Related papers: Matrix models for $\varepsilon$-free independence

We prove that every separable tracial von Neumann algebra embeds into a II$_1$ factor with property (T) which can be taken to have trivial outer automorphism and fundamental groups. We also establish an analogous result for the trivial…

In this note, we first work out some `bare hands' computations of the most elementary possible free products involving $\mathbb{C}^2 ~(=\mathbb{C} \oplus \mathbb{C} $) and $M_2 ~(= M_2(\mathbb{C}))$. Using these, we identify all free…

Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…

It is known that in the four-dimensional Riemannian space the complex bispinor generates a number of tensors: scalar, pseudo-scalar, vector, pseudo-vector, antisymmetric tensor. This paper solves the inverse problem: the above tensors are…

We present a genus expansion-type expression for the expected values of products of traces of expressions involving Haar-distributed orthogonal matrices. As with other real genus expansions, nonorientable surfaces appear, in addition to the…

We consider products of independent square non-Hermitian random matrices. More precisely, let X(1),...,X(n) be random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance…

We derive the degrees of freedom of the lasso fit, placing no assumptions on the predictor matrix $X$. Like the well-known result of Zou, Hastie and Tibshirani [Ann. Statist. 35 (2007) 2173-2192], which gives the degrees of freedom of the…

The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…

Let $R$ be a Noetherian commutative ring and $M$ an $R$-module with $\operatorname{pd_R} M\le 1$ that has rank. Necessary and sufficient conditions were provided by Lebelt for an exterior power $\wedge^k M$ to be torsion free. When $M$ is…

Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mixture learning, one must estimate a low-rank signal from a…

A higher dimensional generalization of the cross product is associated with an adequate matrix multiplication. This index-free view allows for a better understanding of the underlying algebraic structures, among which are generalizations of…

This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which…

We propose a data-driven approach to identifying the functionally independent invariants that can be constructed from a tensor with a given symmetry structure. Our algorithm proceeds by first enumerating graphs, or tensor networks, that…

We consider a general statistical inference model of finite-rank tensor products. For any interaction structure and any order of tensor products, we identify the limit free energy of the model in terms of a variational formula. Our approach…

The $\mathcal{A}$-tracial algebras are algebras endowed with multi-linear forms, compatible with the product, and indexed by partitions. Using the notion of $\mathcal{A}$-cumulants, we define and study the $\mathcal{A}$-freeness property…

Selfadhesivity is a property of entropic polymatroids which guarantees that the polymatroid can be glued to an identical copy of itself along arbitrary restrictions such that the two pieces are independent given the common restriction. We…

We obtain new Bass-Serre type rigidity results for ${\rm II_1}$ equivalence relations and their von Neumann algebras, coming from free ergodic actions of free products of groups on the standard probability space. As an application, we show…

This paper deals with the problem of describing the vector spaces of divergence-free, natural tensors on a pseudo-Riemannian manifold that are second-order; i.e., that are defined using only second derivatives of the metric. The main result…

These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…

We present a novel class of real symmetric matrices in arbitrary dimension $d$, linearly dependent on a parameter $x$. The matrix elements satisfy a set of nontrivial constraints that arise from asking for commutation of pairs of such…