Related papers: Gaussian Random Matrix Models for q-deformed Gauss…
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…
In this paper, we propose a parametrised factor that enables inference on Gaussian networks where linear dependencies exist among the random variables. Our factor representation is effectively a generalisation of traditional Gaussian…
Permutation invariant Gaussian matrix models were recently developed for applications in computational linguistics. A 5-parameter family of models was solved. In this paper, we use a representation theoretic approach to solve the general…
We develop a method for the random sampling of (multimode) Gaussian states in terms of their covariance matrix, which we refer to as a random quantum covariance matrix (RQCM). We analyze the distribution of marginals and demonstrate that…
The algebraic formulation of the quantum group gauge models in the framework of the $R$-matrix approach to the theory of quantum groups is given. We consider gauge groups taking values in the quantum groups and noncommutative gauge fields…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
The Gaussian matrix model is known to deform to the $q,t$-matrix model. We consider further deformation to the elliptic $q,t$ matrix model by properly deforming the Gaussian density as well as the Vandermonde factor. Properties of an…
Constructions in type-driven compositional distributional semantics associate large collections of matrices of size $D$ to linguistic corpora. We develop the proposal of analysing the statistical characteristics of this data in the…
The Gauss decompositions of the quantum groups, related to classical Lie groups and supergroups are considered by the elementary algebraic and $R$-matrix methods. The commutation relations between new basis generators (which are introduced…
We study a family of (multivariate-)Gaussian Hamiltonian Monte Carlo (GHMC) operators and prove that the family of Gaussian distributions and their mixtures are invariant under such operators. Furthermore, each such operator is a…
A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…
Gaussian graphical models are parametric statistical models for jointly normal random variables whose dependence structure is determined by a graph. In previous work, we introduced trek separation, which gives a necessary and sufficient…
We present a novel approach to study eigenvalues of deformed random matrices. This approach applies to many deformed Gaussian matrix models; two such models are studied in detail: the deformed GOE and the spiked population model.
A method for computing the mixed moments of (not necessarily commutative) random vectors from the first order moments, the $q$-commutators between the annihilation and creation operators, and the $q$-commutators between the annihilation and…
We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices…
We construct a family of metric-deformed gauge theories based on a recently introduced $q$-Dirac operator $D_q = \gamma^\mu \sqrt{|g^{\mu\mu}|}\partial_\mu$, which arises from a deformed D'Alembertian $\Box_q = |g^{00}|\partial_t^2 - \sum_i…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
In this article we formulate the CLT associated to Gaussian operators of type B -- see \cite{BEH15}, where important role is played by colored pair partitions. Then we present a certain family of noncommutative random matrix models for the…
We find certain functional identities for the Gauss q-power function of a sum of q-commuting variables. Then we use these identities to obtain two-parameter twists of the quantum affine algebra U_q (\hat{sl}_2) and of the Yangian Y(sl_2).…
Banded matrices can be used as precision matrices in several models including linear state-space models, some Gaussian processes, and Gaussian Markov random fields. The aim of the paper is to make modern inference methods (such as…