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The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…

Statistical Finance · Quantitative Finance 2008-12-02 Camilo Rodrigues Neto , Andr\' e C. R. Martins

We characterize the limiting second order distributions of certain independent complex Wigner and deterministic matrices using Voiculescu's notions of freeness over the diagonal. If the Wigner matrices are Gaussian, Mingo and Speicher's…

Probability · Mathematics 2021-04-14 Camille Male

We introduce a family of random matrices where correlations between matrix elements are induced via interaction-derived Boltzmann factors. Varying these yields access to different ensembles. We find a universal scaling behavior of the…

Statistical Mechanics · Physics 2025-03-06 Abbas Ali Saberi , Sina Saber , Roderich Moessner

Directly interacting particles are considered in the multitime formalism of predictive relativistic mechanics. When the equations of motion leave a phase-space volume invariant, it turns out that the phase average of any first integral,…

High Energy Physics - Theory · Physics 2009-10-30 Ph. Droz-Vincent

Following Feynman's treatment of the non-relativistic polaron problem, similar techniques are used to study relativistic field theories: after integrating out the bosonic degrees of freedom the resulting effective action is formulated in…

High Energy Physics - Theory · Physics 2007-05-23 R. Rosenfelder , C. Alexandrou , A. W. Schreiber

It has been postulated that a good representation is one that disentangles the underlying explanatory factors of variation. However, it remains an open question what kind of training framework could potentially achieve that. Whereas most…

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

High Energy Physics - Phenomenology · Physics 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…

Econometrics · Economics 2021-11-02 Yayi Yan , Jiti Gao , Bin Peng

Disordered systems theory provides powerful tools to analyze the generic behaviors of highdimensional systems, such as species-rich ecological communities or neural networks. By assuming randomness in their interactions, universality…

Populations and Evolution · Quantitative Biology 2025-03-20 Juan Giral Martínez

We investigate a model of high-dimensional dynamical variables with all-to-all interactions that are random and non-reciprocal. We characterize its phase diagram and show that the model can exhibit chaotic dynamics. We show that the…

Disordered Systems and Neural Networks · Physics 2025-12-15 Samantha J. Fournier , Alessandro Pacco , Valentina Ros , Pierfrancesco Urbani

While achieving high prediction accuracy is a fundamental goal in machine learning, an equally important task is finding a small number of features with high explanatory power. One popular selection technique is permutation importance,…

Machine Learning · Statistics 2024-10-02 Min Lu , Hemant Ishwaran

We employ quantum variational methods to investigate a single-site interacting fermion-boson system -- an example of a minimal supersymmetric model that can exhibit spontaneous supersymmetry breaking. Our study addresses the challenges…

Quantum Physics · Physics 2025-10-31 John Kerfoot , Emanuele Mendicelli , David Schaich

We develop an approach to investigate the non-perturbative dynamics of quantum field theories, in which specific vacuum field fluctuations are treated as the low-energy dynamical degrees of freedom, while all other vacuum field…

High Energy Physics - Lattice · Physics 2010-05-12 R. Millo , P. Faccioli , L. Scorzato

Scale-free networks with topology-dependent interactions are studied. It is shown that the universality classes of critical behavior, which conventionally depend only on topology, can also be explored by tuning the interactions. A mapping,…

Disordered Systems and Neural Networks · Physics 2009-11-10 C. V. Giuraniuc , J. P. L. Hatchett , J. O. Indekeu , M. Leone , I. Perez Castillo , B. Van Schaeybroeck , C. Vanderzande

Using an alternative notion of entropy introduced by Datta, the max-entropy, we present a new simplified framework to study the minimizers of the specific free energy for random fields which are weakly dependent in the sense of Lewis,…

Probability · Mathematics 2021-03-30 Piet Lammers , Martin Tassy

We show that the partial transposes of complex Wishart random matrices are asymptotically free. We also investigate regimes where the number of blocks is fixed but the size of the blocks increases. This gives a example where the partial…

Operator Algebras · Mathematics 2019-08-15 James A. Mingo , Mihai Popa

We develop flexible methods of deriving variational inference for models with complex latent variable structure. By splitting the variables in these models into "global" parameters and "local" latent variables, we define a class of…

Computation · Statistics 2019-04-23 Linda S. L. Tan , Aishwarya Bhaskaran , David J. Nott

We study the dynamical properties of small regulatory networks treated as non autonomous dynamical systems called modules when working inside larger networks or, equivalently when subject to external signal inputs. Particular emphasis is…

Molecular Networks · Quantitative Biology 2009-07-07 Ricardo Lima , Arnaud Meyroneinc , Edgardo Ugalde

We motivate and use the concept of free random variables for the studies of the de-pinning transition of flux lines in superconductors as recently discussed by Hatano and Nelson. We derive analytical conditions for the critical points of…

Condensed Matter · Physics 2007-05-23 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed