Related papers: Kac-Rice fixed point analysis for single- and mult…
We use the Kac-Rice formula and results from random matrix theory to obtain the average number of critical points of a family of high-dimensional empirical loss functions, where the data are correlated $d$-dimensional Gaussian vectors,…
Our goal is to discuss in detail the calculation of the mean number of stationary points and minima for random isotropic Gaussian fields on a sphere as well as for stationary Gaussian random fields in a background parabolic confinement.…
We study the annealed complexity of a random Gaussian homogeneous polynomial on the $N$-dimensional unit sphere in the presence of deterministic polynomials that depend on fixed unit vectors and external parameters. In particular, we…
We present a method to obtain the average and the typical value of the number of critical points of the empirical risk landscape for generalized linear estimation problems and variants. This represents a substantial extension of previous…
Kac-Rice formulas express the expected number of elements a fiber of a random field has in terms of a multivariate integral. We consider here parametrized systems of polynomial equations that are linear in enough parameters, and provide a…
We prove a generalized Kac-Rice formula that, in a well defined regular setting, computes the expected cardinality of the preimage of a submanifold via a random map, by expressing it as the integral of a density. Our proof starts from…
We consider locally isotropic Gaussian random fields on the $N$-dimensional Euclidean space for fixed $N$. Using the so called Gaussian Orthogonally Invariant matrices first studied by Mallows in 1961 which include the celebrated Gaussian…
We study the typical profiles of a one dimensional random field Kac model, for values of the temperature and magnitude of the field in the region of the two absolute minima for the free energy of the corresponding random field Curie Weiss…
We consider a nonlinear autonomous random dynamical system of $N$ degrees of freedom coupled by Gaussian random interactions and characterized by a continuous spectrum $n_{\mu}(\lambda)$ of real positive relaxation rates. Using Kac-Rice…
General conditions on smooth real valued random fields are given that ensure the finiteness of the moments of the measure of their level sets. As a by product a new generalized Kac-Rice formula (KRF) for the expectation of the measure of…
We consider the landscape of empirical risk minimization for high-dimensional Gaussian single-index models (generalized linear models). The objective is to recover an unknown signal $\boldsymbol{\theta}^\star \in \mathbb{R}^d$ (where $d \gg…
We give here a semi-analytic formula for the density of critical values for chi random fields on a general manifold. The result uses Kac-Rice argument and a convenient representation for the Hessian matrix of chi fields, which makes the…
The book develops the fundamental ideas of the famous Kac-Rice formula for vectorvalued random fields. This formula allows to compute the expectation and moments of the measure, and integrals with respect to this measure, of the sets of…
Let $X(\cdot) $ be a random field $\mathbb{R}^D \to \mathbb{R}^d$, $D\geq d$. We first studied the level set $X^{-1}( u) $, $u \in \mathbb{R}^d$. In particular we gave a weak condition for this level set to be rectifiable. Then, we…
We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…
We compute the typical number of equilibria of the Generalized Lotka-Volterra equations describing species-rich ecosystems with random, non-reciprocal interactions using the replicated Kac-Rice method. We characterize the…
Finding the mean of the total number of stationary points for N-dimensional random Gaussian landscapes can be reduced to averaging the absolute value of characteristic polynomial of the corresponding Hessian. First such a reduction is…
In this paper, we analyze the decision version of the NK landscape model from the perspective of threshold phenomena and phase transitions under two random distributions, the uniform probability model and the fixed ratio model. For the…
In large dimension, we study the asymptotic behavior of the mean number of critical points with index k below a level u for an isotropic centered Gaussian random field defined on a family of subsets of $R^d$ depending on d. We prove the…
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…