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We study the dependence of the spectral density of the covariance matrix ensemble on the power spectrum of the underlying multivariate signal. The white noise signal leads to the celebrated Marchenko-Pastur formula. We demonstrate results…

Data Analysis, Statistics and Probability · Physics 2008-07-17 Emil Dolezal , Petr Seba

As we collect additional samples from a data population for which a known density function estimate may have been previously obtained by a black box method, the increased complexity of the data set may result in the true density being…

Machine Learning · Statistics 2022-10-28 Dat Do , Nhat Ho , XuanLong Nguyen

We obtain the limiting spectral distribution for large sample covariance matrices associated with random vectors having graph-dependent entries under the assumption that the interdependence among the entries grows with the sample size n.…

Probability · Mathematics 2021-05-21 Pavel Yaskov

Machine-learning models based on a point-cloud representation of a physical object are ubiquitous in scientific applications and particularly well-suited to the atomic-scale description of molecules and materials. Among the many different…

Chemical Physics · Physics 2023-03-08 Filippo Bigi , Sergey N. Pozdnyakov , Michele Ceriotti

We apply the idea of landscape (motivated by string theory) to study the statistical nature of parameters/couplings in the standard model of strong and electroweak interactions. Following the success of this approach on the fermion masses,…

High Energy Physics - Phenomenology · Physics 2022-06-08 Yu-Cheng Qiu , Hui-Yu Zhu

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

Probability · Mathematics 2022-06-14 Calvin Wooyoung Chin

Learning in neural networks critically hinges on the intricate geometry of the loss landscape associated with a given task. Traditionally, most research has focused on finding specific weight configurations that minimize the loss. In this…

Statistical Mechanics · Physics 2024-09-30 Margherita Mele , Roberto Menichetti , Alessandro Ingrosso , Raffaello Potestio

In this paper, we study the convergence rates of empirical spectral distribution of large dimensional quaternion sample covariance matrix. Assume that the entries of $\mathbf X_n$ ($p\times n$) are independent quaternion random variables…

Probability · Mathematics 2013-12-30 Huiqin LI , Zhidong Bai

In this paper, we study deep diagonal circulant neural networks, that is deep neural networks in which weight matrices are the product of diagonal and circulant ones. Besides making a theoretical analysis of their expressivity, we…

Machine Learning · Computer Science 2019-11-22 Alexandre Araujo , Benjamin Negrevergne , Yann Chevaleyre , Jamal Atif

The traditional class of elliptical distributions is extended to allow for asymmetries. A completely robust dispersion matrix estimator (the `spectral estimator') for the new class of `generalized elliptical distributions' is presented. It…

Physics and Society · Physics 2007-05-23 Gabriel Frahm , Uwe Jaekel

We consider the random matrix obtained by picking vectors randomly from a large collection of mutually unbiased bases of $\mathbb{C}^n$, and prove that the spectral distribution converges to the Marchenko-Pastur law. This shows that vectors…

Probability · Mathematics 2020-03-27 Chin Hei Chan , Maosheng Xiong

Using a nonperturbative approach we examine the large frequency asymptotics of the two-point level density correlator in weakly disordered metallic grains. This allows us to study the behavior of the two-level structure factor close to the…

Condensed Matter · Physics 2016-08-31 A. V. Andreev , B. L. Altshuler

The matter-enhanced oscillations of two neutrino flavors are studied using a uniform semiclassical approximation. Unlike some analytic studies which have focused on certain exactly-solvable densities, this method can be used for an…

High Energy Physics - Phenomenology · Physics 2009-10-28 A. B. Balantekin , J. F. Beacom

For a class of random matrix ensembles with correlated matrix elements, it is shown that the density of states is given by the Wigner semi-circle law. This is applied to effective Hamiltonians related to the Anderson model in dimensions…

Mathematical Physics · Physics 2007-05-23 Jeffrey H. Schenker , Hermann Schulz-Baldes

Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…

Mathematical Physics · Physics 2013-06-28 Gernot Akemann , Mario Kieburg , Lu Wei

It is well established that neural networks with deep architectures perform better than shallow networks for many tasks in machine learning. In statistical physics, while there has been recent interest in representing physical data with…

Disordered Systems and Neural Networks · Physics 2019-03-06 Alan Morningstar , Roger G. Melko

We study the spectral norm of random kernel matrices with polynomial scaling, where the number of samples scales polynomially with the data dimension. In this regime, Lu and Yau (2022) proved that the empirical spectral distribution…

Probability · Mathematics 2024-10-24 David Kogan , Sagnik Nandy , Jiaoyang Huang

Using Beck and Cohen's superstatistics, we introduce in a systematic way a family of generalised Wishart-Laguerre ensembles of random matrices with Dyson index $\beta$ = 1,2, and 4. The entries of the data matrix are Gaussian random…

Mathematical Physics · Physics 2009-04-07 A. Y. Abul-Magd , G. Akemann , P. Vivo

We study the limiting spectral distribution of large-dimensional sample covariance matrices associated with symmetric random tensors formed by $\binom{n}{d}$ different products of $d$ variables chosen from $n$ independent standardized…

Probability · Mathematics 2021-11-09 Pavel Yaskov

Even though Deep Neural Networks (DNNs) are widely celebrated for their practical performance, they possess many intriguing properties related to depth that are difficult to explain both theoretically and intuitively. Understanding how…

Machine Learning · Computer Science 2020-03-18 Christopher Snyder , Sriram Vishwanath