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An intriguing phenomenon in many instances of compressed sensing is that the reconstruction quality is governed not just by the overall sparsity of the signal, but also on its structure. This paper is about understanding this phenomenon,…

Functional Analysis · Mathematics 2014-03-28 Ben Adcock , Anders C. Hansen , Bogdan Roman

The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a…

Mathematical Physics · Physics 2009-11-10 N. S. Witte

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…

Probability · Mathematics 2007-07-17 Gerard Ben Arous , Alice Guionnet

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…

Statistical Mechanics · Physics 2009-10-31 Bernd A. Berg , Ulrich H. E. Hansmann

We study a one--dimensional Ising spin systems with ferromagnetic, long--range interaction decaying as $n^{-2+\a}$, $\a \in [0,\frac 12]$, in the presence of external random fields. We assume that the random fields are given by a collection…

Probability · Mathematics 2015-05-20 Marzio Cassandro , Enza Orlandi , Pierre Picco

The focus in this paper is Bayesian system identification based on noisy incomplete modal data where we can impose spatially-sparse stiffness changes when updating a structural model. To this end, based on a similar hierarchical sparse…

Applications · Statistics 2017-02-07 Yong Huang , James L. Beck , Hui Li

Standard present day large-scale structure (LSS) analyses make a major assumption in their Bayesian parameter inference --- that the likelihood has a Gaussian form. For summary statistics currently used in LSS, this assumption, even if the…

Cosmology and Nongalactic Astrophysics · Physics 2019-03-06 ChangHoon Hahn , Florian Beutler , Manodeep Sinha , Andreas Berlind , Shirley Ho , David W. Hogg

Many problems of interest in computer science and information theory can be phrased in terms of a probability distribution over discrete variables associated to the vertices of a large (but finite) sparse graph. In recent years,…

Probability · Mathematics 2009-11-11 Amir Dembo , Andrea Montanari

We study the thermodynamic limit of random partition models for the instanton sum of 4D and 5D supersymmetric U(1) gauge theories deformed by some physical observables. The physical observables correspond to external potentials in the…

Mathematical Physics · Physics 2013-05-31 Kanehisa Takasaki , Toshio Nakatsu

We consider the random reversible Markov kernel K obtained by assigning i.i.d. nonnegative weights to the edges of the complete graph over n vertices and normalizing by the corresponding row sum. The weights are assumed to be in the domain…

Probability · Mathematics 2012-11-19 Charles Bordenave , Pietro Caputo , Djalil Chafaï

A model in statistical mechanics, characterised by the corresponding Gibbs measure, is a subset of the totality of probability distributions on the phase space. The shape of this subset, i.e., the geometry, then plays an important role in…

Condensed Matter · Physics 2007-05-23 D. C. Brody , A. Ritz

In this paper we study random partitions of 1,...n, where every cluster of size j can be in any of w\_j possible internal states. The Gibbs (n,k,w) distribution is obtained by sampling uniformly among such partitions with k clusters. We…

Probability · Mathematics 2007-05-23 Nathanael Berestycki , Jim Pitman

We introduce a parameter $W(\beta,L)= (\pi\,\langle |m| \rangle^2/\langle m^2 \rangle - 2)/(\pi-2)$ which like the kurtosis (Binder cumulant) is a phenomenological coupling characteristic of the shape of the distribution $p(m)$ of the order…

Statistical Mechanics · Physics 2010-10-29 P. H. Lundow , I. A. Campbell

Given a sample of i.i.d. high-dimensional centered random vectors, we consider a problem of estimation of their covariance matrix $\Sigma$ with an additional assumption that $\Sigma$ can be represented as a sum of a few Kronecker products…

Statistics Theory · Mathematics 2024-06-18 Nikita Puchkin , Maxim Rakhuba

Compressed Sensing aims to capture attributes of a sparse signal using very few measurements. Cand\`{e}s and Tao showed that sparse reconstruction is possible if the sensing matrix acts as a near isometry on all $\boldsymbol{k}$-sparse…

Information Theory · Computer Science 2009-10-18 Robert Calderbank , Stephen Howard , Sina Jafarpour

We consider the problem of robustly testing the norm of a high-dimensional sparse signal vector under two different observation models. In the first model, we are given $n$ i.i.d. samples from the distribution…

Information Theory · Computer Science 2022-11-08 Anand Jerry George , Clément L. Canonne

In this work we show that for every $d < \infty$ and the Ising model defined on $G(n,d/n)$, there exists a $\beta_d > 0$, such that for all $\beta < \beta_d$ with probability going to 1 as $n \to \infty$, the mixing time of the dynamics on…

Probability · Mathematics 2009-01-29 Elchanan Mossel , Allan Sly

We consider a self-decimated generator of pseudorandom numbers and examine the preperiod $\lambda$ and the period $\mu$ of its state sequence. We obtain the expectations and variances of $\lambda$ and $\mu$ for the case when decimation…

Combinatorics · Mathematics 2007-05-23 Sergey Agievich , Oleg Solovey

We analyse in a systematic way the occurrences of a remarkable structure in the theory of integrable probability that we call a ``max-independence structure'', when random variables are constructed as a maximum of a sequence of independent…

Probability · Mathematics 2024-04-11 Yacine Barhoumi-Andréani

We investigate the asymptotic behavior of the q-Racah probability measure on lozenge tilings of a hexagon whose side lengths scale linearly with a large parameter $L$, while the parameters $q\in(0,1)$ and $\kappa\in \mathbf{i}\mathbb{R}$…

Probability · Mathematics 2025-07-30 Alisa Knizel , Leonid Petrov