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We consider two independent q-Gaussian random variables X and Y and a function f chosen in such a way that f(X) and X have the same distribution. For 0 < q < 1 we find that at least the fourth moments of X + Y and f(X) + Y are different. We…

funct-an · 数学 2009-10-28 Hans van Leeuwen , Hans Maassen

Riemannian Gaussian distributions were initially introduced as basic building blocks for learning models which aim to capture the intrinsic structure of statistical populations of positive-definite matrices (here called covariance…

统计理论 · 数学 2023-02-16 Salem Said , Simon Heuveline , Cyrus Mostajeran

In this paper all deformations of the general linear group, subject to certain restrictions which in particular ensure a smooth passage to the Lie group limit, are obtained. Representations are given in terms of certains sets of creation…

高能物理 - 理论 · 物理学 2009-10-28 D. B. Fairlie , J. Nuyts

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

宇宙学与河外天体物理 · 物理学 2016-01-27 Elena Sellentin , Alan F. Heavens

With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…

量子物理 · 物理学 2018-03-07 Siddhartha Das , George Siopsis , Christian Weedbrook

We construct an ensemble of correlation matrices from high-frequency foreign exchange market data, with one matrix for every day for 446 days. The matrices are symmetric and have vanishing diagonal elements after subtracting the identity…

统计金融 · 定量金融 2023-06-13 George Barnes , Sanjaye Ramgoolam , Michael Stephanou

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

机器学习 · 统计学 2016-06-24 Christos Louizos , Max Welling

In this paper we explore the set of linear maps sending the set of quantum Gaussian states into itself. These maps are in general not positive, a feature which can be exploited as a test to check whether a given quantum state belongs to the…

量子物理 · 物理学 2015-05-21 Giacomo De Palma , Andrea Mari , Vittorio Giovannetti , Alexander S. Holevo

The new method of q-bosonization for quantum groups based on the Gauss decomposition of a transfer matrix of generators is suggested. The simplest example of the quantum group $GL_q(2)$ is considered in some details.

q-alg · 数学 2008-02-03 E. V. Damaskinsky , M. A. Sokolov

This paper aims at presenting a few models of quantum dynamics whose description involves the analysis of random unitary matrices for which dynamical localization has been proven to hold. Some models come from physical approximations…

数学物理 · 物理学 2011-05-03 Alain Joye

We consider $\rm R$-matrix realization of the quantum deformations of the loop algebras $\tilde{\mathfrak{g}}$ corresponding to non-exceptional affine Lie algebras of type $\hat{\mathfrak{g}}=A^{(1)}_{N-1}$, $B^{(1)}_n$, $C^{(1)}_n$,…

数学物理 · 物理学 2022-07-07 A. Liashyk , S. Z. Pakuliak

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

机器学习 · 统计学 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

机器学习 · 统计学 2017-09-20 Carl Jidling , Niklas Wahlström , Adrian Wills , Thomas B. Schön

Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum…

统计力学 · 物理学 2018-07-20 Zhao-Yu Han , Jun Wang , Heng Fan , Lei Wang , Pan Zhang

The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…

统计力学 · 物理学 2009-11-10 Fabricio Toscano , Raul O. Vallejos , Constantino Tsallis

The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular…

统计力学 · 物理学 2007-05-23 Maciej M. Duras

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

统计力学 · 物理学 2009-10-28 Gary Oas

In this paper we investigate a quantum stochastic calculus build of creation, annihilation and number of particles operators which fulfill some deformed commutation relations. Namely, we introduce a deformation of a number of particles…

数学物理 · 物理学 2007-05-23 Piotr Sniady

By abstracting a connection between gauge symmetry and gauge identity on a noncommutative space, we analyse star (deformed) gauge transformations with usual Leibnitz rule as well as undeformed gauge transformations with a twisted Leibnitz…

高能物理 - 理论 · 物理学 2008-11-26 Rabin Banerjee , Saurav Samanta