English
Related papers

Related papers: Identifiability of parametric random matrix models

200 papers

The feasibility of uniquely estimating parameters of dynamical systems from observations is a widely discussed aspect of mathematical modelling. Several approaches have been published for analyzing identifiability. However, they are…

Methodology · Statistics 2017-08-14 Clemens Kreutz

We propose an integral geometric approach for computing dual distributions for the parameter distributions of multilinear models. The dual distributions can be computed from, for example, the parameter distributions of conics, multiple view…

Computer Vision and Pattern Recognition · Computer Science 2018-12-04 Sami Sebastian Brandt

The signaling capacity of a neural population depends on the scale and orientation of its covariance across trials. Estimating this "noise" covariance is challenging and is thought to require a large number of stereotyped trials. New…

Applications · Statistics 2023-11-01 Amin Nejatbakhsh , Isabel Garon , Alex H Williams

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 present two backscattering polarimetric scanning setups based on point-illumination schemes, that are designed to probe the optical properties of subsurface media. We describe their advantages and limitations, characterize their…

Images obtained from coherent illumination processes are contaminated with speckle. A prominent example of such imagery systems is the polarimetric synthetic aperture radar (PolSAR). For such remote sensing tool the speckle interference…

Information Theory · Computer Science 2018-09-18 Abraão D. C. Nascimento , Alejandro C. Frery , Renato J. Cintra

This paper addresses the asymptotic behavior of a particular type of information-plus-noise-type matrices, where the column and row number of the matrices are large and of the same order, while signals are diverged and time delays of the…

Information Theory · Computer Science 2019-03-11 Guanping Lu , Jinsong Wu , Robert C. Qiu

The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…

Artificial Intelligence · Computer Science 2012-06-18 Ydo Wexler , Christopher Meek

Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed…

Statistics Theory · Mathematics 2016-08-16 Laurent Bordes , Stéphane Mottelet , Pierre Vandekerkhove

We present a novel parameter identification algorithm for the estimation of parameters in models of cell motility using imaging data of migrating cells. Two alternative formulations of the objective functional that measures the difference…

This study explores the application of random matrices to track chaotic dynamics within the Chirikov standard map. Our findings highlight the potential of matrices exhibiting Wishart-like characteristics, combined with statistical insights…

Chaotic Dynamics · Physics 2023-10-09 Roberto da Silva , Sandra D. Prado

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…

Statistics Theory · Mathematics 2014-03-12 Dave Zachariah , Nafiseh Shariati , Mats Bengtsson , Magnus Jansson , Saikat Chatterjee

In this paper we outline general considerations on parameter identifiability, and introduce the notion of weak local identifiability and gradient weak local identifiability. These are based on local properties of the likelihood, in…

Statistics Theory · Mathematics 2010-02-28 Mark P. Little , Wolfgang F. Heidenreich , Guangquan Li

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi

Recent advances in random matrix theory have spurred the adoption of eigenvalue-based detection techniques for cooperative spectrum sensing in cognitive radio. Most of such techniques use the ratio between the largest and the smallest…

Information Theory · Computer Science 2009-09-23 Federico Penna , Roberto Garello , Maurizio A. Spirito

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

Probability · Mathematics 2022-01-04 Tapesh Yadav

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

We consider the additive superimposition of an extensive number of independent Euclidean Random Matrices in the high-density regime. The resolvent is computed with techniques from free probability theory, as well as with the replica method…

Disordered Systems and Neural Networks · Physics 2020-05-27 Aldo Battista , Remi Monasson

Structural parameter identifiability is a property of a differential model with parameters that allows for the parameters to be determined from the model equations in the absence of noise. One of the standard approaches to assessing this…

Algebraic Geometry · Mathematics 2020-12-29 Alexey Ovchinnikov , Gleb Pogudin , Peter Thompson