Related papers: The Smallest Singular Value of a Shifted Random Ma…

We study the problem of approximating the eigenspectrum of a symmetric matrix $\mathbf A \in \mathbb{R}^{n \times n}$ with bounded entries (i.e., $\|\mathbf A\|_{\infty} \leq 1$). We present a simple sublinear time algorithm that…

Regularization by the sum of singular values, also referred to as the trace norm, is a popular technique for estimating low rank rectangular matrices. In this paper, we extend some of the consistency results of the Lasso to provide…

Let $U$ and $V$ be two independent $N$ by $N$ random matrices that are distributed according to Haar measure on $U(N)$. Let $\Sigma$ be a non-negative deterministic $N$ by $N$ matrix. The single ring theorem [26] asserts that the empirical…

An $n \times m$ non-negative matrix with row sum $m$ and column sum $n$ is called doubly stochastic. We answer the problem of finding doubly stochastic matrices of smallest posible support for every $1 <n \leq m$. Any matrix of minimum…

We propose a variational tail bound for norms of random vectors under moment assumptions on their one-dimensional marginals. A simplified version of the bound that parametrizes the ``aggregating distribution'' using a certain pushforward of…

For a given positive random variable $V>0$ and a given $Z\sim N(0,1)$ independent of $V$, we compute the scalar $t_0$ such that the distance between $Z\sqrt{V}$ and $Z\sqrt{t_0}$ in the $L^2(\R)$ sense, is minimal. We also consider the same…

Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

We consider $\ell_1$-Rank-$r$ Approximation over GF(2), where for a binary $m\times n$ matrix ${\bf A}$ and a positive integer $r$, one seeks a binary matrix ${\bf B}$ of rank at most $r$, minimizing the column-sum norm $||{\bf A} -{\bf…

For every $2n\times 2n$ real positive definite matrix $A,$ there exists a real symplectic matrix $M$ such that $M^TAM=\diag(D,D),$ where $D$ is the $n\times n$ positive diagonal matrix with diagonal entries $d_1(A)\le \cdots\le d_n(A).$ The…

We present a very general chaining method which allows one to control the supremum of the empirical process $\sup_{h \in H} |N^{-1}\sum_{i=1}^N h^2(X_i)-\E h^2|$ in rather general situations. We use this method to establish two main…

We consider a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered random variables, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random variables taking value $1$…

Our main interest is the low-rank approximation of a matrix in R^m.n under a weighted Frobenius norm. This norm associates a weight to each of the (m x n) matrix entries. We conjecture that the number of approximations is at most min(m, n).…

Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…

Let $X=(X_1,X_2, X_3)$ be a Gaussian random vector such that $X\sim \mathcal{N} (0,\Sigma)$. We consider the problem of determining the matrix $\Sigma$, up to permutation, based on the knowledge of the distribution of…

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

We prove that few largest (and most important) eigenvalues of random symmetric matrices of various kinds are very strongly concentrated. This strong concentration enables us to compute the means of these eigenvalues with high precision. Our…

We investigate the second order asymptotic behavior of trimmed sums $T_n=\frac 1n \sum_{i=\kn+1}^{n-\mn}\xin$, where $\kn$, $\mn$ are sequences of integers, $0\le \kn < n-\mn \le n$, such that $\min(\kn, \mn) \to \infty$, as $\nty$, the…

A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…

We examine the open problem of finding the shortest string that contains each of the n! permutations of n symbols as contiguous substrings (i.e., the shortest superpermutation on n symbols). It has been conjectured that the shortest…