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Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean…
We survey the Kolmogorov's approach to the notion of randomness through the Kolmogorov complexity theory. The original motivation of Kolmogorov was to give up a quantitative definition of information. In this theory, an object is randomness…
In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing…
The physics of randomness and regularities for languages (mother tongues) and their lifetimes and family trees and for the second languages are studied in terms of two opposite processes; random multiplicative noise [1], and fragmentation…
Observed events in recommendation are consequence of the decisions made by a policy, thus they are usually selectively labeled, namely the data are Missing Not At Random (MNAR), which often causes large bias to the estimate of true outcomes…
We derive exact matrix integral representations for different sums over partitions. The characteristic feature of all obtained matrix models is the presence of logarithmic (or, vice versa, exponential) terms in the potential. Our derivation…
This book provides an introduction to the mathematical analysis of deep learning. It covers fundamental results in approximation theory, optimization theory, and statistical learning theory, which are the three main pillars of deep neural…
It recently has been found that methods of the statistical theories of spectra can be a useful tool in the analysis of spectra far from levels of Hamiltonian systems. Several examples originate from areas, such as quantitative linguistics…
Resonance counting is an intuitive and widely used tool in Random Matrix Theory and Anderson Localization. Its undoubted advantage is its simplicity: in principle, it is easily applicable to any random matrix ensemble. On the downside, the…
This book is a manual for the course of electrodynamics and theory of relativity. It is recommended primarily for students of mathematical departments. This defines its style: I use elements of vectorial and tensorial analysis, differential…
We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
This is a chapter for the forthcoming New Handbook of Mathematical Psychology, to be published by Cambridge University Press. A systematic theory of random variables and joint distributions under varying conditions is presented. This is a…
Recent times are witnessing rapid development in machine learning algorithm systems, especially in reinforcement learning, natural language processing, computer and robot vision, image processing, speech, and emotional processing and…
In these notes we explain how the CFT description of random matrix models can be used to perform actual calculations. Our basic example is the hermitian matrix model, reformulated as a conformal invariant theory of free fermions. We give an…
Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the…
The purpose of these lecture notes is to provide readers, who have some mathematical background but little or no exposure to quantum mechanics and quantum computation, with enough material to begin reading the research literature in quantum…
Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…
We propose orthogonal inductive matrix completion (OMIC), an interpretable approach to matrix completion based on a sum of multiple orthonormal side information terms, together with nuclear-norm regularization. The approach allows us to…
In this study, we consider the realm of covariance matrices in machine learning, particularly focusing on computing Fr\'echet means on the manifold of symmetric positive definite matrices, commonly referred to as Karcher or geometric means.…