English
Related papers

Related papers: Optimization-Free Concentrated Matrix-Exponentials

200 papers

While the asymptotic stability of positive linear systems in the presence of bounded time delays has been thoroughly investigated, the theory for nonlinear positive systems is considerably less well-developed. This paper presents a set of…

Systems and Control · Computer Science 2016-11-18 Hamid Reza Feyzmahdavian , Themistoklis Charalambous , Mikael Johansson

In this paper, a class of multivariate matrix-exponential affine mixtures with matrix-exponential marginals is proposed. The class is shown to possess various attractive properties such as closure under size-biased Esscher transform, order…

Risk Management · Quantitative Finance 2022-01-27 Eric C. K. Cheung , Oscar Peralta , Jae-Kyung Woo

The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…

Probability · Mathematics 2023-04-04 George Yanev

The discrete Fourier transform matrix is one of the most important matrices in linear algebra, and submatrices of it arise in a variety of applications. Though the discrete Fourier transform matrix is unitary, its submatrices can be…

Numerical Analysis · Mathematics 2026-04-30 Rikhav Shah , John Urschel

The link with exponential families has allowed $k$-means clustering to be generalized to a wide variety of data generating distributions in exponential families and clustering distortions among Bregman divergences. Getting the framework to…

Machine Learning · Computer Science 2022-11-08 Ehsan Amid , Richard Nock , Manfred Warmuth

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Methodology · Statistics 2022-04-05 Bowen Liu , Malwane M. A. Ananda

In this paper we present results for bivariate exponential distributions which are represented by phase type distributions. The paper extends results from previous publications [5, 14] on this topic by introducing new representations that…

Performance · Computer Science 2021-08-30 Peter Buchholz

Exponential random graph models, or ERGMs, are a flexible and general class of models for modeling dependent data. While the early literature has shown them to be powerful in capturing many network features of interest, recent work…

Methodology · Statistics 2022-01-10 Vishesh Karwa , Sonja Petrović , Denis Bajić

Attention mechanisms take an expectation of a data representation with respect to probability weights. This creates summary statistics that focus on important features. Recently, (Martins et al. 2020, 2021) proposed continuous attention…

Machine Learning · Computer Science 2021-11-16 Alexander Moreno , Supriya Nagesh , Zhenke Wu , Walter Dempsey , James M. Rehg

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

Probability · Mathematics 2013-05-06 Daniel Paulin , Lester Mackey , Joel A. Tropp

We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…

Probability · Mathematics 2023-01-31 Alessandra Bianchi , Francesca Collet , Elena Magnanini

In this paper, we introduce the notion of boundary delay equations, establishing a unified framework for analyzing linear time-invariant systems with pure time-delayed boundary conditions. We establish mild sufficient conditions for the…

Optimization and Control · Mathematics 2025-12-05 Yassine El Gantouh , Yang Liu

Rank-constrained matrix problems appear frequently across science and engineering. The convergence analysis of iterative algorithms developed for these problems often hinges on local error bounds, which correlate the distance to the…

Optimization and Control · Mathematics 2025-10-03 Ruoning Chen , Defeng Sun , Liping Zhang

In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…

Statistics Theory · Mathematics 2020-04-28 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

Exponential families are widely used in machine learning; they include many distributions in continuous and discrete domains (e.g., Gaussian, Dirichlet, Poisson, and categorical distributions via the softmax transformation). Distributions…

We describe \textit{deep exponential families} (DEFs), a class of latent variable models that are inspired by the hidden structures used in deep neural networks. DEFs capture a hierarchy of dependencies between latent variables, and are…

Machine Learning · Statistics 2014-11-11 Rajesh Ranganath , Linpeng Tang , Laurent Charlin , David M. Blei

Fitting a graphical model to a collection of random variables given sample observations is a challenging task if the observed variables are influenced by latent variables, which can induce significant confounding statistical dependencies…

Machine Learning · Statistics 2020-10-20 Armeen Taeb , Parikshit Shah , Venkat Chandrasekaran

The kernel exponential family is a rich class of distributions, which can be fit efficiently and with statistical guarantees by score matching. Being required to choose a priori a simple kernel such as the Gaussian, however, limits its…

Machine Learning · Statistics 2021-01-15 Li Wenliang , Danica J. Sutherland , Heiko Strathmann , Arthur Gretton

Distributions over exchangeable matrices with infinitely many columns, such as the Indian buffet process, are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of…

Methodology · Statistics 2012-09-07 Sinead Williamson , Zoubin Ghahramani , Steven N. MacEachern , Eric P. Xing

This paper analyzes the eigenvalue distribution of neutral differential systems and the corresponding difference systems, and establishes the relationship between the eigenvalue distribution and delay-independent stability of neutral…

Dynamical Systems · Mathematics 2007-05-23 Ping Wei , Qiang Guan , Wensheng Yu , Long Wang
‹ Prev 1 2 3 10 Next ›