Related papers: Stochastic matrices and majorization in max algebr…
Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…
For orthoposets we introduce a binary relation Delta and a binary operator d(x,y) which are generalizations of the binary relation C and the commutator c(x,y), respectively, known for orthomodular lattices. We characterize orthomodular…
There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…
We define a doubly stochastic operator on a finite dimensional simplex and study the limit behavior of the trajectories under doubly stochastic operators. We prove that except for certain points, the trajectory of a point, under the doubly…
The alternate row and column scaling algorithm applied to a positive $n\times n$ matrix $A$ converges to a doubly stochastic matrix $S(A)$, sometimes called the \emph{Sinkhorn limit} of $A$. For every positive integer $n$, a two parameter…
This paper is primarily concerned with the problem of maximality for the sum $A+B$ and composition $L^{*}ML$ in non-reflexive Banach space settings under qualifications constraints involving the domains of $A,B,M$. Here $X$, $Y$ are Banach…
Monotonicity and convex analysis arise naturally in the framework of multi-marginal optimal transport theory. However, a comprehensive multi-marginal monotonicity and convex analysis theory is still missing. To this end we study extensions…
We explore the conjectured duality between a class of large $N$ matrix integrals, known as multicritical matrix integrals (MMI), and the series $(2m-1,2)$ of non-unitary minimal models on a fluctuating background. We match the critical…
In an Euclidean Jordan algebra V of rank n, an element x is said to be majorized by an element y, if the corresponding eigenvalue vector of x is majorized by the eigenvalue vector of y in R^n. In this article, we describe pointwise…
We study the computability of the operator norm of a matrix with respect to norms induced by linear operators. Our findings reveal that this problem can be solved exactly in polynomial time in certain situations, and we discuss how it can…
We define strict and lax orthogonal factorization systems on double categories. These consist of an orthogonal factorization system on arrows and one on double cells that are compatible with each other. Our definitions are motivated by…
We give a numerical characterization of mutual orthogonality (that is, complementarity) for subalgebras. In order to give such a characterization for mutually orthogonal subalgebras $A$ and $B$ of the $k \times k$ matrix algebra…
We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which essentially consists in expressing any supermartingale of class $(\mathcal{D})$ as a conditional expectation of some running supremum process.…
Let $\textbf{k}$ be an algebraically closed field. We classify all maximal $\textbf{k}$-subalgebras of any one-dimensional finitely generated $\textbf{k}$-domain. In dimension two, we classify all maximal $\textbf{k}$-subalgebras of…
Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…
In this paper, we study the Fenchel-Rockafellar duality and the Lagrange duality in the general frame work of vector spaces without topological structures. We utilize the geometric approach, inspired from its successful application by B. S.…
The Boolean matrix factorization problem consists in approximating a matrix by the Boolean product of two smaller Boolean matrices. To obtain optimal solutions when the matrices to be factorized are small, we propose SAT and MaxSAT…
It is known that the solvability of a Sylvester equation over max-plus algebra can be determined in polynomial time by verifying its principal solution. A succinct representation of the principal solution is presented, with a more accurate…
We investigate the properties of uniform doubly stochastic random matrices, that is non-negative matrices conditioned to have their rows and columns sum to 1. The rescaled marginal distributions are shown to converge to exponential…
In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a…