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We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for the largest eigenvalue and the…

Mathematical Physics · Physics 2021-08-25 Yuriy Stepanov , Hendrik Herrmann , Thomas Guhr

This paper investigates the behaviour of the spectrum of generally correlated Gaussian random matrices whose columns are zero-mean independent vectors but have different correlations, under the specific regime where the number of their…

Information Theory · Computer Science 2014-12-30 Abla Kammoun , M. S. Alouini

We study the Restricted Isometry Property of a random matrix $\Gamma$ with independent isotropic log-concave rows. To this end, we introduce a parameter $\Gamma_{k,m}$ that controls uniformly the operator norm of sub-matrices with $k$ rows…

We provide a general framework for constructing probability distributions on Riemannian manifolds, taking advantage of area-preserving maps and isometries. Control over distributions' properties, such as parameters, symmetry and modality…

Statistics Theory · Mathematics 2022-04-22 Fernando Galaz-Garcia , Marios Papamichalis , Kathryn Turnbull , Simon Lunagomez , Edoardo Airoldi

This work provides a survey of the general class of distributions generated from the mixture of the beta random variables. We provide an extensive review of the literature, concerning generating new distributions via the inverse CDF…

Methodology · Statistics 2020-05-12 Palash Sharma

We study the problem of generating connected random graphs with no self-loops or multiple edges and that, in addition, have a given degree sequence. The generation method we focus on is the edge-switching Markov-chain method, whose…

Discrete Mathematics · Computer Science 2011-07-01 Alexandre O. Stauffer , Valmir C. Barbosa

This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…

Numerical Analysis · Mathematics 2025-09-23 Anastasia Kireeva , Joel A. Tropp

Matrix variate beta (MVB) distributions are used in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. In this approach a unified methodology is proposed to…

Statistics Theory · Mathematics 2014-09-05 A. Bekker , M. Arashi

Existing nonnegative matrix factorization methods focus on learning global structure of the data to construct basis and coefficient matrices, which ignores the local structure that commonly exists among data. In this paper, we propose a new…

Machine Learning · Computer Science 2019-07-10 Chong Peng , Zhao Kang , Chenglizhao Chen , Qiang Cheng

Markov-chain Monte Carlo algorithms rely on trial moves that are either rejected or accepted based on certain criteria. Here, we provide an efficient algorithm to generate random rotation matrices in four dimensions (4D) covering an…

Computational Physics · Physics 2023-02-14 Jakob Tómas Bullerjahn , Balázs Fábián , Gerhard Hummer

We introduce and develop the concept of dispersion formation control, bridging a gap between shape-assembly studies in physics and biology and formation control theory. In current formation control studies, the control objectives typically…

Systems and Control · Electrical Eng. & Systems 2025-09-25 Jin Chen , Jesus Bautista Villar , Bayu Jayawardhana , Hector Garcia de Marina

Consider $n$ points distributed uniformly in $[0,1]^d$. Form a graph by connecting two points if their mutual distance is no greater than $r(n)$. This gives a random geometric graph, $\gnrn$, which is connected for appropriate $r(n)$. We…

Probability · Mathematics 2007-05-23 Sanatan Rai

A generalization of the random geometric graph (RGG) model is proposed by considering a set of points uniformly and independently distributed on a rectangle of unit area instead of on a unit square [0,1]^2. The topological properties of the…

Physics and Society · Physics 2015-05-20 Ernesto Estrada , Matthew Sheerin

We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of…

Mathematical Physics · Physics 2018-07-06 Bertrand Eynard , Taro Kimura , Sylvain Ribault

We propose the following model of a random graph on n vertices. Let F be a distribution in R_+^{n(n-1)/2} with a coordinate for every pair i$ with 1 \le i,j \le n. Then G_{F,p} is the distribution on graphs with n vertices obtained by…

Combinatorics · Mathematics 2011-08-09 Alan Frieze , Santosh Vempala , Juan Vera

We analyze the spectral properties of the high-dimensional random geometric graph $G(n, d, p)$, formed by sampling $n$ i.i.d vectors $\{v_i\}_{i=1}^{n}$ uniformly on a $d$-dimensional unit sphere and connecting each pair $\{i,j\}$ whenever…

Probability · Mathematics 2026-02-11 Yifan Cao , Yizhe Zhu

Traditionally, graph neural networks have been trained using a single observed graph. However, the observed graph represents only one possible realization. In many applications, the graph may encounter uncertainties, such as having…

Machine Learning · Computer Science 2024-10-10 See Hian Lee , Feng Ji , Kelin Xia , Wee Peng Tay

Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and…

High Energy Physics - Theory · Physics 2009-10-30 Sanjay Jain

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Carey E. Priebe , Joshua T. Vogelstein

Map makers have long searched for a way to construct cartograms -- maps in which the sizes of geographic regions such as countries or provinces appear in proportion to their population or some other analogous property. Such maps are…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michael T. Gastner , M. E. J. Newman
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