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This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…

Probability · Mathematics 2022-04-12 Cosme Louart , Romain Couillet

This work studies the entropic regularization formulation of the 2-Wasserstein distance on an infinite-dimensional Hilbert space, in particular for the Gaussian setting. We first present the Minimum Mutual Information property, namely the…

Machine Learning · Statistics 2022-03-15 Minh Ha Quang

We derive a dimension-free Hanson-Wright inequality for quadratic forms of independent sub-gaussian random variables in a separable Hilbert space. Our inequality is an infinite-dimensional generalization of the classical Hanson-Wright…

Statistics Theory · Mathematics 2020-07-09 Xiaohui Chen , Yun Yang

The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…

Probability · Mathematics 2021-01-19 Cosme Louart , Romain Couillet

Most states in the Hilbert space are maximally entangled. This fact has proven useful to investigate - among other things - the foundations of statistical mechanics. Unfortunately, most states in the Hilbert space of a quantum many body…

Quantum Physics · Physics 2015-05-30 Alioscia Hamma , Siddhartha Santra , Paolo Zanardi

We consider learning the principal subspace of a large set of vectors from an extremely small number of compressive measurements of each vector. Our theoretical results show that even a constant number of measurements per column suffices to…

Machine Learning · Statistics 2016-12-13 Akshay Krishnamurthy , Martin Azizyan , Aarti Singh

In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…

Probability · Mathematics 2019-06-11 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

A universal energy eigenvalue equation is proposed in this paper. It is proven that the unique set of eigenfunctions or preferred basis exists for any non-isolated sub-system. Applying the new eigenvalue equation to the relative motion of a…

Quantum Physics · Physics 2026-02-18 Shizhong Mei

Distributed consensus and other linear systems with system stochastic matrices $W_k$ emerge in various settings, like opinion formation in social networks, rendezvous of robots, and distributed inference in sensor networks. The matrices…

Probability · Mathematics 2015-06-04 Dragana Bajovic , Joao Xavier , Jose M. F. Moura , Bruno Sinopoli

The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density…

Machine Learning · Statistics 2016-04-19 Vladimir Koltchinskii , Dong Xia

We investigate the information extractable from measurement distributions of two non-commuting spin observables in a multi-well spin-1 Bose-Einstein condensate. We provide a variety of analytic and numerical evidence that suitably chosen…

We develop a synthesis of Turing's paradigm of computation and von Neumann's quantum logic to serve as a model for quantum computation with recursion, such that potentially non-terminating computation can take place, as in a quantum Turing…

Quantum Physics · Physics 2009-11-10 A. Edalat

Estimating quantum entropies and divergences is an important problem in quantum physics, information theory, and machine learning. Quantum neural estimators (QNEs), which utilize a hybrid classical-quantum architecture, have recently…

Quantum Physics · Physics 2026-05-27 Sreejith Sreekumar , Ziv Goldfeld , Mark M. Wilde

The commutator between operators at different space and time has been a diagnostic for locality of unitary evolution. Most existing results are either for specific tractable (random) Hamiltonians(Out-of-Time-Order-Correlators calculations),…

Quantum Physics · Physics 2021-03-17 Chi-Fang Chen

Consider a random sum $\eta_1 v_1 + ... + \eta_n v_n$, where $\eta_1,...,\eta_n$ are i.i.d. random signs and $v_1,...,v_n$ are integers. The Littlewood-Offord problem asks to maximize concentration probabilities such as $\P(\eta_1 v_1 + ...…

Probability · Mathematics 2007-05-23 Terence Tao , Van Vu

We study the minimal sample size N=N(n) that suffices to estimate the covariance matrix of an n-dimensional distribution by the sample covariance matrix in the operator norm, with an arbitrary fixed accuracy. We establish the optimal bound…

Probability · Mathematics 2013-10-04 Nikhil Srivastava , Roman Vershynin

Using the convex optimization method and Helstrom family of ensembles introduced in Ref. [1], we have discussed optimal ambiguous discrimination in qubit systems. We have analyzed the problem of the optimal discrimination of N known quantum…

Quantum Physics · Physics 2016-09-26 M. A. Jafarizadeh , Y. Mazhari , M. Aali

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

Previously, Erd\H{o}s, Kierstead and Trotter investigated the dimension of random height~$2$ partially ordered sets. Their research was motivated primarily by two goals: (1)~analyzing the relative tightness of the F\"{u}redi-Kahn upper…

Combinatorics · Mathematics 2020-03-19 Csaba Biró , Peter Hamburger , H. A. Kierstead , Attila Pór , William T. Trotter , Ruidong Wang

The Johnson-Lindenstrauss transform is a fundamental method for dimension reduction in Euclidean spaces, that can map any dataset of $n$ points into dimension $O(\log n)$ with low distortion of their distances. This dimension bound is tight…

Data Structures and Algorithms · Computer Science 2026-02-20 Shaofeng H. -C. Jiang , Robert Krauthgamer , Shay Sapir , Sandeep Silwal , Di Yue