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This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use matrices but may not be accustomed to thinking about…

Probability · Mathematics 2021-01-11 Elizabeth Meckes

We study spectra and localization properties of Euclidean random matrices. The problem is approximately mapped onto that of a matrix defined on a random graph. We introduce a powerful method to find the density of states and the…

Statistical Mechanics · Physics 2009-11-10 S. Ciliberti , T. S. Grigera , V. Martin-Mayor , G. Parisi , P. Verrocchio

Wave localization occurs in all types of vibrating systems, in acoustics, mechanics, optics, or quantum physics. It arises either in systems of irregular geometry (weak localization) or in disordered systems (Anderson localization). We…

Disordered Systems and Neural Networks · Physics 2011-07-05 Marcel Filoche , Svitlana Mayboroda

This paper considers the problem of approximating the inverse of the wave-equation Hessian, also called normal operator, in seismology and other types of wave-based imaging. An expansion scheme for the pseudodifferential symbol of the…

Numerical Analysis · Mathematics 2015-03-17 Laurent Demanet , Pierre-David Létourneau , Nicolas Boumal , Henri Calandra , Jiawei Chiu , Stanley Snelson

The existing randomized algorithms need an initial estimation of the tubal rank to compute a tensor singular value decomposition. This paper proposes a new randomized fixedprecision algorithm which for a given third-order tensor and a…

Numerical Analysis · Mathematics 2024-04-09 Salman Ahmadi-Asl

It is shown that a random binary process with impulse-like autocorrelation can be generated by randomizing the length of symbols occurring in a random Bernoulli process. Such randomization is achieved by random (or judiciously designed…

Signal Processing · Electrical Eng. & Systems 2020-06-30 W. J. Szajnowski

A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…

Numerical Analysis · Mathematics 2020-09-02 Lexing Ying

Tensors of order three or higher have found applications in diverse fields, including image and signal processing, data mining, biomedical engineering and link analysis, to name a few. In many applications that involve for example time…

Data Structures and Algorithms · Computer Science 2018-09-05 Davoud Ataee Tarzanagh , George Michailidis

Transformers have impressive generalization capabilities on tasks with a fixed context length. However, they fail to generalize to sequences of arbitrary length, even for seemingly simple tasks such as duplicating a string. Moreover, simply…

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

Contrary to traditional deterministic notions of algorithmic fairness, this paper argues that fairly allocating scarce resources using machine learning often requires randomness. We address why, when, and how to randomize by proposing…

Computers and Society · Computer Science 2024-06-21 Shomik Jain , Kathleen Creel , Ashia Wilson

In many areas of machine learning, it becomes necessary to find the eigenvector decompositions of large matrices. We discuss two methods for reducing the computational burden of spectral decompositions: the more venerable Nystom extension…

Machine Learning · Statistics 2011-07-22 Darren Homrighausen , Daniel J. McDonald

We prove localization with high probability on sets of size of order $N/\log N$ for the eigenvectors of non-Hermitian finitely banded $N\times N$ Toeplitz matrices $P_N$ subject to small random perturbations, in a very general setting. As…

Spectral Theory · Mathematics 2023-08-02 Anirban Basak , Martin Vogel , Ofer Zeitouni

I propose an orthogonalization procedure preserving the grading of the initial graded set of linearly independent vectors. In particular, this procedure is applicable for orthonormalization of any countable set of polynomials in several…

Classical Analysis and ODEs · Mathematics 2015-06-26 I. A. Shereshevski\uı

Placement and routing are two indispensable and challenging (NP-hard) tasks in modern chip design flows. Compared with traditional solvers using heuristics or expert-well-designed algorithms, machine learning has shown promising prospects…

Machine Learning · Computer Science 2022-03-01 Junchi Yan , Xianglong Lyu , Ruoyu Cheng , Yibo Lin

We propose a new method for clustering based on the local minimization of the \gamma-divergence, which we call the spontaneous clustering. The greatest advantage of the proposed method is that it automatically detects the number of clusters…

Methodology · Statistics 2013-05-01 Akifumi Notsu , Osamu Komori , Shinto Eguchi

A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…

Numerical Analysis · Mathematics 2022-07-12 Junfeng Yin , Nan Li , Ning Zheng

In this paper, a new optimization framework is defined that includes the optimization framework recently proposed in [1]-[2] as a special case. The convex optimization in [1]-[2] includes centralized optimization and distributed…

Systems and Control · Electrical Eng. & Systems 2019-11-26 S. Sh. Alaviani

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

This paper presents a novel problem of creating and regulating localization and navigation illusions considering two agents: a receiver and a producer. A receiver is moving on a plane localizing itself using the intensity of signals from…

Robotics · Computer Science 2025-04-28 Lorenzo Medici , Steven M. LaValle , Basak Sakcak
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