Related papers: Level Repulsion in Constrained Gaussian Random-Mat…
Random matrix theory has proven very successful in the understanding of the spectra of chaotic systems. Depending on symmetry with respect to time reversal and the presence or absence of a spin 1/2 there are three ensembles, the Gaussian…
Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…
The distribution of higher order level spacings, i.e. the distribution of $\{s_{i}^{(n)}=E_{i+n}-E_{i}\}$ with $n\geq 1$ is derived analytically using a Wigner-like surmise for Gaussian ensembles of random matrix as well as Poisson…
We provide a novel family of generative block-models for random graphs that naturally incorporates degree distributions: the block-constrained configuration model. Block-constrained configuration models build on the generalised…
A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…
Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…
We consider the Laguerre Unitary Ensemble (LUE), the set of $n\times n$ sample covariance matrices $M = \frac{1}{n}X^*X$ where the $m\times n$ ($n \le m$) matrix $X$ has i.i.d. standard complex Gaussian entries. In particular we are…
Gaussian Graphical Models (GGMs) have wide-ranging applications in machine learning and the natural and social sciences. In most of the settings in which they are applied, the number of observed samples is much smaller than the dimension…
Let $E/F$ be a quadratic extension of non-Archimedean local fields of characteristic 0. Let $D$ be the unique quaternion division algebra over $F$ and fix an embedding of $E$ to $D$. Then, $\mathrm{GL}_m(D)$ can be regarded as a subgroup of…
The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…
We develop a new upper bound on the capacity of the relay channel that is tighter than previously known upper bounds. This upper bound is proved using traditional weak converse techniques involving mutual information inequalities and…
We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded…
Three important properties of a classification machinery are: (i) the system preserves the core information of the input data; (ii) the training examples convey information about unseen data; and (iii) the system is able to treat…
We introduce and study a new interacting particles model with a wall and two kinds of interactions - blocking and pushing - which maintain particles in a certain order. We show that it involves a random matrix model.
In constrained stochastic optimization, one naturally expects that imposing a stricter feasible set does not increase the statistical risk of an estimator defined by projection onto that set. In this paper, we show that this intuition can…
We study the convergence of cluster and virial expansions for systems of particles subject to positive two-body interactions. Our results strengthen and generalize existing lower bounds on the radii of convergence and on the value of the…
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…
This paper studies the contraction property of time-varying differential-algebraic equation (DAE) systems by embedding them to higher-dimension ordinary differential equation (ODE) systems. The first result pertains to the equivalence of…
We study a special class of non-convex quadratic programs subject to two (possibly indefinite) quadratic constraints when the level sets of the constraint functions are {\it not} arranged {\it alternatively.} It is shown in the paper that…
Random tensor models for a generic complex tensor generalize matrix models in arbitrary dimensions and yield a theory of random geometries. They support a 1/N expansion dominated by graphs of spherical topology. Their Schwinger Dyson…