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We consider full Bayesian inference in the multivariate normal mean model in the situation that the mean vector is sparse. The prior distribution on the vector of means is constructed hierarchically by first choosing a collection of nonzero…

Statistics Theory · Mathematics 2012-11-07 Ismaël Castillo , Aad van der Vaart

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

Probability · Mathematics 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen

We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random with replacement. These matrices have a one-to-one correspondence with the…

Information Theory · Computer Science 2013-07-16 Bubacarr Bah , Jared Tanner

The main contribution of this article is a new prior distribution over directed acyclic graphs, which gives larger weight to sparse graphs. This distribution is intended for structured Bayesian networks, where the structure is given by an…

Machine Learning · Statistics 2015-04-28 Felix L. Rios , John M. Noble , Timo J. T. Koski

The Cohen-Lenstra heuristic is a universal principle that assigns to each group a probability that tells how often this group should occur "in nature". The most important, but not the only, applications are sequences of class groups, which…

Number Theory · Mathematics 2010-05-03 Johannes Lengler

The Cohen-Lenstra-Martinet Heuristics gives a prediction of the distribution of $\operatorname{Cl}_K[p^\infty]$ whne $K$ runs over $\Gamma$-fields and $p\nmid|\Gamma|$. In this paper, we prove several results on the distribution of ideal…

Number Theory · Mathematics 2025-02-18 Weitong Wang

In this paper, we study the combinatorial relations between the cokernels $\text{cok}(A_n+px_iI_n)$ ($1 \le i \le m$) where $A_n$ is an $n \times n$ matrix over the ring of $p$-adic integers $\mathbb{Z}_p$, $I_n$ is the $n \times n$…

Combinatorics · Mathematics 2024-07-04 Jiwan Jung , Jungin Lee

We determine the rank of a random matrix over an arbitrary field with prescribed numbers of non-zero entries in each row and column. As an application we obtain a formula for the rate of low-density parity check codes. This formula…

Combinatorics · Mathematics 2024-06-21 Amin Coja-Oghlan , Alperen A. Ergür , Pu Gao , Samuel Hetterich , Maurice Rolvien

We calculate the distribution of the scattering matrix at the Fermi level for chaotic normal-superconducting systems for the case of arbitrary coupling of the scattering region to the scattering channels. The derivation is based on the…

Mesoscale and Nanoscale Physics · Physics 2009-06-06 B. Béri

The objective of this paper is to introduce an approach to the study of the nonasymptotic distribution of prime numbers. The natural numbers are represented by theorem 1 in the matrix form ^2N. The first column of the infinite matrix ^2N…

Number Theory · Mathematics 2007-05-23 Lubomir Alexandrov

For random integer matrices $M_1,\ldots,M_k \in \operatorname{Mat}_n(\mathbb{Z})$ with independent entries, we study the distribution of the cokernel $\operatorname{cok}(M_1 \cdots M_k)$ of their product. We show that this distribution…

Probability · Mathematics 2023-12-01 Hoi H. Nguyen , Roger Van Peski

We generalize the Cohen-Lenstra heuristics over function fields to \'{e}tale group schemes $G$ (with the classical case of abelian groups corresponding to constant group schemes). By using the results of Ellenberg-Venkatesh-Westerland, we…

Number Theory · Mathematics 2019-03-27 Michael Lipnowski , Jacob Tsimerman

Correlation matrices are the sub-class of positive definite real matrices with all entries on the diagonal equal to unity. Earlier work has exhibited a parametrisation of the corresponding Cholesky factorisation in terms of partial…

Statistics Theory · Mathematics 2020-07-31 P. J. Forrester , Jiyuan Zhang

Let $\mathbf {x}_1,\ldots,\mathbf {x}_n$ be a random sample from a $p$-dimensional population distribution, where $p=p_n\to\infty$ and $\log p=o(n^{\beta})$ for some $0<\beta\leq1$, and let $L_n$ be the coherence of the sample correlation…

Probability · Mathematics 2014-02-26 Qi-Man Shao , Wen-Xin Zhou

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

Statistics Theory · Mathematics 2026-02-02 Partha Sarkar , Kshitij Khare , Malay Ghosh , Matt P. Wand

Let $M_n$ be a class of symmetric sparse random matrices, with independent entries $M_{ij} = \delta_{ij} \xi_{ij}$ for $i \leq j$. $\delta_{ij}$ are i.i.d. Bernoulli random variables taking the value $1$ with probability $p \geq…

Probability · Mathematics 2018-02-20 Kyle Luh , Van Vu

Let $\mathbf{A}_{n,m;k}$ be a random $n \times m$ matrix with entries from some field $\mathbb{F}$ where there are exactly $k$ non-zero entries in each column, whose locations are chosen independently and uniformly at random from the set of…

Combinatorics · Mathematics 2020-02-20 Colin Cooper , Alan Frieze , Wesley Pegden

Asymptotic distribution for the proportional covariance model under multivariate normal distributions is derived. To this end, the parametrization of the common covariance matrix by its Cholesky root is adopted. The derivations are made in…

Statistics Theory · Mathematics 2021-03-23 Myung Geun Kim

This paper is devoted to the evaluation of the generating series of the connection coefficients of the double cosets of the hyperoctahedral group. Hanlon, Stanley, Stembridge (1992) showed that this series, indexed by a partition $\nu$,…

Combinatorics · Mathematics 2010-11-24 Alejandro H. Morales , Ekaterina A. Vassilieva

We expose an interesting connection between the distribution of local spectral density of states arising in the theory of disordered systems and the notion of superstatistics introduced by Beck and Cohen and recently incorporated in random…

Statistical Mechanics · Physics 2007-06-13 A. Y. Abul-Magd