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Related papers: On $\ell_p$-Gaussian-Grothendieck problem

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Motivated by the general matrix deviation inequality for i.i.d ensemble Gaussian matrix, we study its universality property. As a starting point for this problem, we show that this property holds for $\ell_{p}$-norm with $1\leq p< \infty$…

Probability · Mathematics 2023-02-28 Te-Chun Wang , Yuan-Chung Sheu

We study the free energy of a particle in (arbitrary) high-dimensional Gaussian random potentials with isotropic increments. We prove a computable saddle-point variational representation in terms of a Parisi-type functional for the free…

Probability · Mathematics 2014-02-11 Anton Klimovsky

The subspace approximation problem Subspace($k$,$p$) asks for a $k$-dimensional linear subspace that fits a given set of points optimally, where the error for fitting is a generalization of the least squares fit and uses the $\ell_{p}$ norm…

Data Structures and Algorithms · Computer Science 2011-01-04 Amit Deshpande , Kasturi Varadarajan , Madhur Tulsiani , Nisheeth K. Vishnoi

In this paper, we consider the inverse Galois problem with described inertia behavior. For a finite group $G$, one of its subgroups $I$ and a prime integer $p$, we ask whether or not $G$ and $I$ can be realized as the Galois group and the…

Number Theory · Mathematics 2017-05-10 Yuan Liu

While the Gibbs states of spin glass models have been noted to have an erratic dependence on temperature, one may expect the mean over the disorder to produce a continuously varying ``quenched state''. The assumption of such continuity in…

Statistical Mechanics · Physics 2015-06-25 M. Aizenman , P. Contucci

Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…

Probability · Mathematics 2008-11-07 P. Bianchi , M. Debbah , J. Najim

Given a positive integer n and a positive semidefinite matrix A = (A_{ij}) of size m x m, the positive semidefinite Grothendieck problem with rank-n-constraint (SDP_n) is maximize \sum_{i=1}^m \sum_{j=1}^m A_{ij} x_i \cdot x_j, where x_1,…

Optimization and Control · Mathematics 2010-09-17 Jop Briet , Fernando Mario de Oliveira Filho , Frank Vallentin

We study the insulated conductivity problem with closely spaced insulators embedded in a homogeneous matrix where the current-electric field relation is the power law $J = |E|^{p-2}E$. The gradient of solutions may blow up as $\varepsilon$,…

Analysis of PDEs · Mathematics 2023-05-12 Hongjie Dong , Zhuolun Yang , Hanye Zhu

We prove that for any $2<p<\infty$ and for every $n$-dimensional subspace $X$ of $L_p$, represented on $\mathbb R^n$, whose unit ball $B_X$ is in Lewis' position one has the following two-level Gaussian concentration inequality: \[ \mathbb…

Functional Analysis · Mathematics 2017-10-24 Grigoris Paouris , Petros Valettas

The problem of finding large average submatrices of a real-valued matrix arises in the exploratory analysis of data from a variety of disciplines, ranging from genomics to social sciences. In this paper we provide a detailed asymptotic…

Probability · Mathematics 2013-06-17 Shankar Bhamidi , Partha S. Dey , Andrew B. Nobel

The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by white or colored Gaussian noises. The noise term is…

Numerical Analysis · Mathematics 2020-06-08 Yanzhao Cao , Jialin Hong , Zhihui Liu

We study the standard quadratic optimization problem over the simplex when the objective matrix is drawn from the Gaussian Orthogonal Ensemble (GOE). Let \(\kappa_n\) denote the support size of the almost surely unique global optimizer. We…

Optimization and Control · Mathematics 2026-05-19 Xin Chen

Let G be a compact group acting in a real vector space V. We obtain a number of inequalities relating the L^infinity norm of a matrix element of the representation of G with its L^p norm for p<infinity. We apply our results to obtain…

Optimization and Control · Mathematics 2007-05-23 Alexander Barvinok

A formalism capable of handling the first step of hierarchical replica symmetry breaking in finite-connectivity models is introduced. The emerging order parameter is claimed to be a probability distribution over the space of field…

Disordered Systems and Neural Networks · Physics 2009-10-30 Remi Monasson

We consider a class of sparse random matrices which includes the adjacency matrix of the Erd\H{o}s-R\'enyi graph $\mathcal{G}(N,p)$. We show that if $N^{\varepsilon} \leq Np \leq N^{1/3-\varepsilon}$ then all nontrivial eigenvalues away…

Probability · Mathematics 2021-04-07 Yukun He , Antti Knowles

Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…

Disordered Systems and Neural Networks · Physics 2022-08-09 Giampaolo Folena , Giulio Biroli , Patrick Charbonneau , Yi Hu , Francesco Zamponi

Given a domain above a Lipschitz graph, we establish solvability results for strongly elliptic second-order systems in divergence-form, allowed to have lower-order (drift) terms, with $L^p$-boundary data for $p$ near $2$ (more precisely, in…

Analysis of PDEs · Mathematics 2020-06-25 Martin Dindoš , Marius Mitrea , Sukjung Hwang

We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…

Statistics Theory · Mathematics 2015-09-02 Yves F. Atchadé , Rahul Mazumder , Jie Chen

We consider eigenvalue problems for general elliptic operators of arbitrary order subject to homogeneous boundary conditions on open subsets of the euclidean N-dimensional space. We prove stability results for the dependence of the…

Spectral Theory · Mathematics 2014-01-27 Pier Domenico Lamberti , Luigi Provenzano

We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…

Machine Learning · Statistics 2018-06-04 Reshad Hosseini , Suvrit Sra