相关论文: Replica approach to the generalized Rosenzweig-Por…

We consider the problem of compressed sensing and of (real-valued) phase retrieval with random measurement matrix. We derive sharp asymptotics for the information-theoretically optimal performance and for the best known polynomial algorithm…

A general-purpose computational homogenization framework is proposed for the nonlinear dynamic analysis of membranes exhibiting complex microscale and/or mesoscale heterogeneity characterized by in-plane periodicity that cannot be…

We present randomized algorithms for sampling the standard Gaussian distribution restricted to a convex set and for estimating the Gaussian measure of a convex set, in the general membership oracle model. The complexity of integration is…

We present a random matrix interpretation of the distribution functions which have appeared in the study of the one-dimensional polynuclear growth (PNG) model with external sources. It is shown that the distribution, GOE$^2$, which is…

By combining classical Monte Carlo and Bethe ansatz techniques we devise a numerical method to construct the Truncated Generalized Gibbs Ensemble (TGGE) for the spin-1/2 isotropic Heisenberg ($XXX$) chain. The key idea is to sample the…

The new Theorem on location of maximum of probability density functions of dimensionless second difference of the three adjacent energy levels for $N$-dimensional Gaussian orthogonal ensemble GOE($N$), $N$-dimensional Gaussian unitary…

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

We give algorithms for sampling several structured logconcave families to high accuracy. We further develop a reduction framework, inspired by proximal point methods in convex optimization, which bootstraps samplers for regularized…

Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…

Motivated by questions of present interest in nuclear and condensed matter physics we consider the superposition of a diagonal matrix with independent random entries and a GUE. The relative strength of the two contributions is determined by…

Score-based generative models have emerged as a powerful approach for sampling high-dimensional probability distributions. Despite their effectiveness, their theoretical underpinnings remain relatively underdeveloped. In this work, we study…

We consider random instances of non-convex perceptron problems in the high-dimensional limit of a large number of examples $M$ and weights $N$, with finite load $\alpha = M/N$. We develop a formalism based on replica theory to predict the…

In this paper, we show how to use the framework of mod-Gaussian convergence in order to study the fluctuations of certain models of random graphs, of random permutations and of random integer partitions. We prove that, in these three…

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…

The generalized Graetz problem refers to stationary convection-diffusion in uni-directional flows. In this contribution we demonstrate the ana-lyticity of generalized Graetz solutions associated with layered domains: either cylindrical…

A possibly fruitful extension of conventional random matrix ensembles is proposed by imposing symmetry constraints on conventional Hermitian matrices or parity-time- (PT-) symmetric matrices. To illustrate the main idea, we first study 2*2…

In this paper, we study the generalized multiscale finite element method (GMsFEM) for single phase compressible flow in highly heterogeneous porous media. We follow the major steps of the GMsFEM to construct permeability dependent offline…

We study generative compressed sensing when the measurement matrix is randomly subsampled from a unitary matrix (with the DFT as an important special case). It was recently shown that $\textit{O}(kdn\| \boldsymbol{\alpha}\|_{\infty}^{2})$…

The delocalized non-ergodic phase existing in some random $N \times N$ matrix models is analyzed via the Wigner-Weisskopf approximation for the dynamics from an initial site $j_0$. The main output of this approach is the inverse…

We consider $N\times N$ symmetric random matrices where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove that the eigenvalue spacing statistics in the bulk of the…