Related papers: New scaling of Itzykson-Zuber integrals

We consider random lower triangular matrices such that the entries on and below the diagonal are i.i.d. copies of some $\mathbb{Z}$-valued random variable. We prove that the Sylow $p$-subgroups of the cokernels of these matrices have the…

We consider the matrix completion problem of recovering a structured low rank matrix with partially observed entries with mixed data types. Vast majority of the solutions have proposed computationally feasible estimators with strong…

A matrix always has a full rank submatrix such that the rank of this matrix is equal to the rank of that submatrix. This property is one of the corner stones of the matrix rank theory. We call this property the max-full-rank-submatrix…

We consider a multivariate linear response regression in which the number of responses and predictors is large and comparable with the number of observations, and the rank of the matrix of regression coefficients is assumed to be small. We…

We propose dimension reduction methods for sparse, high-dimensional multivariate response regression models. Both the number of responses and that of the predictors may exceed the sample size. Sometimes viewed as complementary, predictor…

We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

We consider the eigenvalues and eigenvectors of small rank perturbations of random $N\times N$ matrices. We allow the rank of perturbation $M$ increases with $N$, and the only assumption is $M=o(N)$. In both additive and multiplicative…

Via the process of isospectral graph reduction the adjacency matrix of a graph can be reduced to a smaller matrix while its spectrum is preserved up to some known set. It is then possible to estimate the spectrum of the original matrix by…

For a square matrix $A$, the resolvent of $A$ at a point $z \in \mathbb{C}$ is defined as $(A-zI )^{-1}$. We consider the set of points $z \in \mathbb{C}$ where the relative difference in 2-norm between the resolvent and the nearest rank…

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and…

We extend the result of Markus, Spielman, and Srivastava about the sum of rank-one symmetric random matrices to the case when the isotropy assumption on the random matrices is relaxed.

In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…

Symmetry arises often when learning from high dimensional data. For example, data sets consisting of point clouds, graphs, and unordered sets appear routinely in contemporary applications, and exhibit rich underlying symmetries.…

The row (resp. column) rank profile of a matrix describes the staircase shape of its row (resp. column) echelon form. In an ISSAC'13 paper, we proposed a recursive Gaussian elimination that can compute simultaneously the row and column rank…

Suppose that A is a C*-algebra for which A is isomorphic to A tensor Z, where Z is the Jiang-Su algebra: a unital, simple, stably finite, separable, nuclear, infinite dimensional C*-algebra with the same Elliott invariant as the complex…

A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Let $X$ be a $n\times p$ matrix with coherence $\mu(X)=\max_{j\neq j'} |X_j^tX_{j'}|$. We present a simplified and improved study of the quasi-isometry property for most submatrices of $X$ obtained by uniform column sampling. Our results…

We study the phase-ordering kinetics following a temperature quench of O(N) continuous symmetry models with and 4 on graphs. By means of extensive simulations, we show that the global pattern of scaling behaviours is analogous to the one…

We present an analysis of sets of matrices with rank less than or equal to a specified number $s$. We provide a simple formula for the normal cone to such sets, and use this to show that these sets are prox-regular at all points with rank…