Related papers: Structured Random Matrices
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…
Motivated by the popularity of stochastic rounding in the context of machine learning and the training of large-scale deep neural network models, we consider stochastic nearness rounding of real matrices $\mathbf{A}$ with many more rows…
We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…
We consider the problem of exact low-rank matrix completion from a geometric viewpoint: given a partially filled matrix M, we keep the positions of specified and unspecified entries fixed, and study how the minimal completion rank depends…
We describe a framework for random pairwise comparisons matrices, inspired by selected constructions releted to the so called inconsistency reduction of pairwise comparisons (PC) matrices. In to build up structures on random pairwise…
We have calculated the joint probability distribution function for random reverse-cyclic matrices and shown that it is related to an N-body exactly solvable model. We refer to this well-known model potential as a screened harmonic…
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…
Large matrices arise in many machine learning and data analysis applications, including as representations of datasets, graphs, model weights, and first and second-order derivatives. Randomized Numerical Linear Algebra (RandNLA) is an area…
Finding a suitable measurement matrix is an important topic in compressed sensing. Though the known random matrix, whose entries are drawn independently from a certain probability distribution, can be used as a measurement matrix and…
In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…
In this paper, we present a unified analysis of matrix completion under general low-dimensional structural constraints induced by {\em any} norm regularization. We consider two estimators for the general problem of structured matrix…
This work deals with the generation of theoretical correlation matrices with specific sparsity patterns, associated to graph structures. We present a novel approach based on convex optimization, offering greater flexibility compared to…
Recently, the theory of symmetric spaces has come to play an increased role in the physics of integrable systems and in quantum transport problems. In addition, it provides a classification of random matrix theories. In this paper we give a…
Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…
Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related…
We consider a versatile matrix model of the form ${\bf A}+i {\bf B}$, where ${\bf A}$ and ${\bf B}$ are real random circulant matrices with independent but, in general, nonidentically distributed Gaussian entries. For this model, we derive…
We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random. These matrices have a one-to-one correspondence with the adjacency…
Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and…
Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization…
Correlations between energy levels can help distinguish whether a many-body system is of integrable or chaotic nature. The study of short-range and long-range spectral correlations generally involves quantities which are very different,…