Related papers: Kac-Rice fixed point analysis for single- and mult…
In this paper we compute the coefficients of the reliability polynomial of a consecutive-$k$-out-of-$n$:$F$ system, in Bernstein basis, using the generalized Pascal coefficients. Based on well-known combinatorial properties of the…
Given a functional for a one-dimensional physical system, a classical problem is to minimize it by finding stationary solutions and then checking the positive definiteness of the second variation. Establishing the positive definiteness is,…
We study asymmetric rank-one spiked tensor models in the high-dimensional regime, where the noise entries are independent and identically distributed with zero mean, unit variance, and finite fourth moment. This extends the classical…
Let $f$ be a Gaussian random field on $\mathbb{R}^d$ and let $X$ be the number of critical points of $f$ contained in a compact subset. A long-standing conjecture is that, under mild regularity and non-degeneracy conditions on $f$, the…
We extend and improve the existing characterization of the dynamics of general quadratic real polynomial maps with coefficients that depend on a single parameter $\lambda$, and generalize this characterization to cubic real polynomial maps,…
We propose the K-series estimation approach for the recovery of unknown univariate and multivariate distributions given knowledge of a finite number of their moments. Our method is directly applicable to the probabilistic analysis of…
This paper presents a Bayesian generative model for dependent Cox point processes, alongside an efficient inference scheme which scales as if the point processes were modelled independently. We can handle missing data naturally, infer…
A general-purpose computational homogenization framework is proposed for the nonlinear dynamic analysis of membranes exhibiting complex microscale and/or mesoscale heterogeneity characterized by in-plane periodicity that cannot be…
We propose a general framework to construct self-normalized multiple-change-point tests with time series data. The only building block is a user-specified one-change-point detecting statistic, which covers a wide class of popular methods,…
A probabilistic approach to the study of the number of zeros of complex harmonic polynomials was initiated by W. Li and A. Wei (2009), who derived a Kac-Rice type formula for the expected number of zeros of random harmonic polynomials with…
We give a closed expression for the number of points over finite fields (or the motive) of the Lusztig nilpotent variety associated to any quiver, in terms of Kac's A-polynomials. When the quiver has 1-loops or oriented cycles, there are…
This paper presents a general framework for estimating high-dimensional conditional latent factor models via constrained nuclear norm regularization. We establish large sample properties of the estimators and provide efficient algorithms…
It is known that computing the permanent of the matrix $1+A$, where $A$ is a finite-rank matrix, requires a number of operations polynomial in the matrix size. Motivated by the boson-sampling proposal of restricted quantum computation, I…
We consider linear systems $Ax = b$ where $A \in \mathbb{R}^{m \times n}$ consists of normalized rows, $\|a_i\|_{\ell^2} = 1$, and where up to $\beta m$ entries of $b$ have been corrupted (possibly by arbitrarily large numbers). Haddock,…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
This paper explores the fundamental limits of a simple system, inspired by the intermittent Kalman filtering model, where the actuation direction is drawn uniformly from the unit hypersphere. The model allows us to focus on a fundamental…
We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an…
The critical point is a fixed point in finite-size scaling. To quantify the behaviour of such a fixed point, we define, at a given temperature and scaling exponent ratio, the width of scaled observables for different sizes. The minimum of…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…
We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…