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In this paper, our focus lies on the study of the second-order variational analysis of orthogonally invariant matrix functions. It is well-known that an orthogonally invariant matrix function is an extended-real-value function defined on…

Optimization and Control · Mathematics 2025-03-06 Jiahuan He , Chao Kan , Wen Song

We introduce discrepancy values, quantities inspired by the notion of the spectral spread of Hermitian matrices. We define them as the discrepancy between two consecutive Ky-Fan-like seminorms. As a result, discrepancy values share many…

Functional Analysis · Mathematics 2022-06-16 Pourya Habib Zadeh , Suvrit Sra

For hypothesis testing of functional parameters, given a functional statistic $T_n$ and a functional depth $D$ with respect to the distribution $P_n$ of $T_n$, we propose the depth value $DT_n \equiv D(T_n;P_n)$ as a test statistic, which…

Methodology · Statistics 2026-03-10 Hyemin Yeon

We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the…

Methodology · Statistics 2018-09-26 Richard Spady , Sami Stouli

Symmetric positive definite~(SPD) matrices have shown important value and applications in statistics and machine learning, such as FMRI analysis and traffic prediction. Previous works on SPD matrices mostly focus on discriminative models,…

Machine Learning · Computer Science 2023-12-14 Yunchen Li , Zhou Yu , Gaoqi He , Yunhang Shen , Ke Li , Xing Sun , Shaohui Lin

Vector-valued discrete Fourier transforms (DFTs) and ambiguity functions are defined. The motivation for the definitions is to provide realistic modeling of multi-sensor environments in which a useful time-frequency analysis is essential.…

Functional Analysis · Mathematics 2017-06-20 Travis D. Andrews , John J. Benedetto , Jeffrey J. Donatelli

The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 M. Bertola , B. Eynard , J. Harnad

Diffusion probabilistic models (DPMs) represent a class of powerful generative models. Despite their success, the inference of DPMs is expensive since it generally needs to iterate over thousands of timesteps. A key problem in the inference…

Machine Learning · Computer Science 2022-05-04 Fan Bao , Chongxuan Li , Jun Zhu , Bo Zhang

In some practical learning tasks, such as traffic video analysis, the number of available training samples is restricted by different factors, such as limited communication bandwidth and computation power. Determinantal Point Process (DPP)…

Machine Learning · Computer Science 2023-08-17 Xiwen Chen , Huayu Li , Rahul Amin , Abolfazl Razi

Diffusion probabilistic models (DPMs) are a class of powerful deep generative models (DGMs). Despite their success, the iterative generation process over the full timesteps is much less efficient than other DGMs such as GANs. Thus, the…

Machine Learning · Computer Science 2022-06-16 Fan Bao , Chongxuan Li , Jiacheng Sun , Jun Zhu , Bo Zhang

Perturbation or error bounds of functions have been of great interest for a long time. If the functions are differentiable, then the mean value theorem and Taylor's theorem come handy for this purpose. While the former is useful in…

Functional Analysis · Mathematics 2017-04-04 Priyanka Grover

Dual feasible functions (DFFs) have been used to provide bounds for standard packing problems and valid inequalities for integer optimization problems. In this paper, the connection between general DFFs and a particular family of…

Optimization and Control · Mathematics 2018-12-04 Matthias Köppe , Jiawei Wang

Multivariable, real-valued functions induce matrix-valued functions defined on the space of d-tuples of n-times-n pairwise-commuting self-adjoint matrices. We examine the geometry of this space of matrices and conclude that the best notion…

Functional Analysis · Mathematics 2017-01-20 Kelly Bickel

In this paper, we fully characterize the duality mapping over the space of matrices that are equipped with Schatten norms. Our approach is based on the analysis of the saturation of the H\"older inequality for Schatten norms. We prove in…

Functional Analysis · Mathematics 2020-09-17 Shayan Aziznejad , Michael Unser

The advent of data-driven real-time applications requires the implementation of Deep Neural Networks (DNNs) on Machine Learning accelerators. Google's Tensor Processing Unit (TPU) is one such neural network accelerator that uses systolic…

Machine Learning · Computer Science 2020-10-27 Shamik Kundu , Ahmet Soyyiğit , Khaza Anuarul Hoque , Kanad Basu

This paper is concerned with the efficient evaluation of higher-order derivatives of functions $f$ that are composed of matrix operations. I.e., we want to compute the $D$-th derivative tensor $\nabla^D f(X) \in \mathbb R^{N^D}$, where…

Data Structures and Algorithms · Computer Science 2016-09-08 Sebastian F. Walter

The partition function for unitary two matrix models is known to be a double KP tau-function, as well as providing solutions to the two dimensional Toda hierarchy. It is shown how it may also be viewed as a Borel sum regularization of…

Exactly Solvable and Integrable Systems · Physics 2023-08-02 J. Harnad , A. Yu. Orlov

In this work we propose a generalization of the Hadamard product between two matrices to a tensor-valued, multi-linear product between k matrices for any $k \ge 1$. A multi-linear dual operator to the generalized Hadamard product is…

Number Theory · Mathematics 2007-05-23 Hristo S. Sendov

Fundamental duality is a concept which refers to two irreducible, heterogeneous principles which are in opposite and complementary of each other. The complementary principle in quantum mechanics is also praised by Bohr. This important…

General Physics · Physics 2023-01-31 B. T. T. Wong

Consider a system $X = ((x_\xi(t)), \xi \in \Omega_N)_{t \geq 0}$ of interacting Fleming-Viot diffusions with mutation and selection which is a strong Markov process with continuous paths and state space $(\CP(\I))^{\Omega_N}$, where $\I$…

Probability · Mathematics 2011-04-07 Donald A. Dawson , Andreas Greven
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