Related papers: Hessian Eigenspectra of More Realistic Nonlinear M…
A general theory of inhomogeneous broadening is rarely applied to nonlinear spectroscopy in lieu of either a simple Lorentzian or Gaussian model. In this work, we generalize all the important third-order nonlinear susceptibility expressions…
Machine learning (ML) techniques applied to quantum many-body physics have emerged as a new research field. While the numerical power of this approach is undeniable, the most expressive ML algorithms, such as neural networks, are black…
Recent literature generalization in deep learning has examined the relationship between the curvature of the loss function at minima and generalization, mainly in the context of overparameterized neural networks. A key observation is that…
Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…
Many of the technical complications associated with the general theory of relativity ultimately stem from the nonlinearity of Einstein's equation. It is shown here that an appropriate choice of dynamical variables may be used to eliminate…
We show that the joint spectral radius of a finite collection of nonnegative matrices can be bounded by the eigenvalue of a non-linear operator. This eigenvalue coincides with the ergodic constant of a risk-sensitive control problem, or of…
We consider distributed optimization methods for problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We leverage randomized sketches for reducing the problem dimensions as well as…
High-dimensional vector autoregressive (VAR) models have numerous applications in fields such as econometrics, biology, climatology, among others. While prior research has mainly focused on linear VAR models, these approaches can be…
Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…
Hermitian linear matrix pencils are ubiquitous in control theory, operator systems, semidefinite optimization, and real algebraic geometry. This survey reviews the fundamental features of the matricial solution set of a linear matrix…
Spectra of sparse non-Hermitian random matrices determine the dynamics of complex processes on graphs. Eigenvalue outliers in the spectrum are of particular interest, since they determine the stationary state and the stability of dynamical…
In this note, we present a generalization of some results concerning the spectral properties of a certain class of block matrices. As applications, we study some of its implications on nonnegative matrices, doubly stochastic matrices and…
With the tremendous success of deep learning in visual tasks, the representations extracted from intermediate layers of learned models, that is, deep features, attract much attention of researchers. Previous empirical analysis shows that…
Inferring the parameters of a stochastic model based on experimental observations is central to the scientific method. A particularly challenging setting is when the model is strongly indeterminate, i.e. when distinct sets of parameters…
Nonlinear mixed effects models have become a standard platform for analysis when data is in the form of continuous and repeated measurements of subjects from a population of interest, while temporal profiles of subjects commonly follow a…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
Linear mixture models are commonly used to represent hyperspectral datacube as a linear combinations of endmember spectra. However, determining of the number of endmembers for images embedded in noise is a crucial task. This paper proposes…
We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g.…
A large variety of dynamical processes that take place on networks can be expressed in terms of the spectral properties of some linear operator which reflects how the dynamical rules depend on the network topology. Often such spectral…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…