English
Related papers

Related papers: Matrices with Gaussian noise: optimal estimates fo…

200 papers

We generalise the inference procedure for eigenvectors of symmetrizable matrices of Tyler (1981) to that of invariant and singular subspaces of non-diagonalizable matrices. Wald tests for invariant vectors and $t$-tests for their individual…

Statistics Theory · Mathematics 2025-10-13 Jérôme R. Simons

It is shown that a first-order cosmological perturbation theory for the open, flat and closed Friedmann-Lema\^itre-Robertson-Walker universes admits one, and only one, gauge-invariant variable which describes the perturbation to the energy…

General Relativity and Quantum Cosmology · Physics 2014-10-02 P. G. Miedema , W. A. van Leeuwen

We prove a global decomposition result for $\log$-correlated Gaussian fields on the $d$-dimensional torus and use this to derive new small deviations bounds for a class of Gaussian multiplicative chaos measures obtained from Gaussian fields…

Mathematical Physics · Physics 2025-07-31 Nikolay Barashkov , Joona Oikarinen , Mo Dick Wong

Given (orthonormal) approximations $\tilde{U}$ and $\tilde{V}$ to the left and right subspaces spanned by the leading singular vectors of a matrix $A$, we discuss methods to approximate the leading singular values of $A$ and study their…

Numerical Analysis · Mathematics 2026-01-21 Lorenzo Lazzarino , Hussam Al Daas , Yuji Nakatsukasa

Recently, the information-theoretical framework has been proven to be able to obtain non-vacuous generalization bounds for large models trained by Stochastic Gradient Langevin Dynamics (SGLD) with isotropic noise. In this paper, we optimize…

Machine Learning · Computer Science 2021-11-04 Bohan Wang , Huishuai Zhang , Jieyu Zhang , Qi Meng , Wei Chen , Tie-Yan Liu

Classical reverse diffusion is generated by changing the drift at fixed noise. We show that the quantum version of this principle obeys an exact law with a sharp phase boundary. For Gaussian pure-loss dynamics, the canonical model of…

Quantum Physics · Physics 2026-03-20 Ammar Fayad

Improving perturbation theory via a variational optimization has generally produced in higher orders an embarrassingly large set of solutions, most of them unphysical (complex). We introduce an extension of the optimized perturbation method…

Soft Condensed Matter · Physics 2009-11-10 J. -L. Kneur , A. Neveu , M. B. Pinto

This paper establishes a variant of Stewart's theorem (Theorem~6.4 of Stewart, {\em SIAM Rev.}, 15:727--764, 1973) for the singular subspaces associated with the SVD of a matrix subject to perturbations. Stewart's original version uses both…

Numerical Analysis · Mathematics 2024-06-12 Ren-Cang Li , Ninoslav Truhar , Lei-Hong Zhang

We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…

Probability · Mathematics 2026-04-03 Rui Bai , Chunrong Feng , Huaizhong Zhao

We study a particular type of subcritical Galton--Watson trees, which are called non-generic trees in the physics community. In contrast with the critical or supercritical case, it is known that condensation appears in certain large…

Probability · Mathematics 2018-02-19 Igor Kortchemski

It is expected that the quantum nature of spacetime leaves its imprint in all semiclassical gravitational systems, at least in certain regimes, including gravitational waves. In this paper we investigate such imprints on gravitational waves…

General Relativity and Quantum Cosmology · Physics 2021-11-01 Andrea Dapor , Klaus Liegener

We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation $\mathfrak{X}$ of the sum of an approximately) low…

Machine Learning · Statistics 2012-08-09 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

We consider estimating a matrix from noisy observations coming from an arbitrary additive bi-rotational invariant perturbation. We propose an estimator which is optimal among the class of rectangular rotational invariant estimators and can…

Information Theory · Computer Science 2024-03-08 Farzad Pourkamali , Nicolas Macris

We study effects of perturbation Hamiltonian to quantum spin systems which can include quenched disorder. Model-independent inequalities are derived, using an additional artificial disordered perturbation. These inequalities enable us to…

Mathematical Physics · Physics 2019-07-31 C. Itoi

After an introduction to the problem of cosmological structure formation, we develop gauge invariant cosmological perturbation theory. We derive the first order perturbation equations of Einstein's equations and energy momentum…

Astrophysics · Physics 2010-12-09 Ruth Durrer

Several aspects of regularity theory for parabolic systems are investigated under the effect of random perturbations. The deterministic theory, when strict parabolicity is assumed, presents both classes of systems where all weak solutions…

Analysis of PDEs · Mathematics 2011-08-02 Lisa Beck , Franco Flandoli

Inspired by recent lattice calculations, we model certain aspects of the $\theta$-vacuum using a matrix model with gaussian weights. The vacuum energy exhibits a cusp at $\theta <\pi$ that is sensitive to both the accuracy of the numerical…

High Energy Physics - Phenomenology · Physics 2007-05-23 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

We perturb a real matrix $A$ of full column rank, and derive lower bounds for the smallest singular values of the perturbed matrix, in terms of normwise absolute perturbations. Our bounds, which extend existing lower-order expressions,…

Numerical Analysis · Mathematics 2024-02-22 Christos Boutsikas , Petros Drineas , Ilse C. F. Ipsen

We consider geometrical optimization problems related to optimizing the error probability in the presence of a Gaussian noise. One famous questions in the field is the "weak simplex conjecture". We discuss possible approaches to it, and…

Metric Geometry · Mathematics 2017-01-30 Alexey Balitskiy , Roman Karasev , Alexander Tsigler

In constrained stochastic optimization, one naturally expects that imposing a stricter feasible set does not increase the statistical risk of an estimator defined by projection onto that set. In this paper, we show that this intuition can…

Statistics Theory · Mathematics 2026-01-23 Omar Al-Ghattas