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We consider matrix-model representations of the meander problem which describes, in particular, combinatorics for foldings of closed polymer chains. We introduce a supersymmetric matrix model for describing the principal meander numbers.…
This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate…
The Stochastic Backscatter Model involves the generation of a set of random variables characterised by prescribed correlations in space and time. These variables are obtained by smoothing an initially uncorrelated random field, which…
We discuss a random matrix model of systems with an approximate symmetry and present the spectral fluctuation statistics and eigenvector characteristics for the model. An acoustic resonator like, e.g., an aluminium plate may have an…
Finding a good way to model probability densities is key to probabilistic inference. An ideal model should be able to concisely approximate any probability while being also compatible with two main operations: multiplications of two models…
A new approximation of the discriminant of a second order periodic differential equation is presented as a recursive summation of the evaluation of its excitation function at different values of time. The new approximation is obtained, at…
In this paper, we study robust covariance estimation under the approximate factor model with observed factors. We propose a novel framework to first estimate the initial joint covariance matrix of the observed data and the factors, and then…
This paper reports on recent work to compute the asymptotic solution of a n-th order ordinary differential equation. Symbolic methods are used to compute the asymptotics over a large region. Application is made to the computation of the…
We define the empirical spectral distribution (ESD) of a random matrix polynomial with invertible leading coefficient, and we study it for complex $n \times n$ Gaussian monic matrix polynomials of degree $k$. We obtain exact formulae for…
We are concerned with the behavior of the eigenvalues of renormalized sample covariance matrices of the form C_n=\sqrt{\frac{n}{p}}\left(\frac{1}{n}A_{p}^{1/2}X_{n}B_{n}X_{n}^{*}A_{p}^{1/2}-\frac{1}{n}\tr(B_{n})A_{p}\right) as $p,n\to…
We consider complex sample covariance matrices $M_N=\frac{1}{N}YY^*$ where $Y$ is a $N \times p$ random matrix with i.i.d. entries $Y_{ij}, 1\leq i\leq N, 1\leq j \leq p$ with distribution $F$. Under some regularity and decay assumption on…
In many applied fields incomplete covariate vectors are commonly encountered. It is well known that this can be problematic when making inference on model parameters, but its impact on prediction performance is less understood. We develop a…
I present a new approximation of the $S$-matrix dependence on momentum $q$, formulated as a sum of a rational function and a truncated Sinc series. This approach enables pointwise determination of the $S$ matrix with specified resolution,…
We provide a complete pipeline for the detection of patterns of interest in an image. In our approach, the patterns are assumed to be adequately modeled by a known template, and are located at unknown positions and orientations that we aim…
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…
A spectral mixture (SM) kernel is a flexible kernel used to model any stationary covariance function. Although it is useful in modeling data, the learning of the SM kernel is generally difficult because optimizing a large number of…
A differentiable digital signal processing (DDSP) autoencoder is a musical sound synthesizer that combines a deep neural network (DNN) and spectral modeling synthesis. It allows us to flexibly edit sounds by changing the fundamental…
This article deals with the numerical approximation of effective coefficients in stochastic homogenization of discrete linear elliptic equations. The originality of this work is the use of a well-known abstract spectral representation…
In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…
Given a probability distribution in R^n with general (non-white) covariance, a classical estimator of the covariance matrix is the sample covariance matrix obtained from a sample of N independent points. What is the optimal sample size N =…