Related papers: Recovering a Gaussian distribution from its minimu…

A number of problems in probability and statistics can be addressed using the multivariate normal (Gaussian) distribution. In the one-dimensional case, computing the probability for a given mean and variance simply requires the evaluation…

We address the algorithmic problem of determining the reversible Markov chain $\tilde X$ that is closest to a given Markov chain $X$, with an identical stationary distribution. More specifically, $\tilde X$ is the reversible Markov chain…

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

We analyze the statistical problem of recovering an atomic signal, modeled as a discrete uniform distribution $\mu$, from a binned Poisson convolution model. This question is motivated, among others, by super-resolution laser microscopy…

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…

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Transforms using random matrices have been found to have many applications. We are concerned with the projection of a signal onto Gaussian-distributed random orthogonal bases. We also would like to easily invert the process through…

Motivated by a recent random pipe dream model, we study a family of probability distributions on \(S_n\) arising from Bott--Samelson varieties over finite fields. More precisely, for a word \(R\), we consider the Bott--Samelson map…

Given a domain G, a reflection vector field d(.) on the boundary of G, and drift and dispersion coefficients b(.) and \sigma(.), let L be the usual second-order elliptic operator associated with b(.) and \sigma(.). Under suitable…

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…

We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…

An important theorem in Gaussian quantum information tells us that we can diagonalise the covariance matrix of any Gaussian state via a symplectic transformation. Whilst the diagonal form is easy to find, the process for finding the…

We revisit the problem of distribution learning within the framework of learning-augmented algorithms. In this setting, we explore the scenario where a probability distribution is provided as potentially inaccurate advice on the true,…

We consider the problem of recovering $n$ i.i.d samples from a zero mean multivariate Gaussian distribution with an unknown covariance matrix, from their modulo wrapped measurements, i.e., measurement where each coordinate is reduced modulo…

Let $S_n$ denote the group all permutations of $n$. For every permutation $\sigma$, we let $\mathrm{des}(\sigma)$ denote the number of descents in $\sigma$ and $\mathrm{LRMin}(\sigma)$ denote the number of left-to-right minima of $\sigma$.…

In this article, we consider a generalized Radon transform that comes up in ultrasound reflection tomography. In our model, the ultrasound emitter and receiver move at a constant distance apart along a circle. We analyze the microlocal…

The minrank of a graph $G$ is the minimum rank of a matrix $M$ that can be obtained from the adjacency matrix of $G$ by switching some ones to zeros (i.e., deleting edges) and then setting all diagonal entries to one. This quantity is…

We tackle the problem of recovering a complex signal $\boldsymbol x\in\mathbb{C}^n$ from quadratic measurements of the form $y_i=\boldsymbol x^*\boldsymbol A_i\boldsymbol x$, where $\boldsymbol A_i$ is a full-rank, complex random…