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The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

Random graph models are used to describe the complex structure of real-world networks in diverse fields of knowledge. Studying their behavior and fitting properties are still critical challenges, that in general, require model specific…

Statistics Theory · Mathematics 2023-08-30 Suzana de Siqueira Santos , André Fujita , Catherine Matias

One of the distinguishing characteristics of modern deep learning systems is that they typically employ neural network architectures that utilize enormous numbers of parameters, often in the millions and sometimes even in the billions.…

Machine Learning · Statistics 2021-11-15 Ben Adlam , Jake Levinson , Jeffrey Pennington

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

Physics and Society · Physics 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight

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…

Statistical Mechanics · Physics 2020-05-26 Rongrong Xie , Weibing Deng , Mauricio P. Pato

Random features models play a distinguished role in the theory of deep learning, describing the behavior of neural networks close to their infinite-width limit. In this work, we present a thorough analysis of the generalization performance…

Disordered Systems and Neural Networks · Physics 2025-02-03 Fabián Aguirre-López , Silvio Franz , Mauro Pastore

A formalism for study of spectral correlations in non-Gaussian, unitary invariant ensembles of large random matrices with strong level confinement is reviewed. It is based on the Shohat method in the theory of orthogonal polynomials. The…

Statistical Mechanics · Physics 2016-08-31 E. Kanzieper , V. Freilikher

Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…

Probability · Mathematics 2018-06-22 Ramon van Handel

This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…

Methodology · Statistics 2024-12-11 Swapnaneel Bhattacharyya , Srijan Chattopadhyay , Sevantee Basu

Random matrix theory has played an important role in recent work on statistical network analysis. In this paper, we review recent results on regimes of concentration of random graphs around their expectation, showing that dense graphs…

Statistics Theory · Mathematics 2018-01-29 Can M. Le , Elizaveta Levina , Roman Vershynin

Gaussian mixture block models are distributions over graphs that strive to model modern networks: to generate a graph from such a model, we associate each vertex $i$ with a latent feature vector $u_i \in \mathbb{R}^d$ sampled from a mixture…

Machine Learning · Statistics 2024-04-12 Shuangping Li , Tselil Schramm

This article provides an original understanding of the behavior of a class of graph-oriented semi-supervised learning algorithms in the limit of large and numerous data. It is demonstrated that the intuition at the root of these methods…

Machine Learning · Computer Science 2017-11-10 Xiaoyi Mai , Romain Couillet

Large graphs can be found in a wide array of scientific fields ranging from sociology and biology to scientometrics and computer science. Their analysis is by no means a trivial task due to their sheer size and complex structure. Such…

Social and Information Networks · Computer Science 2017-02-24 Georgios Drakopoulos , Stavros Kontopoulos , Christos Makris , Vasileios Megalooikonomou

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…

Probability · Mathematics 2010-06-15 Charles Bordenave , Pietro Caputo , Djalil Chafai

Graphs are used in many disciplines to model the relationships that exist between objects in a complex discrete system. Researchers may wish to compare a network of interest to a "typical" graph from a family (or ensemble) of graphs which…

Combinatorics · Mathematics 2025-08-08 Catherine Greenhill

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

Probability · Mathematics 2013-08-02 Mark Rudelson

We investigate graph representation learning approaches that enable models to generalize across graphs: given a model trained using the representations from one graph, our goal is to apply inference using those same model parameters when…

Machine Learning · Computer Science 2023-02-20 Anton Amirov , Chris Quirk , Jennifer Neville

A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Alejandro Gallego , Santiago Toledo-Cortés , Vladimir Vargas-Calderón

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd
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