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It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

Resonance counting is an intuitive and widely used tool in Random Matrix Theory and Anderson Localization. Its undoubted advantage is its simplicity: in principle, it is easily applicable to any random matrix ensemble. On the downside, the…

Disordered Systems and Neural Networks · Physics 2025-03-12 Anton Kutlin , Carlo Vanoni

We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the…

Machine Learning · Statistics 2018-09-05 Krzysztof Choromanski , Mark Rowland , Adrian Weller

The following paper compares a consistent Newton-Raphson and fixed-point iteration based solution strategy for a variational multiscale finite element formulation for incompressible Navier-Stokes. The main contributions of this work include…

Numerical Analysis · Computer Science 2008-06-24 D. Z. Turner , K. B. Nakshatrala , K. D. Hjelmstad

In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…

Artificial Intelligence · Computer Science 2011-10-12 J. Culberson , Y. Gao

We consider a problem in random matrix theory that is inspired by quantum information theory: determining the largest eigenvalue of a sum of p random product states in (C^d)^{otimes k}, where k and p/d^k are fixed while d grows. When k=1,…

Quantum Physics · Physics 2012-02-09 Andris Ambainis , Aram W. Harrow , Matthew B. Hastings

We define a class of random measures, spatially independent martingales, which we view as a natural generalisation of the canonical random discrete set, and which includes as special cases many variants of fractal percolation and Poissonian…

Classical Analysis and ODEs · Mathematics 2015-02-27 Pablo Shmerkin , Ville Suomala

We present a simple solution to a question posed by Candes, Romberg and Tao on the uniform uncertainty principle for Bernoulli random matrices. More precisely, we show that a rectangular k*n random subgaussian matrix (with k < n) has the…

Statistics Theory · Mathematics 2007-06-13 Shahar Mendelson , Alain Pajor , Nicole Tomczak-Jaegermann

In the present paper, we study the geometric discrepancy with respect to families of rotated rectangles. The well-known extremal cases are the axis-parallel rectangles (logarithmic discrepancy) and rectangles rotated in all possible…

Classical Analysis and ODEs · Mathematics 2014-02-26 Dmitriy Bilyk , Xiaomin Ma , Jill Pipher , Craig Spencer

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

We introduce the Binary Matrix Guessing Problem and provide two algorithms to solve this problem. The first algorithm we introduce is Elementwise Probing Algorithm (EPA) which is very fast under a score which utilizes Frobenius Distance.…

Artificial Intelligence · Computer Science 2018-10-17 Çağrı Latifoğlu

Data erasure can often occur in communication. Guarding against erasures involves redundancy in data representation. Mathematically this may be achieved by redundancy through the use of frames. One way to measure the robustness of a frame…

Information Theory · Computer Science 2014-03-25 Yang Wang

Bernstein polynomials, long a staple of approximation theory and computational geometry, have also increasingly become of interest in finite element methods. Many fundamental problems in interpolation and approximation give rise to…

Numerical Analysis · Mathematics 2019-07-15 Larray Allen , Robert C. Kirby

Estimating the rank of a corrupted data matrix is an important task in data analysis, most notably for choosing the number of components in PCA. Significant progress on this task was achieved using random matrix theory by characterizing the…

Statistics Theory · Mathematics 2023-07-12 Boris Landa , Thomas T. C. K. Zhang , Yuval Kluger

In order to find the outcome probabilities of quantum mechanical systems like the optical networks underlying Boson sampling, it is necessary to be able to compute the permanents of unitary matrices, a computationally hard task. Here we…

Quantum Physics · Physics 2022-02-10 P. H. Lundow , K. Markström

Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…

Numerical Analysis · Mathematics 2021-01-29 Marta D'Elia , Christian Glusa

We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without addi- tional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the…

Numerical Analysis · Mathematics 2014-01-15 Josef Sifuentes , Zydrunas Gimbutas , Leslie Greengard

A connection between integrability properties and general statistical properties of the spectra of symmetric transfer matrices of the asymmetric eight-vertex model is studied using random matrix theory (eigenvalue spacing distribution and…

Condensed Matter · Physics 2009-10-28 H. Meyer , J. -C. Anglès d'Auriac , J. -M. Maillard

Model selection for regression problems with an increasing number of covariates continues to be an important problem both theoretically and in applications. Model selection consistency and mean structure reconstruction depend on the…

Statistics Theory · Mathematics 2019-05-16 Zikun Yang , Andrew Womack

In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.

Combinatorics · Mathematics 2007-05-23 V. Vu