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This paper examines fundamental error characteristics for a general class of matrix completion problems, where the matrix of interest is a product of two a priori unknown matrices, one of which is sparse, and the observations are noisy. Our…

Information Theory · Computer Science 2017-10-27 Abhinav V. Sambasivan , Jarvis D. Haupt

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

The ability to perform fast and accurate atomistic simulations is crucial for advancing the chemical sciences. By learning from high-quality data, machine-learned interatomic potentials achieve accuracy on par with ab initio and…

Tensor networks, which are originally developed for characterizing complex quantum many-body systems, have recently emerged as a powerful framework for capturing high-dimensional probability distributions with strong physical…

Machine Learning · Computer Science 2026-03-13 Haotong Duan , Zhongming Chen , Ngai Wong

Convex optimization problems arise naturally in quantum information theory, often in terms of minimizing a convex function over a convex subset of the space of hermitian matrices. In most cases, finding exact solutions to these problems is…

Quantum Physics · Physics 2014-11-26 Mark W. Girard , Gilad Gour , Shmuel Friedland

Tensor network states provide an efficient class of states that faithfully capture strongly correlated quantum models and systems in classical statistical mechanics. While tensor networks can now be seen as becoming standard tools in the…

Quantum Physics · Physics 2022-09-27 A. Nietner , B. Vanhecke , F. Verstraete , J. Eisert , L. Vanderstraeten

We study random matrices acting on tensor product spaces which have been transformed by a linear block operation. Using operator-valued free probability theory, under some mild assumptions on the linear map acting on the blocks, we compute…

Probability · Mathematics 2016-01-26 Octavio Arizmendi , Ion Nechita , Carlos Vargas

In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…

Mathematical Physics · Physics 2011-04-06 Patrik L. Ferrari , René Frings

We develop an essentially optimal numerical method for solving multiscale Maxwell wave equations in a domain $D\subset{\mathbb R}^d$. The problems depend on $n+1$ scales: one macroscopic scale and $n$ microscopic scales. Solving the…

Numerical Analysis · Mathematics 2017-08-08 Van Tiep Chu , Viet Ha Hoang

In this paper, we consider $m$ independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables and assume the product of the $m$ rectangular matrices is an $n$ by…

Probability · Mathematics 2021-04-08 Yongcheng Qi , Hongru Zhao

We consider approximation problems for tensor product and additive random fields based on standard information in the average case setting. We also study the probabilistic setting of the mentioned problem for tensor products. The main…

Probability · Mathematics 2019-07-04 Mikhail Lifshits , Marguerite Zani

Function approximation from input and output data is one of the most investigated problems in signal processing. This problem has been tackled with various signal processing and machine learning methods. Although tensors have a rich history…

Statistics Theory · Mathematics 2023-02-16 Christina Auer , Thomas Paireder , Oliver Ploder , Oliver Lang , Mario Huemer

In statistical learning framework with regressions, interactions are the contributions to the response variable from the products of the explanatory variables. In high-dimensional problems, detecting interactions is challenging due to…

Methodology · Statistics 2019-10-01 Cheng Yong Tang , Ethan X. Fang , Yuexiao Dong

In the field of statistical learning and data analysis, estimating precision matrices (i.e., the inverse of covariance matrices) is a critical task, particularly for understanding dependency structures among variables. However, traditional…

Methodology · Statistics 2026-05-15 Zhongfeng Qin , Hao Xu , Wenhao Cui , Wan Tian

This paper studies the traffic state estimation (TSE) problem using sparse observations from mobile sensors. Most existing TSE methods either rely on well-defined physical traffic flow models or require large amounts of simulation data as…

Machine Learning · Computer Science 2022-06-15 Xudong Wang , Yuankai Wu , Dingyi Zhuang , Lijun Sun

Tensor network methods have proved to be highly effective in addressing a wide variety of physical scenarios, including those lacking an intrinsic one-dimensional geometry. In such contexts, it is possible for the problem to exhibit a weak…

In the matrix sensing problem, one wishes to reconstruct a matrix from (possibly noisy) observations of its linear projections along given directions. We consider this model in the high-dimensional limit: while previous works on this model…

Machine Learning · Statistics 2025-11-13 Yizhou Xu , Antoine Maillard , Lenka Zdeborová , Florent Krzakala

We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail bounds and concentration inequalities for those structured…

Statistics Theory · Mathematics 2026-02-11 Chen Cheng , Rina Foygel Barber

Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…

Probability · Mathematics 2022-11-22 Mohamed El Amine Seddik , Maxime Guillaud , Romain Couillet

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

Probability · Mathematics 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen