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These lecture notes provide an introduction to free probability theory, with a focus on tools and techniques useful in the study of large random matrices. Topics include freeness, free cumulants, additive and multiplicative free…

Probability · Mathematics 2025-06-13 Vladislav Kargin

During the last years, low-rank tensor approximation has been established as a new tool in scientific computing to address large-scale linear and multilinear algebra problems, which would be intractable by classical techniques. This survey…

Numerical Analysis · Mathematics 2013-03-01 Lars Grasedyck , Daniel Kressner , Christine Tobler

The past two decades have witnessed a surge of new research in the analysis of randomized experiments. The emergence of this literature may seem surprising given the widespread use and long history of experiments as the "gold standard" in…

Econometrics · Economics 2025-04-03 Yuehao Bai , Azeem M. Shaikh , Max Tabord-Meehan

Tensors, also known as multidimensional arrays, are useful data structures in machine learning and statistics. In recent years, Bayesian methods have emerged as a popular direction for analyzing tensor-valued data since they provide a…

Methodology · Statistics 2024-02-02 Yiyao Shi , Weining Shen

This paper provides a preparatory introduction to torsors, written with a view toward later applications in the author's work. Rather than aiming at a comprehensive survey, the exposition focuses on those aspects of torsors that are most…

Group Theory · Mathematics 2026-03-13 Takao Inoué

Tensor networks provide extremely powerful tools for the study of complex classical and quantum many-body problems. Over the last two decades, the increment in the number of techniques and applications has been relentless, and especially…

Quantum Physics · Physics 2023-03-29 Mari Carmen Bañuls

Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The available literature on such models is broad, but also sectorial,…

Methodology · Statistics 2020-09-18 Marta Regis , Paulo Serra , Edwin R. van den Heuvel

Colored tensor models have recently burst onto the scene as a promising conceptual and computational tool in the investigation of problems of random geometry in dimension three and higher. We present a snapshot of the cutting edge in this…

High Energy Physics - Theory · Physics 2012-04-11 Razvan Gurau , James P. Ryan

Tensor models are more-index generalizations of the so-called matrix models, and provide models of quantum gravity with the idea that spaces and general relativity are emergent phenomena. In this paper, a renormalization procedure for the…

High Energy Physics - Theory · Physics 2015-03-17 Naoki Sasakura

This is a brief review, in relatively non-technical terms, of recent advances in the theory of random field geometry. These advances have provided a collection of explicit new formulae describing mean values of a variety of geometric…

Probability · Mathematics 2008-05-08 Robert J Adler

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

High Energy Physics - Phenomenology · Physics 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

A tensor is a multidimensional array of numbers that can be used to store data, encode a computational relation and represent quantum entanglement. In this sense a tensor can be viewed as valuable resource whose transformation can lead to…

Quantum Physics · Physics 2024-09-18 Matthias Christandl

Matrix models are a highly successful framework for the analytic study of random two dimensional surfaces with applications to quantum gravity in two dimensions, string theory, conformal field theory, statistical physics in random geometry,…

Mathematical Physics · Physics 2012-09-17 Razvan Gurau

Models of random phylogenetic networks have been used since the inception of the field, but the introduction and rigorous study of mathematically tractable models is a much more recent topic that has gained momentum in the last 5 years.…

Populations and Evolution · Quantitative Biology 2024-11-20 François Bienvenu

This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…

Numerical Analysis · Mathematics 2025-09-23 Anastasia Kireeva , Joel A. Tropp

Matrix models are a promising candidate for a nonperturbative formulation of the superstring theory. It is possible to study how the standard model and other phenomenological models appear from the matrix model, and estimate the probability…

High Energy Physics - Theory · Physics 2016-01-20 Hajime Aoki

The concept of tensor rank, introduced in the twenties, has been popularized at the beginning of the seventies. This has allowed to carry out Factor Analysis on arrays with more than two indices. The generic rank may be seen as an upper…

Other Computer Science · Computer Science 2008-02-19 P. Comon , J. ten Berge

This set of Montreal lectures is an elementary and sketchy introduction to the general field of random matrices. The first half is devoted to combinatorial models, whereas the second half deals with random matrix questions(GUE, etc...).

Probability · Mathematics 2007-12-27 Pierre van Moerbeke

Large amount of multidimensional data represented by multiway arrays or tensors are prevalent in modern applications across various fields such as chemometrics, genomics, physics, psychology, and signal processing. The structural complexity…

Statistics Theory · Mathematics 2024-05-29 Arnab Auddy , Dong Xia , Ming Yuan

We present an overview of selected topics in random permutations and random partitions highlighting analogies with random matrix theory.

Combinatorics · Mathematics 2011-04-22 Grigori Olshanski