Related papers: Beyond the excised ensemble: modelling elliptic cu…
Radziwill and Soundararajan unveiled a connection between low-lying zeros and central values of $L$-functions, which they instantiated in the case of quadratic twists of an elliptic curve. This paper addresses the case of the family of…
Estimates for matrix coefficients of unitary representations of semisimple Lie groups have been studied for a long time, starting with the seminal work by Bargmann, by Ehrenpreis and Mautner, and by Kunze and Stein. Two types of estimates…
Following Katz-Sarnak, Iwaniec-Luo-Sarnak, and Rubinstein, we use the 1- and 2-level densities to study the distribution of low lying zeros for one-parameter rational families of elliptic curves over Q(t). Modulo standard conjectures, for…
The Laguerre functions $l_{n,\tau}^\alpha$, $n=0,1,\dots$, are constructed from generalized Laguerre polynomials. The functions $l_{n,\tau}^\alpha$ depend on two parameters: scale $\tau>0$ and order of generalization $\alpha>-1$, and form…
Marshall and Olkin (1997, Biometrika, 84, 641 - 652) introduced a very powerful method to introduce an additional parameter to a class of continuous distribution functions and hence it brings more flexibility to the model. They have…
We study the theoretical properties of the fused lasso procedure originally proposed by \cite{tibshirani2005sparsity} in the context of a linear regression model in which the regression coefficient are totally ordered and assumed to be…
We study infinite families of quadratic and cubic twists of the elliptic curve $E = X_0(27)$. For the family of quadratic twists, we establish a lower bound for the $2$-adic valuation of the algebraic part of the value of the complex…
In their fundamental paper on cubic variance functions, Letac and Mora (The Annals of Statistics,1990) presented a systematic, rigorous and comprehensive study of natural exponential families on the real line, their characterization through…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
This paper derives central limit theorems (CLTs) for general linear spectral statistics (LSS) of three important multi-spiked Hermitian random matrix ensembles. The first is the most common spiked scenario, proposed by Johnstone, which is a…
This is a survey article written for a workshop on L-functions and random matrix theory at the Newton Institute in July, 2004. The goal is to give some insight into how well-distributed sets of matrices in classical groups arise from…
This paper presents empirical evidence supporting Goldfeld's conjecture on the average analytic rank of a family of quadratic twists of a fixed elliptic curve in the function field setting. In particular, we consider representatives of the…
Exponential random graph models have attracted significant research attention over the past decades. These models are maximum-entropy ensembles under the constraints that the expected values of a set of graph observables are equal to given…
This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…
We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical instead of normal, allowing the fitting of data with…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
An elliptic random matrix $X$ is a square matrix whose $(i,j)$-entry $X_{ij}$ is independent of the rest of the entries except possibly $X_{ji}$. Elliptic random matrices generalize Wigner matrices and non-Hermitian random matrices with…
We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…
Considering the problem of risk-sensitive parameter estimation, we propose a fairly wide family of lower bounds on the exponential moments of the quadratic error, both in the Bayesian and the non--Bayesian regime. This family of bounds,…
Precision matrix estimation is a cornerstone concept in statistics, economics, and finance. Despite advances in recent years, estimation methods that are simultaneously (i) dense, (ii) consistent, and (iii) model-free are lacking. While…