Related papers: The Restricted Isometry Property of Block Diagonal…

Motivated by the general matrix deviation inequality for i.i.d ensemble Gaussian matrix, we study its universality property. As a starting point for this problem, we show that this property holds for $\ell_{p}$-norm with $1\leq p< \infty$…

We prove a Bernstein inequality for vector-valued self-normalized martingales. We first give an alternative perspective of the corresponding sub-Gaussian bound due to Abbasi-Yadkori et al. via a PAC-Bayesian argument with Gaussian priors.…

We study convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms (Andrieu and Roberts [Ann. Statist. 37 (2009) 697-725]). We find that the asymptotic variance of the pseudo-marginal algorithm is always at least as…

Associated to any complex Wishart matrix $W$ of parameters $(dn,dm)$ and any linear map $\varphi:M_n(\mathbb C)\to M_n(\mathbb C)$ is the "block-modified" matrix $\tilde{W}=(id\otimes\varphi)W$. Following some previous work with Nechita, we…

In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…

We consider inhomogeneous square random matrices of size $N$ with independent entries of mean 0 and finite variance. We assume that the variance profile of this matrix is doubly stochastic and has a band-like structure with an appropriately…

We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…

The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

We prove that there is a residual subset of the Gromov-Hausdorff space (i.e. the space of all compact metric spaces up to isometry endowed with the Gromov-Hausdorff distance) whose points enjoy several unexpected properties. In particular,…

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

We pursue various restricted variable generalizations of the Chevalley-Warning theorem for low degree polynomial systems over a finite field. Our first such result involves variables restricted to Cartesian products of the Vandermonde…

We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…

We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…

We improve and expand in two directions the theory of norms on complex matrices induced by random vectors. We first provide a simple proof of the classification of weakly unitarily invariant norms on the Hermitian matrices. We use this to…

This note demonstrates that it is possible to bound the expectation of an arbitrary norm of a random matrix drawn from the Stiefel manifold in terms of the expected norm of a standard Gaussian matrix with the same dimensions. A related…

Marginal likelihood, also known as model evidence, is a fundamental quantity in Bayesian statistics. It is used for model selection using Bayes factors or for empirical Bayes tuning of prior hyper-parameters. Yet, the calculation of…

Supersymmetric domain-wall spacetimes that lift to Ricci-flat solutions of M-theory admit generalized Heisenberg (2-step nilpotent) isometry groups. These metrics may be obtained from known cohomogeneity one metrics of special holonomy by…

We show that the distribution of elements $H$ in the Hessian matrices associated with amorphous materials exhibit singularities $P(H) \sim {\lvert H \rvert}^{\gamma}$ with an exponent $\gamma < 0$, as $\lvert H \rvert \to 0$. We exploit the…

We develop an operator-theoretic framework for stability and statistical concentration in nonlinear inverse problems with block-structured parameters. Under a unified set of assumptions combining blockwise Lipschitz geometry, local…