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We revisit the asymptotic analysis of probabilistic construction of adjacency matrices of expander graphs proposed in [4]. With better bounds we derived a new reduced sample complexity for the number of nonzeros per column of these…

Information Theory · Computer Science 2018-05-17 Bubacarr Bah , Jared Tanner

Let $\xi$ be a non-constant real-valued random variable with finite support, and let $M_{n}(\xi)$ denote an $n\times n$ random matrix with entries that are independent copies of $\xi$. For $\xi$ which is not uniform on its support, we show…

Probability · Mathematics 2021-05-07 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…

Data Structures and Algorithms · Computer Science 2020-01-01 Jean Cardinal , Aurélien Ooms

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

In the dictionary learning (or sparse coding) problem, we are given a collection of signals (vectors in $\mathbb{R}^d$), and the goal is to find a "basis" in which the signals have a sparse (approximate) representation. The problem has…

Machine Learning · Computer Science 2019-05-30 Aditya Bhaskara , Wai Ming Tai

The basic random $k$-SAT problem is: Given a set of $n$ Boolean variables, and $m$ clauses of size $k$ picked uniformly at random from the set of all such clauses on our variables, is the conjunction of these clauses satisfiable? Here we…

Combinatorics · Mathematics 2019-06-13 Joel Larsson , Klas Markström

Many real-world data sets are sparse or almost sparse. One method to measure this for a matrix $A\in \mathbb{R}^{n\times n}$ is the \emph{numerical sparsity}, denoted $\mathsf{ns}(A)$, defined as the minimum $k\geq 1$ such that…

Data Structures and Algorithms · Computer Science 2021-07-06 Vladimir Braverman , Robert Krauthgamer , Aditya Krishnan , Shay Sapir

This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…

Information Theory · Computer Science 2007-07-13 Matthew J. M. Peacock , Iain B. Collings , Michael L. Honig

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…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

This paper studies decision-making and statistical inference for two-sided matching markets via matrix completion. In contrast to the independent sampling assumed in classical matrix completion literature, the observed entries, which arise…

Methodology · Statistics 2025-10-31 Congyuan Duan , Wanteng Ma , Dong Xia , Kan Xu

A function $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is referred to as a Sparse Additive Model (SPAM), if it is of the form $f(\mathbf{x}) = \sum_{l \in \mathcal{S}}\phi_{l}(x_l)$, where $\mathcal{S} \subset [d]$, $|\mathcal{S}| \ll d$.…

Machine Learning · Computer Science 2016-04-20 Hemant Tyagi , Anastasios Kyrillidis , Bernd Gärtner , Andreas Krause

We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…

Probability · Mathematics 2019-04-25 Phil Kopel , Sean O'Rourke , Van Vu

We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…

Probability · Mathematics 2025-12-12 Zeyan Song

Let $A$ be an $n\times n$ random matrix whose entries are i.i.d. with mean $0$ and variance $1$. We present a deterministic polynomial time algorithm which, with probability at least $1-2\exp(-\Omega(\epsilon n))$ in the choice of $A$,…

Probability · Mathematics 2020-12-02 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

It is shown by Karp reduction that deciding the singularity of $(2^n - 1) \times (2^n - 1)$ sparse circulant matrices (SC problem) is NP-complete. We can write them only implicitly, by indicating values of the $2 + n(n + 1)/2$ eventually…

Computational Complexity · Computer Science 2009-09-16 Ilia Toli

An "oblivious subspace embedding (OSE)" given some parameters eps,d is a distribution D over matrices B in R^{m x n} such that for any linear subspace W in R^n with dim(W) = d it holds that Pr_{B ~ D}(forall x in W ||B x||_2 in (1 +/-…

Data Structures and Algorithms · Computer Science 2012-11-07 Jelani Nelson , Huy L. Nguyen

In dictionary learning, also known as sparse coding, the algorithm is given samples of the form $y = Ax$ where $x\in \mathbb{R}^m$ is an unknown random sparse vector and $A$ is an unknown dictionary matrix in $\mathbb{R}^{n\times m}$…

Data Structures and Algorithms · Computer Science 2014-01-06 Sanjeev Arora , Aditya Bhaskara , Rong Ge , Tengyu Ma

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

In this work we study convergence properties of sparse polynomial approximations for a class of affine parametric saddle point problems. Such problems can be found in many computational science and engineering fields, including the Stokes…

Numerical Analysis · Mathematics 2018-09-28 Peng Chen , Omar Ghattas