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We consider two independent q-Gaussian random variables X and Y and a function f chosen in such a way that f(X) and X have the same distribution. For 0 < q < 1 we find that at least the fourth moments of X + Y and f(X) + Y are different. We…

funct-an · Mathematics 2009-10-28 Hans van Leeuwen , Hans Maassen

Riemannian Gaussian distributions were initially introduced as basic building blocks for learning models which aim to capture the intrinsic structure of statistical populations of positive-definite matrices (here called covariance…

Statistics Theory · Mathematics 2023-02-16 Salem Said , Simon Heuveline , Cyrus Mostajeran

In this paper all deformations of the general linear group, subject to certain restrictions which in particular ensure a smooth passage to the Lie group limit, are obtained. Representations are given in terms of certains sets of creation…

High Energy Physics - Theory · Physics 2009-10-28 D. B. Fairlie , J. Nuyts

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…

Quantum Physics · Physics 2018-03-07 Siddhartha Das , George Siopsis , Christian Weedbrook

We construct an ensemble of correlation matrices from high-frequency foreign exchange market data, with one matrix for every day for 446 days. The matrices are symmetric and have vanishing diagonal elements after subtracting the identity…

Statistical Finance · Quantitative Finance 2023-06-13 George Barnes , Sanjaye Ramgoolam , Michael Stephanou

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

In this paper we explore the set of linear maps sending the set of quantum Gaussian states into itself. These maps are in general not positive, a feature which can be exploited as a test to check whether a given quantum state belongs to the…

Quantum Physics · Physics 2015-05-21 Giacomo De Palma , Andrea Mari , Vittorio Giovannetti , Alexander S. Holevo

The new method of q-bosonization for quantum groups based on the Gauss decomposition of a transfer matrix of generators is suggested. The simplest example of the quantum group $GL_q(2)$ is considered in some details.

q-alg · Mathematics 2008-02-03 E. V. Damaskinsky , M. A. Sokolov

This paper aims at presenting a few models of quantum dynamics whose description involves the analysis of random unitary matrices for which dynamical localization has been proven to hold. Some models come from physical approximations…

Mathematical Physics · Physics 2011-05-03 Alain Joye

We consider $\rm R$-matrix realization of the quantum deformations of the loop algebras $\tilde{\mathfrak{g}}$ corresponding to non-exceptional affine Lie algebras of type $\hat{\mathfrak{g}}=A^{(1)}_{N-1}$, $B^{(1)}_n$, $C^{(1)}_n$,…

Mathematical Physics · Physics 2022-07-07 A. Liashyk , S. Z. Pakuliak

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

Machine Learning · Statistics 2017-09-20 Carl Jidling , Niklas Wahlström , Adrian Wills , Thomas B. Schön

Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum…

Statistical Mechanics · Physics 2018-07-20 Zhao-Yu Han , Jun Wang , Heng Fan , Lei Wang , Pan Zhang

The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…

Statistical Mechanics · Physics 2009-11-10 Fabricio Toscano , Raul O. Vallejos , Constantino Tsallis

The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

Statistical Mechanics · Physics 2009-10-28 Gary Oas

In this paper we investigate a quantum stochastic calculus build of creation, annihilation and number of particles operators which fulfill some deformed commutation relations. Namely, we introduce a deformation of a number of particles…

Mathematical Physics · Physics 2007-05-23 Piotr Sniady

By abstracting a connection between gauge symmetry and gauge identity on a noncommutative space, we analyse star (deformed) gauge transformations with usual Leibnitz rule as well as undeformed gauge transformations with a twisted Leibnitz…

High Energy Physics - Theory · Physics 2008-11-26 Rabin Banerjee , Saurav Samanta