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For a class of integral operators with kernels metric functions on manifold we find some necessary and sufficient conditions to have finite rank. The problem we pose has a stochastic nature and boils down to the following alternative…
We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…
The notion of universally decodable matrices (UDMs) was recently introduced by Tavildar and Viswanath while studying slow fading channels. It turns out that the problem of constructing UDMs is tightly connected to the problem of…
We investigate whether the Wigner semi-circle and Marcenko-Pastur distributions, often used for deep neural network theoretical analysis, match empirically observed spectral densities. We find that even allowing for outliers, the observed…
The Johnson-Lindenstrauss (JL) theorem states that a set of points in high-dimensional space can be embedded into a lower-dimensional space while approximately preserving pairwise distances with high probability Johnson and Lindenstrauss…
The use of Cauchy Markov random field priors in statistical inverse problems can potentially lead to posterior distributions which are non-Gaussian, high-dimensional, multimodal and heavy-tailed. In order to use such priors successfully,…
We present a general and powerful numerical method useful to study the density matrix of spin models. We apply the method to finite dimensional spin glasses, and we analyze in detail the four dimensional Edwards-Anderson model with Gaussian…
Many common methods for data analysis rely on linear algebra. We provide new results connecting data analysis error to numerical accuracy, which leads to the first meaningful stopping criterion for two way spectral partitioning. More…
Variational inference offers scalable and flexible tools to tackle intractable Bayesian inference of modern statistical models like Bayesian neural networks and Gaussian processes. For largely over-parameterized models, however, the…
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…
Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…
A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…
Determinantal Point Processes (DPPs) are probabilistic models that arise in quantum physics and random matrix theory and have recently found numerous applications in computer science. DPPs define distributions over subsets of a given ground…
The most important purpose of this article is to investigate perfect reconstruction underlying range space of operators in finite dimensional Hilbert spaces by matrix methods. To this end, first we obtain more structures of the canonical…
Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…
We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…
In the context of kernel methods, the similarity between data points is encoded by the kernel function which is often defined thanks to the Euclidean distance, a common example being the squared exponential kernel. Recently, other distances…
A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…
The cutting plane approach to optimal matchings has been discussed by several authors over the past decades (e.g., Padberg and Rao '82, Grotschel and Holland '85, Lovasz and Plummer '86, Trick '87, Fischetti and Lodi '07) and its…
Given a matrix U, using a deterministic method, we extract a "large" submatrix of U'(whose columns are obtained by normalizing those of U) and estimate its smallest and largest singular value. We apply this result to the study of contact…