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We study a system of $N$ qubits with a random Hamiltonian obtained by drawing coupling constants from Gaussian distributions in various ways. This results in a rich class of systems which include the GUE and the fixed $q$ SYK theories. Our…

High Energy Physics - Theory · Physics 2023-12-25 Takanori Anegawa , Norihiro Iizuka , Arkaprava Mukherjee , Sunil Kumar Sake , Sandip P. Trivedi

We consider a method to jointly estimate sparse precision matrices and their underlying graph structures using dependent high-dimensional datasets. We present a penalized maximum likelihood estimator which encourages both sparsity and…

Applications · Statistics 2016-08-22 Adria Caballe , Natalia Bochkina , Claus Mayer

Many popular network models rely on the assumption of (vertex) exchangeability, in which the distribution of the graph is invariant to relabelings of the vertices. However, the Aldous-Hoover theorem guarantees that these graphs are dense or…

Machine Learning · Statistics 2017-02-07 Diana Cai , Trevor Campbell , Tamara Broderick

We consider the ensemble of $N\times N$ ($N\gg 1$) symmetric random matrices with the bimodal independent distribution of matrix elements: each element could be either "1" with the probability $p$, or "0" otherwise. We pay attention to the…

Statistical Mechanics · Physics 2014-09-29 S. K. Nechaev

In the high-dimensional sparse modeling literature, it has been crucially assumed that the sparsity structure of the model is homogeneous over the entire population. That is, the identities of important regressors are invariant across the…

Methodology · Statistics 2014-11-20 Sokbae Lee , Yuan Liao , Myung Hwan Seo , Youngki Shin

We revisit the derivation of the density of states of sparse random matrices. We derive a recursion relation that allows one to compute the spectrum of the matrix of incidence for finite trees that determines completely the low…

Condensed Matter · Physics 2009-11-07 Guilhem Semerjian , Leticia F. Cugliandolo

The spectral density of various ensembles of sparse symmetric random matrices is analyzed using the cavity method. We consider two cases: matrices whose associated graphs are locally tree-like, and sparse covariance matrices. We derive a…

Disordered Systems and Neural Networks · Physics 2009-11-13 Tim Rogers , Koujin Takeda , Isaac Pérez Castillo , Reimer Kühn

The study of dissipation and decoherence in generic open quantum systems recently led to the investigation of spectral and steady-state properties of random Lindbladian dynamics. A natural question is then how realistic and universal those…

Statistical Mechanics · Physics 2020-10-22 Lucas Sá , Pedro Ribeiro , Tankut Can , Tomaž Prosen

Recent years have seen an increasing popularity of learning the sparse \emph{changes} in Markov Networks. Changes in the structure of Markov Networks reflect alternations of interactions between random variables under different regimes and…

Machine Learning · Statistics 2017-01-10 Song Liu , Kenji Fukumizu , Taiji Suzuki

We consider learning a sparse pairwise Markov Random Field (MRF) with continuous-valued variables from i.i.d samples. We adapt the algorithm of Vuffray et al. (2019) to this setting and provide finite-sample analysis revealing sample…

Machine Learning · Computer Science 2020-10-29 Abhin Shah , Devavrat Shah , Gregory W. Wornell

Symmetric matrices with zero row sums occur in many theoretical settings and in real-life applications. When the offdiagonal elements of such matrices are i.i.d. random variables and the matrices are large, the eigenvalue distributions…

Disordered Systems and Neural Networks · Physics 2023-06-27 Pawat Akara-pipattana , Oleg Evnin

We study the mixing behavior of random Lindblad generators with no symmetries, using the dynamical map or propagator of the dissipative evolution. In particular, we determine the long-time behavior of a dissipative form factor, which is the…

Quantum Physics · Physics 2020-05-12 Tankut Can

We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…

Computation · Statistics 2019-04-23 Linda S. L. Tan , David J. Nott

This paper presents the Poisson-randomized gamma dynamical system (PRGDS), a model for sequentially observed count tensors that encodes a strong inductive bias toward sparsity and burstiness. The PRGDS is based on a new motif in Bayesian…

Machine Learning · Statistics 2019-10-30 Aaron Schein , Scott W. Linderman , Mingyuan Zhou , David M. Blei , Hanna Wallach

Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…

Statistical Mechanics · Physics 2021-06-02 Xudong Wang , Yao Chen

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…

Probability · Mathematics 2021-03-08 James MacLaurin

In this paper we investigate the eigenvalue statistics of exponentially weighted ensembles of full binary trees and $p$-branching star graphs. We show that spectral densities of corresponding adjacency matrices demonstrate peculiar…

Statistical Mechanics · Physics 2017-08-02 V. Kovaleva , Yu. Maximov , S. Nechaev , O. Valba

We develop a formalism to compute the statistics of the second largest eigenpair of weighted sparse graphs with $N\gg 1$ nodes, finite mean connectivity and bounded maximal degree, in cases where the top eigenpair statistics is known. The…

Statistical Mechanics · Physics 2021-04-20 Vito A R Susca , Pierpaolo Vivo , Reimer Kühn

One plus two-body embedded Gaussian orthogonal ensemble of random matrices with parity [EGOE(1+2)-$\pi$] generated by a random two-body interaction (modeled by GOE in two particle spaces) in the presence of a mean-field, for spinless…

Nuclear Theory · Physics 2011-06-24 Manan Vyas , V. K. B. Kota , P. C. Srivastava

We analyse the stability of linear dynamical systems defined on sparse, random graphs with predator-prey, competitive, and mutualistic interactions. These systems are aimed at modelling the stability of fixed points in large systems defined…

Statistical Mechanics · Physics 2025-01-30 Andrea Marcello Mambuca , Chiara Cammarota , Izaak Neri
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