by the Shannon--Nyquist theorem can be exceeded provided certain conditions are imposed on the signal. Such conditions occur in many real-world scenarios, and…

Information Theory · Computer Science 2018-02-16 Fintan Hegarty , Padraig Ó Catháin , Yunbin Zhao

The most frequently used condition for sampling matrices employed in compressive sampling is the restricted isometry (RIP) property of the matrix when restricted to sparse signals. At the same time, imposing this condition makes it…

Information Theory · Computer Science 2013-03-11 Alexander Barg , Arya Mazumdar , Rongrong Wang

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…

Information Theory · Computer Science 2013-02-26 M. A. Iwen

We establish mass lower bounds of Penrose-type in the setting of $3$-dimensional initial data sets for the Einstein equations satisfying the dominant energy condition, which are either asymptotically flat or asymptotically hyperboloidal.…

Differential Geometry · Mathematics 2025-04-16 Brian Allen , Edward Bryden , Demetre Kazaras , Marcus Khuri

A compact Riemannian manifold is associated with geometric data given by the eigenvalues of various Laplacian operators on the manifold and the triple overlap integrals of the corresponding eigenmodes. This geometric data must satisfy…

High Energy Physics - Theory · Physics 2021-07-19 James Bonifacio , Kurt Hinterbichler

We prove that Ising models on the hypercube with general quadratic interactions satisfy a Poincar\'{e} inequality with respect to the natural Dirichlet form corresponding to Glauber dynamics, as soon as the operator norm of the interaction…

Probability · Mathematics 2021-08-10 Ronen Eldan , Frederic Koehler , Ofer Zeitouni

Let $A$ be an $N \times N$ Fourier matrix over $\mathbb{F}_p^{\log{N}/\log{p}}$ for some prime $p$. We improve upon known lower bounds for the number of rows of $A$ that must be sampled so that the resulting matrix $M$ satisfies the…

Information Theory · Computer Science 2019-03-29 Shravas Rao

We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of expectation of the supremum of "symmetric exponential" processes compared to the Gaussian ones in…

In part II we constructed the lower bound, in the spirit of $\Gamma$- $\liminf$ for some general classes of singular perturbation problems, with or without the prescribed differential constraint, taking the form E_\e(v):=\int_\Omega…

Analysis of PDEs · Mathematics 2013-09-26 Arkady Poliakovsky

A proof for the lower bound is provided for the smallest eigenvalue of finite element equations with arbitrary conforming simplicial meshes. The bound has a similar form as the one by Graham and McLean [SIAM J. Numer. Anal., 44 (2006), pp.…

Numerical Analysis · Mathematics 2021-06-24 Lennard Kamenski

We propose methodology for estimation of sparse precision matrices and statistical inference for their low-dimensional parameters in a high-dimensional setting where the number of parameters $p$ can be much larger than the sample size. We…

Statistics Theory · Mathematics 2016-07-21 Jana Janková , Sara van de Geer

Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…

Methodology · Statistics 2025-12-30 Shaoxin Wang , Ziyun Ma

This paper considers the matrix completion problem. We show that it is not necessary to assume joint incoherence, which is a standard but unintuitive and restrictive condition that is imposed by previous studies. This leads to a sample…

Information Theory · Computer Science 2016-11-15 Yudong Chen

We study $\textit{sparse singular value certificates}$ for random rectangular matrices. If $M$ is an $n \times d$ matrix with independent Gaussian entries, we give a new family of polynomial-time algorithms which can certify upper bounds on…

Data Structures and Algorithms · Computer Science 2024-12-31 Ilias Diakonikolas , Samuel B. Hopkins , Ankit Pensia , Stefan Tiegel

This paper deals with subspace estimation in the small sample size regime, where the number of samples is comparable in magnitude with the observation dimension. The traditional estimators, mostly based on the sample correlation matrix, are…

Methodology · Statistics 2015-06-19 Pascal Vallet , Xavier Mestre , Philippe Loubaton