Related papers: Exponential growth of random determinants beyond i…
We consider invariant matrix models with log-normal (asymptotic) weight. It is known that their eigenvalue distribution is intermediate between Wigner-Dyson and Poissonian, which candidates these models for describing a system intermediate…
We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the…
The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.
Consider an infinite random matrix $H=(h_{ij})_{0<i,j}$ picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by $H_i=(h_{rs})_{1\leq r,s\leq i}$ and let the $j$:th largest eigenvalue of $H_i$ be $\mu^i_j$. We show that…
We study the maximum absolute value of the determinant of matrices with entries in the set of $\ell$-th roots of unity; this is a generalization of $D$-optimal designs and Hadamard's maximal determinant problem, which involves $\pm 1$…
Variational autoencoders (VAE) often use Gaussian or category distribution to model the inference process. This puts a limit on variational learning because this simplified assumption does not match the true posterior distribution, which is…
We develop generalized approach to obtaining Edgeworth expansions for $t$-statistics of an arbitrary order using computer algebra and combinatorial algorithms. To incorporate various versions of mean-based statistics, we introduce Adjusted…
In 1993, Fishburn and Graham established the following qualitative extension of the classical Erd\H{o}s-Szekeres theorem. If $N$ is sufficiently large with respect to $n$, then any $N\times N$ real matrix contains an $n\times n$ submatrix…
We consider three new classes of exponential dispersion models of discrete probability distributions which are defined by specifying their variance functions in their mean value parameterization. In a previous paper (Bar-Lev and Ridder,…
We obtain new bounds on complete rational exponential sums with sparse polynomials modulo a prime, under some mild conditions on the degrees of the monomials of such polynomials. These bounds, when they apply, give explicit versions of a…
We compute the leading asymptotics as $N\to\infty$ of the maximum of the field $Q_N(q)= \log\det|q- A_N|$, $q\in \mathbb{C}$, for any unitarily invariant Hermitian random matrix $A_N$ associated to a non-critical real-analytic potential.…
While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…
We compute the second order asymptotics of the maximum of the absolute value of the log-characteristic polynomial of random Jacobi matrices whose coefficients satisfy some exponential integrability condition. In particular, by the…
We investigate a generic problem of learning pairwise exponential family graphical models with pairwise sufficient statistics defined by a global mapping function, e.g., Mercer kernels. This subclass of pairwise graphical models allow us to…
We consider polynomials which take integer values on the integers (IVPs), and satisfy an additional growth condition on the natural numbers. Elkies and Speyer, answering a question by Dimitrov, showed there is a critical exponential growth…
We consider the problem of estimating covariance and precision matrices, and their associated discriminant coefficients, from normal data when the rank of the covariance matrix is strictly smaller than its dimension and the available sample…
We investigate extreme values of Mahonian and Eulerian distributions arising from counting inversions and descents of random elements of finite Coxeter groups. To this end, we construct a triangular array of either distribution from a…
In this paper we study a class of dynamical systems generated by iterations of multivariate polynomials and estimate the degreegrowth of these iterations. We use these estimates to bound exponential sums along the orbits of these dynamical…
The study of probabilistic models for the analysis of complex networks represents a flourishing research field. Among the former, Exponential Random Graphs (ERGs) have gained increasing attention over the years. So far, only linear ERGs…
We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…