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Recently, a two-matrix-model with a new type of interaction [1] has been introduced and analyzed using bi-orthogonal polynomial techniques. Here we present the complete 1/N^2 expansion for the formal version of this model, following the…

Mathematical Physics · Physics 2010-03-18 Marco Bertola , Aleix Prats Ferrer

We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

Probability · Mathematics 2013-01-29 Romain Allez , Jean-Philippe Bouchaud , Alice Guionnet

We study random band matrices within the framework of traffic probability, an operadic non-commutative probability theory introduced by Male based on graph operations. As a starting point, we revisit the familiar case of the permutation…

Probability · Mathematics 2019-06-26 Benson Au

We discuss model selection to determine whether the variance-covariance matrix of a multivariate Gaussian model with known mean should be considered to be a constant diagonal, a non-constant diagonal, or an arbitrary positive definite…

Methodology · Statistics 2021-05-05 Zachary M. Pisano , Daniel Q. Naiman , Carey E. Priebe

Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…

Probability · Mathematics 2022-09-07 Soumendu Sundar Mukherjee

We propose and analyze nonparametric tests of the null hypothesis that a function belongs to a specified parametric family. The tests are based on BIC approximations, \pi_{BIC}, to the posterior probability of the null model, and may be…

Statistics Theory · Mathematics 2007-06-13 Marc Aerts , Gerda Claeskens , Jeffrey D. Hart

The literature has covered the features and uses of the traditional univariate and bivariate logistic distributions in great detail. It is reasonable to wonder, though, if logistic marginals and conditionals could exhibit a similar…

Applications · Statistics 2023-11-15 Banoth Veeranna

We present a method for randomizing formulas for bilinear computation of matrix products. We consider the implications of such randomization when there are two sources of error: One due to the formula itself only being approximately…

Data Structures and Algorithms · Computer Science 2022-01-11 Osman Asif Malik , Stephen Becker

While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text…

Machine Learning · Computer Science 2012-07-02 Max Welling , Sridevi Parise

Bidiagonal matrices are widespread in numerical linear algebra, not least because of their use in the standard algorithm for computing the singular value decomposition and their appearance as LU factors of tridiagonal matrices. We show that…

Numerical Analysis · Mathematics 2023-11-14 Nicholas J. Higham

In physics we often use very simple models to describe systems with many degrees of freedom, but it is not clear why or how this success can be transferred to the more complex biological context. We consider models for the joint…

Neurons and Cognition · Quantitative Biology 2024-12-06 Luisa Ramirez , William Bialek , Stephanie E. Palmer , David J. Schwab

Left-right symmetric models are analyzed in the context of noncommutative geometry where we show that spontaneous parity violation is ruled out.

High Energy Physics - Theory · Physics 2007-05-23 Florian Girelli

This paper introduces the modeling of circular data with excess zeros under a longitudinal framework, where the response is a circular variable and the covariates can be both linear and circular in nature. In the literature, various…

Methodology · Statistics 2026-01-21 Prajamitra Bhuyan , Soutik Halder , Jayant Jha

This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…

Probability · Mathematics 2015-06-16 Deng Zhang

Double-descent refers to the unexpected drop in test loss of a learning algorithm beyond an interpolating threshold with over-parameterization, which is not predicted by information criteria in their classical forms due to the limitations…

Machine Learning · Computer Science 2023-11-15 Haobo Chen , Yuheng Bu , Gregory W. Wornell

We derive an expression for the relation between two scattering transition amplitudes which reflect the same dynamics, but which differ in the description of their initial and final state vectors. In one version, the incident and scattered…

High Energy Physics - Theory · Physics 2009-10-30 Kurt Haller

A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new…

Statistics Theory · Mathematics 2024-05-07 José A. Díaz-García , Francisco J. Caro-Lopera

Methods for Bayesian simulation in the presence of computationally intractable likelihood functions are of growing interest. Termed likelihood-free samplers, standard simulation algorithms such as Markov chain Monte Carlo have been adapted…

Computation · Statistics 2010-05-31 S. A. Sisson , G. W. Peters , M. Briers , Y. Fan

Binary data matrices can represent many types of data such as social networks, votes, or gene expression. In some cases, the analysis of binary matrices can be tackled with nonnegative matrix factorization (NMF), where the observed data…

Machine Learning · Statistics 2020-06-23 Alberto Lumbreras , Louis Filstroff , Cédric Févotte

We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the…

Probability · Mathematics 2022-04-26 Benson Au , Guillaume Cébron , Antoine Dahlqvist , Franck Gabriel , Camille Male