Related papers: Approximation of the average of some random matric…

We prove a highly uniform stability or "almost-near" theorem for dual lattices of lattices $L \subseteq \Bbb R^n$. More precisely, we show that, for a vector $x$ from the linear span of a lattice $L \subseteq \Bbb R^n$, subject to…

A classical result of Johnson and Lindenstrauss states that a set of $n$ high dimensional data points can be projected down to $O(\log n/\epsilon^2)$ dimensions such that the square of their pairwise distances is preserved up to a small…

Let $\mathcal{M}$ be a type ${\rm II_1}$ factor and let $\tau$ be the faithful normal tracial state on $\mathcal{M}$. In this paper, we prove that given an $X \in \mathcal{M}$, $X=X^*$, then there is a decomposition of the identity into $N…

This article is concerned with Monte-Carlo methods for the estimation of the trace of an implicitly given matrix $A$ whose information is only available through matrix-vector products. Such a method approximates the trace by an average of…

Whether an almost-commuting pair of operators must be close to a commuting pair is a central question in operator and matrix theory. We investigate this problem for pairs of $C^*$-subalgebras $\mathcal{A}$ and $\mathcal{B}$ of…

Following the development of weighted asymptotic approximation properties of matrices, we introduce the analogous uniform approximation properties (that is, study the improvability of Dirichlet's Theorem). An added feature is the use of…

It is shown that \begin{equation*} \mathsf{P}(\|a_1U_1+\dots+a_nU_n\|>u)\le c\,\mathsf{P}(a\|Z_d\|>u) \end{equation*} for all real $u$, where $U_1,\dots,U_n$ are independent random vectors uniformly distributed on the unit sphere in…

We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variables of arbitrary distributions. Those bounds are applied to…

We prove that if $\mu$ is a d-dimensional Ahlfors-David regular measure in $\R^{d+1}$, then the boundedness of the $d$-dimensional Riesz transform in $L^2(\mu)$ implies that the non-BAUP David-Semmes cells form a Carleson family. Combined…

We show that positive elements of a Pedersen ideal of a tensor product can be approximated in a particularly strong sense by sums of tensor products of positive elements. This has a range of applications to the structure of tracial cones…

We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…

Given a probability distribution in R^n with general (non-white) covariance, a classical estimator of the covariance matrix is the sample covariance matrix obtained from a sample of N independent points. What is the optimal sample size N =…

Randomized Hadamard Transforms (RHTs) have emerged as a computationally efficient alternative to the use of dense unstructured random matrices across a range of domains in computer science and machine learning. For several applications such…

We prove that for $c>0$ a sufficiently small universal constant that a random set of $c d^2/\log^4(d)$ independent Gaussian random points in $\mathbb{R}^d$ lie on a common ellipsoid with high probability. This nearly establishes a…

We consider the eigenvectors of symmetric matrices with independent heavy tailed entries, such as matrices with entries in the domain of attraction of $\alpha$-stable laws, or adjacencymatrices of Erdos-Renyi graphs. We denote by…

Finite sample bounds on the estimation error of the mean by the empirical mean, uniform over a class of functions, can often be conveniently obtained in terms of Rademacher or Gaussian averages of the class. If a function of n variables has…

The majority of classic tensor CP decomposition models are designed for squared loss, employing Euclidean distance as a local proximal term. However, the Euclidean distance is unsuitable for the generalized loss function applicable to…

In applications, a substantial number of problems can be formulated as non-linear least squares problems over smooth varieties. Unlike the usual least squares problem over a Euclidean space, the non-linear least squares problem over a…

Let v_1,...,v_{n-1} be n-1 independent vectors in R^n (or C^n). We study x, the unit normal vector of the hyperplane spanned by the v_i. Our main finding is that x resembles a random vector chosen uniformly from the unit sphere, under some…

The problem of recovering the configuration of points from their partial pairwise distances, referred to as the Euclidean Distance Matrix Completion (EDMC) problem, arises in a broad range of applications, including sensor network…