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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,…

Machine Learning · Computer Science 2026-01-14 Theodoros G. Tsironis , Aris L. Moustakas

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…

Machine Learning · Statistics 2026-02-23 Antoine Maillard , Tony Bonnaire , Giulio Biroli

We study rough high-dimensional landscapes in which an increasingly stronger preference for a given configuration emerges. Such energy landscapes arise in glass physics and inference. In particular we focus on random Gaussian functions, and…

Disordered Systems and Neural Networks · Physics 2019-01-09 Valentina Ros , Gerard Ben Arous , Giulio Biroli , Chiara Cammarota

We present a null model for single- and multi-layered complex systems constructed using homogeneous and isotropic random Gaussian maps. By means of a Kac-Rice formalism, we show that the mean number of fixed points can be calculated as the…

Mathematical Physics · Physics 2018-11-14 J. R. Ipsen , P. J. Forrester

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…

Probability · Mathematics 2023-12-20 Vanessa Piccolo

Most high-dimensional estimation and prediction methods propose to minimize a cost function (empirical risk) that is written as a sum of losses associated to each data point. In this paper we focus on the case of non-convex losses, which is…

Machine Learning · Statistics 2017-01-17 Song Mei , Yu Bai , Andrea Montanari

This paper characterizes the annealed, topological complexity (both of total critical points and of local minima) of the elastic manifold. This classical model of a disordered elastic system captures point configurations with…

Probability · Mathematics 2021-05-12 Gérard Ben Arous , Paul Bourgade , Benjamin McKenna

Given data $\{({\boldsymbol x}_i,y_i): i\le n\}$, with ${\boldsymbol x}_i$ standard $d$-dimensional Gaussian feature vectors, and $y_i\in{\mathbb R}$ response variables, we study the general problem of learning a model parametrized by…

Statistics Theory · Mathematics 2026-02-17 Andrea Montanari , Basil Saeed

We consider a general model for high-dimensional empirical risk minimization whereby the data $\mathbf{x}_i$ are $d$-dimensional Gaussian vectors, the model is parametrized by $\mathbf{\Theta}\in\mathbb{R}^{d\times k}$, and the loss depends…

Machine Learning · Statistics 2026-01-26 Kiana Asgari , Andrea Montanari , Basil Saeed

We study the landscape complexity of the Hamiltonian $X_N(x) +\frac\mu2 \|x\|^2,$ where $X_{N}$ is a smooth Gaussian process with isotropic increments on $\mathbb R^{N}$. This model describes a single particle on a random potential in…

Probability · Mathematics 2023-07-26 Antonio Auffinger , Qiang Zeng

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…

Statistical Mechanics · Physics 2022-04-11 Bertrand Lacroix-A-Chez-Toine , Yan V Fyodorov

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…

Probability · Mathematics 2024-10-01 Domenico Marinucci , Michele Stecconi

A risk analyst assesses potential financial losses based on multiple sources of information. Often, the assessment does not only depend on the specification of the loss random variable but also various economic scenarios. Motivated by this…

Risk Management · Quantitative Finance 2023-10-02 Tolulope Fadina , Yang Liu , Ruodu Wang

In this article we propose a general class of risk measures which can be used for data based evaluation of parametric models. The loss function is defined as generalized quadratic distance between the true density and the proposed model.…

Statistics Theory · Mathematics 2007-10-02 Surajit Ray , Bruce G. Lindsay

We study the energy landscape of a model of a single particle on a random potential, that is, we investigate the topology of level sets of smooth random fields on $\mathbb R^{N}$ of the form $X_N(x) +\frac\mu2 \|x\|^2,$ where $X_{N}$ is a…

Probability · Mathematics 2022-06-29 Antonio Auffinger , Qiang Zeng

We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

Numerical Analysis · Mathematics 2016-01-07 Robert M. Gower , Peter Richtárik

This study presents an importance sampling formulation based on adaptively relaxing parameters from the indicator function and/or the probability density function. The formulation embodies the prevalent mathematical concept of relaxing a…

Applications · Statistics 2024-04-11 Jianhua Xian , Ziqi Wang

An anomalous mean-field solution is known to capture the non trivial phase diagram of the Ising model in annealed complex networks. Nevertheless the critical fluctuations in random complex networks remain mean-field. Here we show that a…

Statistical Mechanics · Physics 2015-05-14 Serena Bradde , Fabio Caccioli , Luca Dall'Asta , Ginestra Bianconi

We develop an averaging approach to robust risk measurement under payoff uncertainty. Instead of taking a worst-case value over an uncertainty neighborhood, we weight nearby payoffs more heavily under a chosen metric and average the…

Mathematical Finance · Quantitative Finance 2026-03-26 Marcelo Righi , Rodrigo Targino

We derive an exact p-value for testing a global null hypothesis in a general adaptive regression problem. The general approach uses the Kac-Rice formula, as described in (Adler & Taylor 2007). The resulting formula is exact in finite…

Methodology · Statistics 2014-05-19 Jonathan Taylor , Joshua Loftus , Ryan Tibshirani
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