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We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

Probability · Mathematics 2021-02-25 Johannes Alt , Torben Krüger

A more sums than differences (MSTD) set is a finite subset S of the integers such |S+S| > |S-S|. We show that the probability that a uniform random subset of {0, 1, ..., n} is an MSTD set approaches some limit rho > 4.28 x 10^{-4}. This…

Number Theory · Mathematics 2015-10-26 Yufei Zhao

Consider a Gaussian memoryless multiple source with $m$ components with joint probability distribution known only to lie in a given class of distributions. A subset of $k \leq m$ components are sampled and compressed with the objective of…

Information Theory · Computer Science 2018-03-16 Vinay Praneeth Boda

For a random sample of points in $\mathbb{R}$, we consider the number of pairs whose members are nearest neighbors (NN) to each other and the number of pairs sharing a common NN. The first type of pairs are called reflexive NNs whereas…

Probability · Mathematics 2020-10-07 Selim Bahadır , Elvan Ceyhan

Given a parametric polynomial curve $\gamma:[a,b]\rightarrow \mathbb{R}^n$, how can we sample a random point $\mathfrak{x}\in \mathrm{im}(\gamma)$ in such a way that it is distributed uniformly with respect to the arc-length? Unfortunately,…

Computational Geometry · Computer Science 2022-09-28 Apostolos Chalkis , Christina Katsamaki , Josué Tonelli-Cueto

We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…

Disordered Systems and Neural Networks · Physics 2009-11-13 Reimer Kuehn

The Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet nontrivial example of disorder-induced multifractal measures. We introduce and discuss two analytically tractable…

Disordered Systems and Neural Networks · Physics 2015-05-14 Yan V Fyodorov

Respondent-driven sampling (RDS) is a popular approach to study marginalized or hard-to-reach populations. It collects samples from a networked population by incentivizing participants to refer their friends into the study. One major…

Statistics Theory · Mathematics 2018-12-21 Yilin Zhang , Karl Rohe , Sebastien Roch

An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…

Computational Physics · Physics 2016-02-01 Charles F. F. Karney

Structurally random matrices (SRMs) are a practical alternative to fully random matrices (FRMs) when generating compressive sensing measurements because of their computational efficiency and their universality with respect to the sparsifing…

Information Theory · Computer Science 2015-07-27 Raziel Haimi-Cohen , Yenming Mark Lai

Multiple importance sampling estimators are widely used for computing intractable constants due to its reliability and robustness. The celebrated balance heuristic estimator belongs to this class of methods and has proved very successful in…

Computation · Statistics 2019-09-05 Felipe J Medina-Aguayo , Richard G Everitt

In meta-analysis with continuous outcomes, the use of effect sizes based on the means is the most common. It is often found, however, that only the quantile summary measures are reported in some studies, and in certain scenarios, a…

Methodology · Statistics 2024-11-19 Alysha M De Livera , Luke Prendergast , Udara Kumaranathunga

A formalism is presented for analytically obtaining the probability density function, (P_{n}(s)), for the random distance (s) between two random points in an (n)-dimensional spherical object of radius (R). Our formalism allows (P_{n}(s)) to…

Mathematical Physics · Physics 2009-11-07 Shu-Ju Tu , Ephraim Fischbach

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…

Probability · Mathematics 2020-07-28 Egor Kosov

This article presents uniform random generators of plane partitions according to the size (the number of cubes in the 3D interpretation). Combining a bijection of Pak with the method of Boltzmann sampling, we obtain random samplers that are…

Combinatorics · Mathematics 2009-09-29 Olivier Bodini , Eric Fusy , Carine Pivoteau

Random column sampling is not guaranteed to yield data sketches that preserve the underlying structures of the data and may not sample sufficiently from less-populated data clusters. Also, adaptive sampling can often provide accurate low…

Machine Learning · Computer Science 2017-10-11 Mostafa Rahmani , George Atia

Many high dimensional integrals can be reduced to the problem of finding the relative measures of two sets. Often one set will be exponentially larger than the other, making it difficult to compare the sizes. A standard method of dealing…

Probability · Mathematics 2011-12-19 Mark Huber , Sarah Schott

Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…

Machine Learning · Computer Science 2017-02-21 Jarek Duda

We propose a new distribution, called the soft tMVN distribution, which provides a smooth approximation to the truncated multivariate normal (tMVN) distribution with linear constraints. An efficient blocked Gibbs sampler is developed to…

Computation · Statistics 2019-09-04 Allyson Souris , Anirban Bhattacharya , Debdeep Pati
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