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This article is an introductory review of random matrix theory (RMT) and its applications, with special focus on quantum chaos. Random matrices were first used by Wigner to understand the spectra of complex nuclei from a statistical…

Statistical Mechanics · Physics 2019-05-28 Akhilesh Pandey , Avanish Kumar , Sanjay Puri

Model-based analysis tools, built on assumptions and simplifications, are difficult to handle smart grids with data characterized by 4Vs data. This paper, using random matrix theory (RMT), motivates data-driven tools to perceive the complex…

Methodology · Statistics 2017-07-20 X. He , Q. Ai , C. Qiu , W. Huang , L. Piao , H. Liu

Magnetic Resonance Spectroscopy (MRS) provides valuable information to help with the identification and understanding of brain tumors, yet MRS is not a widely available medical imaging modality. Aiming to counter this issue, this research…

Computer Vision and Pattern Recognition · Computer Science 2018-08-24 Nathan J Olliverre , Guang Yang , Gregory Slabaugh , Constantino Carlos Reyes-Aldasoro , Eduardo Alonso

This review covers recent results concerning the estimation of large covariance matrices using tools from Random Matrix Theory (RMT). We introduce several RMT methods and analytical techniques, such as the Replica formalism and Free…

Statistical Mechanics · Physics 2017-02-01 Joël Bun , Jean-Philippe Bouchaud , Marc Potters

Multivariate Pattern (MVP) classification holds enormous potential for decoding visual stimuli in the human brain by employing task-based fMRI data sets. There is a wide range of challenges in the MVP techniques, i.e. decreasing noise and…

Machine Learning · Statistics 2016-12-28 Muhammad Yousefnezhad , Daoqiang Zhang

Random matrix theory (RMT) provides a framework to study the spectral fluctuations in physical systems. RMT is capable of making predictions for the fluctuations only after the removal of the secular properties of the spectrum. Spectral…

Statistical Mechanics · Physics 2018-03-02 Sherif M. Abuelenin

We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between $n$ independent data vectors, drawn uniformly from the unit sphere in $\mathbb{R}^d$. This study is…

Probability · Mathematics 2023-05-09 Yue M. Lu , Horng-Tzer Yau

Random Matrix Theory (RMT) is applied to analyze the weight matrices of Deep Neural Networks (DNNs), including both production quality, pre-trained models such as AlexNet and Inception, and smaller models trained from scratch, such as…

Machine Learning · Computer Science 2019-01-25 Charles H. Martin , Michael W. Mahoney

The analysis of electrical impulse phenomena in cardiac muscle tissue is important for the diagnosis of heart rhythm disorders and other cardiac pathophysiology. Cardiac mapping techniques acquire local temporal measurements and combine…

Medical Physics · Physics 2022-03-21 Jan Lebert , Namita Ravi , Flavio Fenton , Jan Christoph

The subspace-based techniques are widely utilized in various scientific fields, and they need accurate estimation of the signal subspace dimension. The classic RMT estimator for model order estimation based on random matrix theory assumes…

Information Theory · Computer Science 2025-05-06 Huiyue Yi , Wuxiong Zhang , Hui Xu

This thesis addresses two persistent and closely related challenges in modern deep learning, reliability and efficiency, through a unified framework grounded in Spectral Geometry and Random Matrix Theory (RMT). As deep networks and large…

Machine Learning · Computer Science 2026-02-27 Davide Ettori

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

Estimating the number of signals embedded in noise is a fundamental problem in signal processing. As a classic estimator based on random matrix theory (RMT), the RMT estimator estimates the number of signals via sequentially testing the…

Information Theory · Computer Science 2019-11-27 Huiyue Yi

This contribution to the proceedings of the Cracow meeting on `Applications of Random Matrix Theory' summarizes a series of studies, some old and others more recent on financial applications of Random Matrix Theory (RMT). We first review…

Data Analysis, Statistics and Probability · Physics 2008-12-02 M. Potters , J. P. Bouchaud , L. Laloux

Data produced by resting-state functional Magnetic Resonance Imaging are widely used to infer brain functional connectivity networks. Such networks correlate neural signals to connect brain regions, which consist in groups of dependent…

Methodology · Statistics 2023-12-05 Hanâ Lbath , Alexander Petersen , Sophie Achard

Functional magnetic resonance imaging (fMRI) is widely used for studying and diagnosing brain disorders, with functional connectivity (FC) matrices providing powerful representations of large-scale neural interactions. However, existing…

Tissues and Organs · Quantitative Biology 2026-04-17 Qianyu Chen , Shujian Yu

Functional Magnetic Resonance Imaging~(fMRI) is widely used to study activation in the human brain. In most cases, data are commonly used to construct activation maps corresponding to a given paradigm. Results can be very variable, hence…

Applications · Statistics 2022-05-04 Ranjan Maitra

The random vector functional link (RVFL) network is well-regarded for its strong generalization capabilities in the field of machine learning. However, its inherent dependencies on the square loss function make it susceptible to noise and…

Machine Learning · Computer Science 2024-10-08 M. Sajid , A. Quadir , M. Tanveer

The traffic behavior of University of Louisville network with the interconnected backbone routers and the number of Virtual Local Area Network (VLAN) subnets is investigated using the Random Matrix Theory (RMT) approach. We employ the…

Networking and Internet Architecture · Computer Science 2007-06-19 Viktoria Rojkova , Mehmed Kantardzic