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I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

无序系统与神经网络 · 物理学 2008-02-03 Giorgio Parisi

Advances in compressive sensing provided reconstruction algorithms of sparse signals from linear measurements with optimal sample complexity, but natural extensions of this methodology to nonlinear inverse problems have been met with…

信息论 · 计算机科学 2020-08-25 Paul Hand , Oscar Leong , Vladislav Voroninski

Inferring nonlinear features of quantum states is fundamentally important across quantum information science, but remains challenging due to the intrinsic linearity of quantum mechanics. It is widely recognized that quantum memory and…

量子物理 · 物理学 2025-09-30 Qi Ye , Zhenhuan Liu , Dong-Ling Deng

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

统计力学 · 物理学 2015-07-21 Zdzisław Burda , Giacomo Livan , Pierpaolo Vivo

We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…

统计力学 · 物理学 2010-03-11 Assaf Amitai , Yacov Kantor , Mehran Kardar

We propose new Markov chain Monte Carlo algorithms to sample a uniform distribution on a convex body $K$. Our algorithms are based on the proximal sampler, which uses Gibbs sampling on an augmented distribution and assumes access to the…

数据结构与算法 · 计算机科学 2026-02-17 Thanh Dang , Jiaming Liang

The concept of representative volume element or RVE is invoked to develop an algorithm for numerical homogenization of fluid filled porous solids. RVE based methods decouple analysis of a composite material into analyses at the local and…

计算工程、金融与科学 · 计算机科学 2021-07-29 Saumik Dana , Mary F Wheeler

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…

统计力学 · 物理学 2011-05-30 Celine Nadal , Satya N. Majumdar

We revisit the replica method for analyzing inference and learning in parametric models, considering situations where the data-generating distribution is unknown or analytically intractable. Instead of assuming idealized distributions to…

无序系统与神经网络 · 物理学 2025-11-17 Takashi Takahashi

This work focuses on the mixed membership models for multivariate categorical data widely used for analyzing survey responses and population genetics data. These grade of membership (GoM) models offer rich modeling power but present…

统计方法学 · 统计学 2024-12-30 Ling Chen , Chengzhu Huang , Yuqi Gu

The onset of quantum ergodicity is often quantified by the average ratio of consecutive level spacings. The reference values for ergodic quantum systems have been obtained numerically from the spectra of large but finite-dimensional random…

统计力学 · 物理学 2026-01-13 Wouter Buijsman

We make use of Kronecker structure for scaling Gaussian Process models to large-scale, heterogeneous, clinical data sets. Repeated measures, commonly performed in clinical research, facilitate computational acceleration for nonlinear…

统计方法学 · 统计学 2024-08-29 Owen Thomas , Leiv Rønneberg

Consider a Bernoulli-Gaussian complex $n$-vector whose components are $V_i = X_i B_i$, with $X_i \sim \Cc\Nc(0,\Pc_x)$ and binary $B_i$ mutually independent and iid across $i$. This random $q$-sparse vector is multiplied by a square random…

信息论 · 计算机科学 2015-03-20 Antonia Tulino , Giuseppe Caire , Sergio Verdu' , Shlomo Shamai

Given an unnormalized probability density $\pi\propto\mathrm{e}^{-V}$, estimating its normalizing constant $Z=\int_{\mathbb{R}^d}\mathrm{e}^{-V(x)}\mathrm{d}x$ or free energy $F=-\log Z$ is a crucial problem in Bayesian statistics,…

机器学习 · 统计学 2026-05-20 Wei Guo , Molei Tao , Yongxin Chen

We construct an ensemble of second--quantized Hamiltonians with two bosonic degrees of freedom, whose members display with probability one GOE or GUE statistics. Nevertheless, these Hamiltonians have a second integral of motion, namely the…

混沌动力学 · 物理学 2009-11-10 L. Benet , F. Leyvraz , T. H. Seligman

We investigate the lifted TASEP and its generalization, the GL-TASEP. We analyze the spectral properties of the transition matrix of the lifted TASEP using its Bethe ansatz solution, and use them to determine the scaling of the relaxation…

统计力学 · 物理学 2025-10-08 Fabian H. L. Essler , Jeanne Gipouloux , Werner Krauth

This paper explains how a popular, commercially-available software package for solving partial-differential-equations (PDEs), as based on the finite-element method (FEM), can be configured to calculate, efficiently, the frequencies and…

量子物理 · 物理学 2015-06-26 Mark Oxborrow

Diffusion models have emerged as a dominant framework for generative modeling, but their mathematical foundations are often presented separately through diffusion probabilistic models, score-based modeling, stochastic differential…

机器学习 · 计算机科学 2026-05-29 Jiayi Fu , Yuxia Wang

In quantum mechanics, the Rosen-Zener model represents a two-level quantum system. Its generalization to multiple degenerate sets of states leads to larger non-autonomous linear system of ordinary differential equations (ODEs). We propose a…

数值分析 · 数学 2023-11-08 Christian Bonhomme , Stefano Pozza , Niel Van Buggenhout

We study Generalised Restricted Boltzmann Machines with generic priors for units and weights, interpolating between Boolean and Gaussian variables. We present a complete analysis of the replica symmetric phase diagram of these systems,…

无序系统与神经网络 · 物理学 2017-11-01 Adriano Barra , Giuseppe Genovese , Peter Sollich , Daniele Tantari