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Statistical inference of the dependence between objects often relies on covariance matrices. Unless the number of features (e.g. data points) is much larger than the number of objects, covariance matrix cleaning is necessary to reduce…

Risk Management · Quantitative Finance 2021-06-09 Christian Bongiorno , Damien Challet

We compare two established and a new method for the calculation of spectral bounds for Hessian matrices on hyperrectangles by applying them to a large collection of 1522 objective and constraint functions extracted from benchmark global…

Optimization and Control · Mathematics 2013-09-06 Moritz Schulze Darup , Martin Kastsian , Stefan Mross , Martin Mönnigmann

In this article, the enumeration of partial chord diagrams is discussed via matrix model techniques. In addition to the basic data such as the number of backbones and chords, we also consider the Euler characteristic, the backbone spectrum,…

Multiple rotation averaging plays a crucial role in computer vision and robotics domains. The conventional optimization-based methods optimize a nonlinear cost function based on certain noise assumptions, while most previous learning-based…

Computer Vision and Pattern Recognition · Computer Science 2024-09-17 Shiqi Li , Jihua Zhu , Yifan Xie , Naiwen Hu , Mingchen Zhu , Zhongyu Li , Di Wang

This paper derives a perturbation bound on the optimal subspace estimator obtained from a subset of its canonical projections contaminated by noise. This fundamental result has important implications in matrix completion, subspace…

Machine Learning · Statistics 2022-06-30 Karan Srivastava , Daniel L. Pimentel-Alarcón

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

Graph learning from data represents a canonical problem that has received substantial attention in the literature. However, insufficient work has been done in incorporating prior structural knowledge onto the learning of underlying…

Machine Learning · Statistics 2019-04-23 Sandeep Kumar , Jiaxi Ying , José Vinícius de M. Cardoso , Daniel Palomar

For a fixed symmetric matrix A and symmetric perturbation E we develop purely deterministic bounds on how invariant subspaces of A and A+E can differ when measured by a suitable "row-wise" metric rather than via traditional measures of…

Numerical Analysis · Mathematics 2020-06-22 Anil Damle , Yuekai Sun

In the first part of this paper, the main concern is with smoothness properties of the boundary of the pseudospectrum of a matrix polynomial. In the second part, results are obtained concerning the number of connected components of…

Spectral Theory · Mathematics 2007-05-23 Lyonell Boulton , Peter Lancaster , Panayiotis Psarrakos

Clinical machine learning applications are often plagued with confounders that are clinically irrelevant, but can still artificially boost the predictive performance of the algorithms. Confounding is especially problematic in mobile health…

Applications · Statistics 2018-11-29 Elias Chaibub Neto

The conventional rounding error analysis provides worst-case bounds with an associated failure probability and ignores the statistical property of the rounding errors. In this paper, we develop a new statistical rounding error analysis for…

Numerical Analysis · Mathematics 2025-11-04 Yiming Fang , Li Chen

In this paper, we predict the covariance matrices of both the power spectrum and the bispectrum, including full non-Gaussian contributions, redshift space distortions, linear bias effects and shot-noise corrections, using perturbation…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-15 Naonori S. Sugiyama , Shun Saito , Florian Beutler , Hee-Jong Seo

Transmission matrices, mapping the propagation of light from one end of the tissue to the other, form an important mathematical tool in the analysis of tissue scattering and the design of wavefront shaping systems. To understand the…

Optics · Physics 2025-04-01 Anat Levin , Marina Alterman

Using a supersymmetry formalism, we reduce exactly the problem of electron motion in an external potential to a new supermatrix model valid at all distances. All approximate nonlinear sigma models obtained previously for disordered systems…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 K. B. Efetov , G. Schwiete , K. Takahashi

Border complexity captures functions that can be approximated by low-complexity ones. Debordering is the task of proving an upper bound on some non-border complexity measure in terms of a border complexity measure, thus getting rid of…

Computational Complexity · Computer Science 2025-10-16 Pranjal Dutta , Vladimir Lysikov

The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

Variational formulations of reconstruction in computed tomography have the notable drawback of requiring repeated evaluations of both the forward Radon transform and either its adjoint or an approximate inverse transform which are…

Numerical Analysis · Mathematics 2017-05-23 Richard C. Barnard , Rick Archibald

Neural networks offer a computationally efficient approximation of model predictive control, but they lack guarantees on the resulting controlled system's properties. Formal certification of neural networks is crucial for ensuring safety,…

Optimization and Control · Mathematics 2025-02-05 Philip Sosnin , Calvin Tsay

Two different approaches have recently been proposed for boundary handling in convolutional sparse representations, avoiding potential boundary artifacts arising from the circular boundary conditions implied by the use of frequency domain…

Computer Vision and Pattern Recognition · Computer Science 2017-11-09 Brendt Wohlberg , Paul Rodriguez

Bootstrap techniques (also called resampling computation techniques) have introduced new advances in modeling and model evaluation. Using resampling methods to construct a series of new samples which are based on the original data set,…

Statistics Theory · Mathematics 2007-06-13 Riadh Kallel , Marie Cottrell , Vincent Vigneron