Related papers: Random Matrix Theory by the Supersymmetry Method B…
In the present work, we introduce a Self-Consistent Density-Functional Embedding technique, which leaves the realm of standard energy-functional approaches in Density Functional Theory and targets directly the density-to-potential mapping…
The Douglas-Rachford (DR) method is a widely used method for finding a point in the intersection of two closed convex sets (feasibility problem). However, the method converges weakly and the associated rate of convergence is hard to analyze…
The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…
The physics of supersymmetry is reviewed from the perspective of physics at ever increasing energies. Starting from the minimal supersymmetric extension of the Standard Model at the electroweak scale, we proceed to higher energies seeking…
Reinforcement learning provides a framework for learning to control which actions to take towards completing a task through trial-and-error. In many applications observing interactions is costly, necessitating sample-efficient learning. In…
We study the corrections to $\epsilon^\prime /\epsilon$ in the minimal supersymmetric model at the leading order in QCD and QED. Supersymmetry can increase the standard model prediction for $\epsilon^\prime /\epsilon$ by at most 40\% for…
Imbalanced Learning is an important learning algorithm for the classification models, which have enjoyed much popularity on many applications. Typically, imbalanced learning algorithms can be partitioned into two types, i.e., data level…
We provide an order of convergence for a version of the Carath\'eodory convergence for the multiple SLE model with a Dyson Brownian motion driver towards its hydrodynamic limit, for $\beta=1$ and $\beta=2$. The result is obtained by…
We show that sparsity constrained optimization problems over low dimensional spaces tend to have a small duality gap. We use the Shapley-Folkman theorem to derive both data-driven bounds on the duality gap, and an efficient primalization…
We study estimation of an $s$-sparse signal in the $p$-dimensional Gaussian sequence model with equicorrelated observations and derive the minimax rate. A new phenomenon emerges from correlation, namely the rate scales with respect to…
Semiclassical methods are extremely important in the subjects of wave packet and coherent state dynamics. Unfortunately, these essentially saddle point approximations are considered nearly impossible to carry out in detail for systems with…
We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…
The strict connection between Lie point-symmetries of a dynamical system and its constants of motion is discussed and emphasized, through old and new results. It is shown in particular how the knowledge of a symmetry of a dynamical system…
We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The…
We derive a family of loss functions to train models in the presence of sampling bias. Examples are when the prevalence of a pathology differs from its sampling rate in the training dataset, or when a machine learning practioner rebalances…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…
We study the synchronous dynamics of the Hopfield model when a random antisymmetric part is added to the otherwise symmetric synaptic matrix. We use a generating functional technique to derive analytical expressions for the order parameters…
We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…
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…
This work proposes a very simple random matrix model, the Flip Matrix Model, liable to approximate the behavior of a two dimensional electron in a weak random potential. Its construction is based on a phase space analysis, a suitable…