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We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…

Probability · Mathematics 2014-02-11 M. Capitaine , S. Péché

Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the…

Machine Learning · Computer Science 2025-07-01 Maksym Shamrai

Precision matrix estimation is a cornerstone concept in statistics, economics, and finance. Despite advances in recent years, estimation methods that are simultaneously (i) dense, (ii) consistent, and (iii) model-free are lacking. While…

Econometrics · Economics 2025-12-05 Mehmet Caner Agostino Capponi Mihailo Stojnic

In increasingly many settings, data sets consist of multiple samples from a population of networks, with vertices aligned across these networks. For example, brain connectivity networks in neuroscience consist of measures of interaction…

Statistics Theory · Mathematics 2021-05-11 Keith Levin , Asad Lodhia , Elizaveta Levina

Despite hundreds of millions of parameters, transformer training trajectories evolve within only a few coherent directions. We introduce Spectral Edge Dynamics (SED) to quantify this structure: a rolling-window SVD of parameter updates…

Machine Learning · Computer Science 2026-03-20 Yongzhong Xu

We consider Hermitian and symmetric random band matrices on the $d$-dimensional lattice $(\mathbb{Z}/L\mathbb{Z})^d$ with bandwidth $W$, focusing on local eigenvalue statistics at the spectral edge in the limit $W\to\infty$. Our analysis…

Probability · Mathematics 2025-06-04 Dang-Zheng Liu , Guangyi Zou

For the complex Ginibre ensemble subjected to an additive perturbation by a deterministic normal matrix $X_0$, we establish that under specific spectral conditions on $X_0$, only two distinct types of local spectral statistics emerge at the…

Probability · Mathematics 2025-04-03 Dang-Zheng Liu , Lu Zhang

We consider the problem of estimating the scale matrix $\Sigma$ of the additif model $Y_{p\times n} = M + \mathcal{E}$, under a theoretical decision point of view. Here, $ p $ is the number of variables, $ n$ is the number of observations,…

Statistics Theory · Mathematics 2020-06-02 Mohamed Anis Haddouche , Dominique Fourdrinier , Fatiha Mezoued

We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…

Methodology · Statistics 2023-04-20 Xiucai Ding , Jiahui Xie , Long Yu , Wang Zhou

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…

Probability · Mathematics 2020-08-03 Nicholas A. Cook , Walid Hachem , Jamal Najim , David Renfrew

For a broad class of unitary ensembles of random matrices we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting…

Probability · Mathematics 2008-04-08 Brian Rider , Xin Zhou

It's well-known that in a traditional discrete-time autonomous linear systems, the eigenvalues of the weigth (system) matrix solely determine the stability of the system. If the spectral radius of the system matrix is larger than 1, then…

Data Analysis, Statistics and Probability · Physics 2009-03-18 Zekeriya Uykan

Edge detection is typically viewed as a pixel-level classification problem mainly addressed by discriminative methods. Recently, generative edge detection methods, especially diffusion model based solutions, are initialized in the edge…

Computer Vision and Pattern Recognition · Computer Science 2024-10-07 Caixia Zhou , Yaping Huang , Mochu Xiang , Jiahui Ren , Haibin Ling , Jing Zhang

Estimating signals underlying noisy data is a significant problem in statistics and engineering. Numerous estimators are available in the literature, depending on the observation model and estimation criterion. This paper introduces a…

Methodology · Statistics 2023-05-09 Woo Min Kim , Sutanoy Dasgupta , Anuj Srivastava

Learning-based edge detection has hereunto been strongly supervised with pixel-wise annotations which are tedious to obtain manually. We study the problem of self-training edge detection, leveraging the untapped wealth of large-scale…

Computer Vision and Pattern Recognition · Computer Science 2023-07-06 Yunfan Ye , Renjiao Yi , Zhiping Cai , Kai Xu

A class of robust estimators of scatter applied to information-plus-impulsive noise samples is studied, where the sample information matrix is assumed of low rank; this generalizes the study of (Couillet et al., 2013b) to spiked random…

Probability · Mathematics 2014-05-01 Romain Couillet

Based on numerical simulation and local stability analysis we describe the structure of the phase space of the edge/triangle model of random graphs. We support simulation evidence with mathematical proof of continuity and discontinuity for…

Combinatorics · Mathematics 2017-10-25 Richard Kenyon , Charles Radin , Kui Ren , Lorenzo Sadun

Understanding how bound states in the continuum (BICs) emerge in periodic metasurfaces is essential for the controlled design of high-Q resonances and their systematic manipulation. Here, we investigate the singular value decomposition…

Random matrix theory is a powerful tool for understanding spectral correlations inherent in quantum chaotic systems. Despite diverse applications of non-Hermitian random matrix theory, the role of symmetry remains to be fully established.…

Mesoscale and Nanoscale Physics · Physics 2024-07-10 Zhenyu Xiao , Ryuichi Shindou , Kohei Kawabata

Across the sciences, the statistical analysis of networks is central to the production of knowledge on relational phenomena. Because of their ability to model the structural generation of networks, exponential random graph models are a…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Bruce A. Desmarais , Skyler J. Cranmer