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Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…

Machine Learning · Statistics 2017-11-02 Xiang Cheng , Peter Bartlett

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

Systems where time evolution follows a multiplicative process are ubiquitous in physics. We study a toy model for such systems where each time step is given by multiplication with an independent random $N\times N$ matrix with complex…

Mathematical Physics · Physics 2019-06-21 Gernot Akemann , Zdzislaw Burda , Mario Kieburg

We identify a non-Hermitian chiral random matrix theory that corresponds to two-color QCD at high density. We show that the partition function of the random matrix theory coincides with the partition function of the finite-volume effective…

High Energy Physics - Phenomenology · Physics 2010-04-29 Takuya Kanazawa , Tilo Wettig , Naoki Yamamoto

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 B. Mehlig , M. Santer

We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…

Statistics Theory · Mathematics 2026-01-13 Ruiyu Han , Gautam Iyer , Dejan Slepčev

We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…

Probability · Mathematics 2017-12-21 Radosław Adamczak

We numerically investigate the quantum criticality of the chiral Heisenberg universality class with the total number of fermion components $N$=8 in terms of the Gross-Neveu theory. Auxiliary-field quantum Monte Carlo simulations are…

Strongly Correlated Electrons · Physics 2020-12-03 Yuichi Otsuka , Kazuhiro Seki , Sandro Sorella , Seiji Yunoki

We demonstrate that the complex Langevin method (CLM) enables calculations in QCD at finite density in a parameter regime in which conventional methods, such as the density of states method and the Taylor expansion method, are not…

High Energy Physics - Lattice · Physics 2020-12-02 Yuta Ito , Hideo Matsufuru , Yusuke Namekawa , Jun Nishimura , Shinji Shimasaki , Asato Tsuchiya , Shoichiro Tsutsui

The boost-invariant longitudinal space, defined by the parameter $\sigma=\frac{1}{2}b^-P^+$ can be studied from the Fourier transformation of distributions over the conjugate variable skewness $\xi$. We investigate quark Wigner…

High Energy Physics - Phenomenology · Physics 2023-05-10 Vikash Kumar Ojha , Sujit Jana , Tanmay Maji

The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the…

Probability · Mathematics 2014-07-24 Laszlo Erdos

We write out the generic Dirac neutrino mass operator which possesses the Friedberg-Lee (FL) symmetry and find that its corresponding neutrino mass matrix is asymmetric. Following a simple way to break the FL symmetry, we calculate the…

High Energy Physics - Phenomenology · Physics 2008-12-30 Shu Luo , Zhi-zhong Xing , Xin Li

In this paper we study the limiting distribution of the $k$ smallest gaps between eigenvalues of three kinds of random matrices -- the Ginibre ensemble, the Wishart ensemble and the universal unitary ensemble. All of them follow a…

Probability · Mathematics 2012-07-19 Dai Shi , Yunjiang Jiang

As was shown by Leutwyler and Smilga, the fact that chiral symmetry is broken and the existence of a effective finite volume partition function leads to an infinite number of sum rules for the eigenvalues of the Dirac operator in QCD. In…

High Energy Physics - Theory · Physics 2009-09-25 Jacobus Verbaarschot

The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. B. Hastings

This paper introduces and analyses interacting underdamped Langevin algorithms, termed Kinetic Interacting Particle Langevin Monte Carlo (KIPLMC) methods, for statistical inference in latent variable models. We propose a diffusion process…

Computation · Statistics 2026-04-17 Paul Felix Valsecchi Oliva , O. Deniz Akyildiz

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance $N^{-3/4+\beta}$ for some positive…

Mathematical Physics · Physics 2010-04-05 Laszlo Erdos , Jose A. Ramirez , Benjamin Schlein , Horng-Tzer Yau

We consider nonlinear GMRES (NGMRES) as an acceleration technique for the Navier-Stokes Picard iteration, a direction that has not previously been explored. We identify the optimal norm for the least squares optimization problem arising in…

Numerical Analysis · Mathematics 2026-04-15 Yunhui He , Leo G Rebholz

According to the Banks-Casher formula the chiral order parameter is directly related to the spectrum of the Dirac operator. In this lecture, we will argue that some properties of the Dirac spectrum are universal and can be obtained from a…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. J. M. Verbaarschot

A distinctive feature of the presence of spontaneous chiral symmetry breaking in QCD is the condensation of low modes of the Dirac operator near the origin. The rate of condensation must be equal to the slope of (Mpi^2 Fpi^2)/2 with respect…

High Energy Physics - Phenomenology · Physics 2015-03-25 Georg P. Engel , Leonardo Giusti , Stefano Lottini , Rainer Sommer
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