Related papers: Matrix majorization in large samples
We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…
Let $(T,d)$ be a metric space and $\phi:\mathbb{R}_+\to \mathbb{R}$ an increasing, convex function with $\phi(0)=0$. We prove that if $m$ is a probability measure $m$ on $T$ which is majorizing with respect to $d,\phi$, that is,…
Modern datasets are often in the form of matrices or arrays,potentially having correlations along each set of data indices. For example, data involving repeated measurements of several variables over time may exhibit temporal correlation as…
For $0<q<1$, let $Maj$ be the distribution on the symmetric group $S_n$ such that a permutation $\pi \in S_n$ is selected with probability proportional to $q^{maj(\pi)}$. The distribution has connections to $q$-Plancherel measure. We…
We show that under natural and quite general assumptions, a large part of a matrix for a bounded linear operator on a Hilbert space can be preassigned. The result is obtained in a more general setting of operator tuples leading to…
We study the usual stochastic order between probability measures on preordered topological abelian groups, focusing on asymptotic and catalytic versions of the order. In the asymptotic version, a measure $\mu$ dominates a measure $\nu$ if…
Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…
We estimate the frequency of singular matrices and of matrices of a given rank whose entries are parametrised by arbitrary polynomials over the integers and modulo a prime $p$. In particular, in the integer case, we improve a recent bound…
Let $P=(x_1,\ldots,x_n)$ be a population consisting of $n\ge 2$ real numbers whose sum is zero, and let $k <n$ be a positive integer. We sample $k$ elements from $P$ without replacement and denote by $X_P$ the sum of the elements in our…
Deep neural networks often produce miscalibrated probability estimates, leading to overconfident predictions. A common approach for calibration is fitting a post-hoc calibration map on unseen validation data that transforms predicted…
A new necessary and sufficient condition for the existence of minor left prime factorizations of multivariate polynomial matrices without full row rank is presented. The key idea is to establish a relationship between a matrix and its full…
One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions are a special case where the density matrix is restricted to be diagonal. Density…
A few matrix-vector multiplications with random vectors are often sufficient to obtain reasonably good estimates for the norm of a general matrix or the trace of a symmetric positive semi-definite matrix. Several such probabilistic…
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…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…
This paper studies majorization of high tensor powers of finitely supported probability distributions. Viewing probability distributions as a resource with majorization as a means of transformation corresponds to the resource theory of pure…
The problem of membrane topology in the matrix model of M-theory is considered. The matrix regularization procedure, which makes a correspondence between finite-sized matrices and functions defined on a two-dimensional base space, is…
Following the works by Lin et al. (Circuits Syst. Signal Process. 20(6): 601-618, 2001) and Liu et al. (Circuits Syst. Signal Process. 30(3): 553-566, 2011), we investigate how to factorize a class of multivariate polynomial matrices. The…
Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…