English
Related papers

Related papers: Universality in Numerical Computations with Random…

200 papers

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

We study the convergence of a random iterative sequence of a family of operators on infinite dimensional Hilbert spaces, inspired by the Stochastic Gradient Descent (SGD) algorithm in the case of the noiseless regression, as studied in [1].…

Functional Analysis · Mathematics 2022-09-02 Soumyadip Ghosh , Yingdong Lu , Tomasz J. Nowicki

This text provides a practical introduction to randomness and data analysis, in particular in the context of computer simulations. At the beginning, the most basics concepts of probability are given, in particular discrete and continuous…

Computational Physics · Physics 2009-10-26 Alexander K. Hartmann

We explore the possible connections between the dynamic behaviour of a system and Turing universality in terms of the system's ability to (effectively) transmit and manipulate information. Some arguments will be provided using a defined…

Computational Complexity · Computer Science 2012-01-05 Hector Zenil

Counters that hold natural numbers are ubiquitous in modeling and verifying software systems; for example, they model dynamic creation and use of resources in concurrent programs. Unfortunately, such discrete counters often lead to…

Formal Languages and Automata Theory · Computer Science 2025-11-27 A. R. Balasubramanian , Matthew Hague , Rupak Majumdar , Ramanathan S. Thinniyam , Georg Zetzsche

A recently discovered universal rank-based matrix method to extract trends from noisy time series is described in [1] but the formula for the output matrix elements, implemented there as an open-access supplement MATLAB computer code, is…

Data Analysis, Statistics and Probability · Physics 2020-06-24 D. J. Kestner , G. R. Ierley , A. B. Kostinski

Algorithms often have tunable parameters that impact performance metrics such as runtime and solution quality. For many algorithms used in practice, no parameter settings admit meaningful worst-case bounds, so the parameters are made…

Machine Learning · Computer Science 2021-04-27 Maria-Florina Balcan , Dan DeBlasio , Travis Dick , Carl Kingsford , Tuomas Sandholm , Ellen Vitercik

A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…

Mathematical Physics · Physics 2009-09-21 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

The universality phenomenon asserts that the distribution of the eigenvalues of random matrix with i.i.d. zero mean, unit variance entries does not depend on the underlying structure of the random entries. For example, a plot of the…

Probability · Mathematics 2012-10-11 Philip Matchett Wood

This paper introduces a class of objects called decision rules that map infinite sequences of alternatives to a decision space. These objects can be used to model situations where a decision maker encounters alternatives in a sequence such…

Theoretical Economics · Economics 2022-09-12 Bhavook Bhardwaj , Siddharth Chatterjee

We quantitatively analyze superradiance (collective emission) in a three-dimensional array of qubits without imposing any restrictions on the size of the sample. We show that even when the spacing between the qubits become arbitrarily…

Quantum Physics · Physics 2015-11-20 D. D. Yavuz , B. Lemberger

We realize constant-space quantum computation by measure-many two-way quantum finite automata and evaluate their language recognition power by analyzing patterns of their exotic behaviors and by exploring their structural properties. In…

Formal Languages and Automata Theory · Computer Science 2016-06-29 Tomoyuki Yamakami

It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…

chao-dyn · Physics 2007-05-23 Ken Umeno

The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-13 Matheus Henrique Junqueira Saldanha

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2019-12-10 Biyi Fang , Diego Klabjan

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…

Statistics Theory · Mathematics 2023-02-20 Luca Pesce , Florent Krzakala , Bruno Loureiro , Ludovic Stephan

A semi-Markov process method for obtaining general counting statistics for open quantum systems is extended to the scenario of resetting. The simultaneous presence of random resets and wave function collapses means that the quantum jump…

Statistical Mechanics · Physics 2023-12-15 Fei Liu

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…

Mathematical Physics · Physics 2007-05-23 Percy Deift , Dimitri Gioev

Analysis of experimental data must sometimes deal with abrupt changes in the distribution of measured values. Setting upper limits on signals usually involves a veto procedure that excludes data not described by an assumed statistical…

General Relativity and Quantum Cosmology · Physics 2015-03-20 Vladimir Dergachev