Related papers: Exponential growth of random determinants beyond i…
We consider ideals involving the maximal minors of a polynomial matrix. For example, those arising in the computation of the critical values of a polynomial restricted to a variety for polynomial optimisation. Gr\"obner bases are a…
Causal Bayesian networks are widely used tools for summarising the dependencies between variables and elucidating their putative causal relationships. By restricting the search to trees, for example, learning the optimum from data is…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
We propose a determinant-free approach for simulation-based Bayesian inference in high-dimensional Gaussian models. We introduce auxiliary variables with covariance equal to the inverse covariance of the model. The joint probability of the…
We extend the well-known and widely used Exponential Random Graph Model (ERGM) by including nodal random effects to compensate for heterogeneity in the nodes of a network. The Bayesian framework for ERGMs proposed by Caimo and Friel (2011)…
Inspired by the prospect of having discretized spaces emerge from random graphs, we construct a collection of simple and explicit exponential random graph models that enjoy, in an appropriate parameter regime, a roughly constant vertex…
Upper exponential inequalities for the tail probabilities of the centered and normalized number of triangles in the Erd\"{o}s-R\'{e}nyi graph are obtained, where the probability of every edge is fixed. The result is formulated in terms of…
Let A be an n*n random matrix with mean zero and independent inhomogeneous non-constant subgaussian entries. We get that for any k<c\sqrt{n}, the probability of the matrix has a lower rank than n-k that is sub-exponential. Furthermore, we…
This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form $\mathcal{W}_N=\Sigma^{1/2}XX^*\Sigma ^{1/2}$. Here, $X=(x_{ij})_{M,N}$ is an…
In this paper we review and compare the numerical evaluation of those probability distributions in random matrix theory that are analytically represented in terms of Painlev\'e transcendents or Fredholm determinants. Concrete examples for…
For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is…
A characterization of the exponential distribution based on equidistribution conditions for maxima of random samples with consecutive sizes n-1 and n for an arbitrary and fixed n>2 is proved. This solves an open problem stated recently in…
We study the exponential stability of evolutionary equations. The focus is laid on second order problems and we provide a way to rewrite them as a suitable first order evolutionary equation, for which the stability can be proved by using…
Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…
One can recover sparse multivariate trigonometric polynomials from few randomly taken samples with high probability (as shown by Kunis and Rauhut). We give a deterministic sampling of multivariate trigonometric polynomials inspired by…
The number of spanning trees in the giant component of the random graph $\G(n, c/n)$ ($c>1$) grows like $\exp\big\{m\big(f(c)+o(1)\big)\big\}$ as $n\to\infty$, where $m$ is the number of vertices in the giant component. The function $f$ is…
Consider a random symmetric matrix with i.i.d.~entries on and above its diagonal that are products of Bernoulli random variables and random variables with sub-Gaussian tails. Such a matrix will be called a sparse Wigner matrix and can be…
We consider a product of $2 \times 2$ random matrices which appears in the physics literature in the analysis of some 1D disordered models. These matrices depend on a parameter $\epsilon >0$ and on a positive random variable $Z$. Derrida…
Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…
Exponential family extensions of principal component analysis (EPCA) have received a considerable amount of attention in recent years, demonstrating the growing need for basic modeling tools that do not assume the squared loss or Gaussian…