Related papers: A Linear Time, and Constant Space, Algorithm to Co…
We study the joint distribution of random abelian and non-abelian groups. In the abelian case, we prove several universality results for the joint distribution of the multiple cokernels for random $p$-adic matrices. In the non-abelian case,…
This paper is focused on the statistical analysis of data consisting of a collection of multiple series of probability measures that are indexed by distinct time instants and supported over a bounded interval of the real line. By modeling…
A general jackknife estimator for the asymptotic covariance of moment estimators is considered in the case when the sample is taken from a mixture with varying concentrations of components. Consistency of the estimator is demonstrated. A…
This article presents a strongly polynomial-time algorithm for the general linear programming problem. This algorithm is an implicit reduction procedure that works as follows. Primal and dual problems are combined into a special system of…
We consider the problem of approximating the set of eigenvalues of the covariance matrix of a multivariate distribution (equivalently, the problem of approximating the "population spectrum"), given access to samples drawn from the…
The problem of sampling from the stationary distribution of a Markov chain finds widespread applications in a variety of fields. The time required for a Markov chain to converge to its stationary distribution is known as the classical…
The Wishart model of random covariance or correlation matrices continues to find ever more applications as the wealth of data on complex systems of all types grows. The heavy tails often encountered prompt generalizations of the Wishart…
In this paper, we develop an explicit formula allowing to compute the first k moments of the random count of a pattern in a multi-states sequence generated by a Markov source. We derive efficient algorithms allowing to deal both with low or…
We show that the number of $k$-matching in a given undirected graph $G$ is equal to the number of perfect matching of the corresponding graph $G_k$ on an even number of vertices divided by a suitable factor. If $G$ is bipartite then one can…
This document aims to provide an accessible tutorial on the unbiased estimation of multivariate cumulants, using $k$-statistics. We offer an explicit and general formula for multivariate $k$-statistics of arbitrary order. We also prove that…
We introduce a fast and easy-to-implement simulation algorithm for a multivariate normal distribution truncated on the intersection of a set of hyperplanes, and further generalize it to efficiently simulate random variables from a…
Orthogonal polynomials of several variables have a vector-valued three-term recurrence relation, much like the corresponding one-dimensional relation. This relation requires only knowledge of certain recurrence matrices, and allows simple…
We consider the problem of average consensus in a distributed system comprising a set of nodes that can exchange information among themselves. We focus on a class of algorithms for solving such a problem whereby each node maintains a state…
Multivariate longitudinal data of mixed-type are increasingly collected in many science domains. However, algorithms to cluster this kind of data remain scarce, due to the challenge to simultaneously model the within- and between-time…
We propose a modeling framework for time-varying covariance matrices based on the assumption that the logarithm of a realized covariance matrix follows a matrix-variate oNrmal distribution. By operating in the space of symmetric matrices,…
We study numerical methods for the solution of general linear moment problems, where the solution belongs to a family of nested subspaces of a Hilbert space. Multi-level algorithms, based on the conjugate gradient method and the…
With the advent of ubiquitous monitoring and measurement protocols, studies have started to focus more and more on complex, multivariate and heterogeneous datasets. In such studies, multivariate response variables are drawn from a…
The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
The $K$ sample problem for high-dimensional vector time series is studied, especially focusing on sensor data streams, in order to analyze the second moment structure and detect changes across samples and/or across variables cumulated sum…