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This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-06-01 Rémy Mariétan , Stephan Morgenthaler

{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…

Condensed Matter · Physics 2009-10-22 E. Brezin , A. Zee

Our goal is to study statistical properies of "dielectric resonances" which are poles of conductance of a large random $LC$ network. Such poles are a particular example of eigenvalues $\lambda_n$ of matrix pencils ${\bf H}-\lambda {\bf W}$,…

Condensed Matter · Physics 2009-10-31 Yan V. Fyodorov

The success of machine learning algorithms generally depends on data representation, and we hypothesize that this is because different representations can entangle and hide more or less the different explanatory factors of variation behind…

Machine Learning · Computer Science 2014-04-24 Yoshua Bengio , Aaron Courville , Pascal Vincent

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

Probability · Mathematics 2018-09-17 Benoit Collins , Takahiro Hasebe , Noriyoshi Sakuma

Learning and the ability to learn are important factors in development and evolutionary processes [1]. Depending on the level, the complexity of learning can strongly vary. While associative learning can explain simple learning behaviour…

Neurons and Cognition · Quantitative Biology 2007-05-23 Reimer Kuehn , Ion-Olimpiu Stamatescu

(Partial) ranking loss is a commonly used evaluation measure for multi-label classification, which is usually optimized with convex surrogates for computational efficiency. Prior theoretical work on multi-label ranking mainly focuses on…

Machine Learning · Computer Science 2021-05-12 Guoqiang Wu , Chongxuan Li , Kun Xu , Jun Zhu

This paper focuses on large neural networks whose synaptic connectivity matrices are randomly chosen from certain random matrix ensembles. The dynamics of these networks can be characterized by the eigenvalue spectra of their connectivity…

Disordered Systems and Neural Networks · Physics 2015-06-05 Yi Wei

The purpose of this note is twofold: firstly to improve the known results on variation of extreme eigenvalues of birth and death matrices and random walk matrices; and secondly to progress towards the solution of a thirty years old open…

Probability · Mathematics 2019-06-21 K. Castillo , I. Zaballa

Most machine learning (ML) algorithms have several stochastic elements, and their performances are affected by these sources of randomness. This paper uses an empirical study to systematically examine the effects of two sources: randomness…

Machine Learning · Statistics 2022-06-27 Soham Raste , Rahul Singh , Joel Vaughan , Vijayan N. Nair

This paper looks at a common law legal system as a learning algorithm, models specific features of legal proceedings, and asks whether this system learns efficiently. A particular feature of our model is explicitly viewing various aspects…

Computers and Society · Computer Science 2022-09-12 Jason D. Hartline , Daniel W. Linna , Liren Shan , Alex Tang

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

Statistical Mechanics · Physics 2009-10-30 E. Kanzieper , V. Freilikher

This survey addresses sampling discretization and its connections with other areas of mathematics. The survey concentrates on sampling discretization of norms of elements of finite-dimensional subspaces. We present here known results on…

Functional Analysis · Mathematics 2022-02-11 B. Kashin , E. Kosov , I. Limonova , V. Temlyakov

We consider sequences of polynomials that satisfy differential-difference recurrences. Polynomials satisfying such recurrences frequently appear as generating polynomials of integer valued random variables that are of interest in discrete…

Combinatorics · Mathematics 2024-03-07 Paweł Hitczenko

Univariate polynomial root-finding is both classical and important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the polynomial…

Numerical Analysis · Mathematics 2014-07-01 Victor Y. Pan

Algorithmic learning theory traditionally studies the learnability of effective infinite binary sequences (reals), while recent work by [Vitanyi and Chater, 2017] and [Bienvenu et al., 2014] has adapted this framework to the study of…

Logic · Mathematics 2018-07-17 George Barmpalias , Nan Fang , Frank Stephan

Quantifying the eigenvalue spectra of large random matrices allows one to understand the factors that contribute to the stability of dynamical systems with many interacting components. This work explores the effect that the interaction…

Disordered Systems and Neural Networks · Physics 2022-12-08 Joseph W. Baron

We present a systematic study on the linear convergence rates of the powers of (real or complex) matrices. We derive a characterization when the optimal convergence rate is attained. This characterization is given in terms of…

Optimization and Control · Mathematics 2014-07-03 Heinz H. Bauschke , J. Y. Bello Cruz , Tran T. A. Nghia , Hung M. Phan , Xianfu Wang

Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…

Probability · Mathematics 2024-12-13 Idir Arab , Tommaso Lando , Paulo Eduardo Oliveira
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