Related papers: Wigner-Dyson Statistics from the Replica Method
We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…
We show the equivalence between the three approximation schemes for self-interacting (1+1)-D scalar field theories. Based on rigorous results of [1, 2], we are able to prove that the Gaussian approximation is very precise for certain limits…
In this paper, we introduce a new and efficient data augmentation approach to the posterior inference of the models with shape parameters when the reciprocal gamma function appears in full conditional densities. Our approach is to…
We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…
We consider the problem of estimating a rank-one perturbation of a Wigner matrix in a setting of low signal-to-noise ratio. This serves as a simple model for principal component analysis in high dimensions. The mutual information per…
This chapter discusses the importance of incorporating three-dimensional symmetries in the context of statistical learning models geared towards the interpolation of the tensorial properties of atomic-scale structures. We focus on Gaussian…
We present a unified technique for sequential estimation of convex divergences between distributions, including integral probability metrics like the kernel maximum mean discrepancy, $\varphi$-divergences like the Kullback-Leibler…
The problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be reformulated as a proxy linear model whose regression…
The distribution of individual Dirac eigenvalues is derived by relating them to the density and higher eigenvalue correlation functions. The relations are general and hold for any gauge theory coupled to fermions under certain conditions…
We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…
Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models…
We study the super and dynamical symmetries of a fermion in a monopole background. The Hamiltonian also involves an additional spin-orbit coupling term, which is parameterized by the gyromagnetic ratio. We construct the superinvariants…
Spectral methods have myriad applications in high-dimensional statistics and data science, and while previous works have primarily focused on $\ell_2$ or $\ell_{2,\infty}$ eigenvector and singular vector perturbation theory, in many…
In this paper a new method for computation of higher order corrections to the saddle point approximation of the Feynman path integral is discussed. The saddle point approximation leads to local Schr\"odinger problems around classical…
We derive Ginsparg-Wilson relation for a lattice chiral symmetry in theories with self-interacting fermions. Auxiliary scalar and pseudo-scalar fields are introduced on a coarse lattice to give an effective description of the fermionic…
We study invariants of bosonic and fermionic (Grassmann-valued) matrices under the adjoint action of $U(N)$, weighted by the fermion number. Such models naturally appear as the supersymmetric indices of supersymmetric gauge theories and are…
We present a unified view of likelihood based Gaussian progress regression for simulation experiments exhibiting input-dependent noise. Replication plays an important role in that context, however previous methods leveraging replicates have…
We investigate fermion--anti-fermion production in 1+1 dimensional QED using real-time lattice techniques. In this non-perturbative approach the full quantum dynamics of fermions is included while the gauge field dynamics can be accurately…
We consider the complex eigenvalues of the induced spherical Ginibre ensemble with symplectic symmetry and establish the local universality of these point processes along the real axis. We derive scaling limits of all correlation functions…
A general calculational method is applied to investigate symmetry relations among divergent amplitudes in a free fermion model. A very traditional work on this subject is revisited. A systematic study of one, two and three point functions…