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We prove two basic conjectures on the distribution of the smallest singular value of random n times n matrices with independent entries. Under minimal moment assumptions, we show that the smallest singular value is of order n^{-1/2}, which…

Probability · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin

By a result of Heinrich, Novak, Wasilkowski and Wo\'zniakowski the inverse of the star discrepancy $n(d,\varepsilon)$ satisfies $n(d,\varepsilon)\leq c_{\abs}d\varepsilon^{-2}$. Equivalently for any $N$ and $d$ there exists a set of $N$…

Probability · Mathematics 2014-08-12 Thomas Löbbe

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…

Probability · Mathematics 2017-09-13 Michael Schrempp

Associated to each graph G is a Gaussian graphical model. Such models are often used in high-dimensional settings, i.e. where there are relatively few data points compared to the number of variables. The maximum likelihood threshold of a…

Statistics Theory · Mathematics 2023-12-07 Daniel Irving Bernstein , Hayden Outlaw

Charles L. Dodgson, also known as Lewis Carroll, in his book "Pillow problems" from 1893 asked for the likelihood of a random triangle to be obtuse. Clearly, the answer to Dodgson's question depends strongly on the assumed random…

Probability · Mathematics 2025-08-27 Theodore D. Drivas , Michael Retakh

The Gaussian Correlation Conjecture states that for any two symmetric, convex sets in n-dimensional space and for any centered, Gaussian measure on that space, the measure of the intersection is greater than or equal to the product of the…

Probability · Mathematics 2016-09-06 Gideon Schechtman , Thomas Schlumprecht , Joel Zinn

Abstract: The number of points $x=(x_1 ,x_2 ,...x_n)$ that lie in an integer cube $C$ in $R^n$ and satisfy the constraints $\sum_j h_{ij}(x_j )=s_i ,1\le i\le d$ is approximated by an Edgeworth-corrected Gaussian formula based on the…

Methodology · Statistics 2010-08-10 Alexander Barvinok , J. A. Hartigan

Santal\'o calculated the measures for all positions of a moving line segment in which it lies inside a fixed circle and intersects this circle in one or two points. From these measures he concluded hitting probabilities for a line segment…

Metric Geometry · Mathematics 2019-05-08 Uwe Bäsel

We establish thresholds for the feasibility of random multi-graph alignment in two models. In the Gaussian model, we demonstrate an "all-or-nothing" phenomenon: above a critical threshold, exact alignment is achievable with high…

Statistics Theory · Mathematics 2026-05-25 Louis Vassaux , Laurent Massoulié

A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which the sample covariance achieves optimal estimation error.…

Statistics Theory · Mathematics 2025-10-16 Lap Chi Lau , Akshay Ramachandran

We study the problem of finding confidence ellipsoids for an arbitrary distribution in high dimensions. Given samples from a distribution $D$ and a confidence parameter $\alpha$, the goal is to find the smallest volume ellipsoid $E$ which…

Data Structures and Algorithms · Computer Science 2026-05-12 Chao Gao , Liren Shan , Vaidehi Srinivas , Aravindan Vijayaraghavan

Knapsack is one of the most fundamental problems in theoretical computer science. In the $(1 - \epsilon)$-approximation setting, although there is a fine-grained lower bound of $(n + 1 / \epsilon) ^ {2 - o(1)}$ based on the $(\min,…

Data Structures and Algorithms · Computer Science 2025-08-12 Xiao Mao

We consider a $d$-dimensional random field $u=(u(x), x\in D)$ that solves a system of elliptic stochastic equations on a bounded domain $D\subset \mathbb{R}^k$, with additive white noise and spatial dimension $k=1,2,3$. Properties of $u$…

Probability · Mathematics 2017-08-23 Marta Sanz-Solé , Noèlia Viles

New bounds on the number of similar or directly similar copies of a pattern within a finite subset of the line or the plane are proved. The number of equilateral triangles whose vertices all lie within an $n$-point subset of the plane is…

Combinatorics · Mathematics 2016-11-22 Bernardo Abrego , Silvia Fernandez-Merchant , Daniel J. Katz , Levon Kolesnikov

We consider the problem of recovering an unknown matching between a set of $n$ randomly placed points in $\mathbb{R}^d$ and random perturbations of these points. This can be seen as a model for particle tracking and more generally, entity…

Statistics Theory · Mathematics 2024-03-27 Lucas da Rocha Schwengber , Roberto Imbuzeiro Oliveira

We study the problem of computationally efficient robust estimation of the covariance/scatter matrix of elliptical distributions -- that is, affine transformations of spherically symmetric distributions -- under the strong contamination…

Data Structures and Algorithms · Computer Science 2025-04-15 Gleb Novikov

We propose two new conformity scores for conformal prediction, in a general multivariate regression framework. The underlying score functions are based on a covariance analysis of the residuals and the input points. We give theoretical…

Statistics Theory · Mathematics 2025-06-30 Iain Henderson , Adrien Mazoyer , Fabrice Gamboa

The problem of fitting concentric ellipses is a vital problem in image processing, pattern recognition, and astronomy. Several methods have been developed but all address very special cases. In this paper, this problem has been investigated…

Computation · Statistics 2024-02-16 Ali Al-Sharadqah , Giulano Piga

Hardy conjectured that the error term arising from approximating the number of lattice points lying in a radius-$R$ disc by its area is $O(R^{1/2+o(1)})$. One source of support for this conjecture is a folklore heuristic that uses i.i.d.…

Number Theory · Mathematics 2023-05-18 Stephen Lester , Igor Wigman