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Random matrix
Related publications (163)
Random matrix methods for high-dimensional machine learning models
In the rapidly evolving landscape of machine learning research, neural networks stand out with their ever-expanding number of parameters and reliance on increasingly large datasets. The financial cost and computational resources required for the training p ...
EPFL2024Spectral Estimators for High-Dimensional Matrix Inference
A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...
EPFL2024RANDOMIZED JOINT DIAGONALIZATION OF SYMMETRIC
Given a family of nearly commuting symmetric matrices, we consider the task of computing an orthogonal matrix that nearly diagonalizes every matrix in the family. In this paper, we propose and analyze randomized joint diagonalization (RJD) for performing t ...
Philadelphia2024Seebeck Coefficient of Ionic Conductors from Bayesian Regression Analysis
We propose a novel approach to evaluating the ionic Seebeck coefficient in electrolytes from relatively short equilibrium molecular dynamics simulations, based on the Green-Kubo theory of linear response and Bayesian regression analysis. By exploiting the ...
Amer Chemical Soc2024Validation of semi-analytical, semi-empirical covariance matrices for two-point correlation function for early DESI data
We present an extended validation of semi-analytical, semi-empirical covariance matrices for the two-point correlation function (2PCF) on simulated catalogs representative of luminous red galaxies (LRGs) data collected during the initial 2 months of operat ...
OXFORD UNIV PRESS2023Bayes-optimal Learning of Deep Random Networks of Extensive-width
Florent Gérard Krzakala, Lenka Zdeborová, Hugo Chao Cui
We consider the problem of learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights. We consider the asymptotic limit where the number of samples, the input dimension and the network width ...
2023Resource aware pricing for electric vehicle charging
Electric vehicle charging facilities offer their capacity constrained electric charge and parking to users for a fee. As electric vehicle adoption grows, so too does the potential for excessive resource utilization. In this paper, we study how prices set b ...
PERGAMON-ELSEVIER SCIENCE LTD2023Level statistics of the one-dimensional ionic Hubbard model
In this paper we analyze the spectral level statistics of the one-dimensional ionic Hubbard model, the Hubbard model with an alternating on-site potential. In particular, we focus on the statistics of the gap ratios between consecutive energy levels. This ...
2022Statistical limits of dictionary learning: Random matrix theory and the spectral replica method
Nicolas Macris, Jean François Emmanuel Barbier
We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast with most existin ...
AMER PHYSICAL SOC2022Finite free convolutions of polynomials
We study three convolutions of polynomials in the context of free probability theory. We prove that these convolutions can be written as the expected characteristic polynomials of sums and products of unitarily invariant random matrices. The symmetric addi ...
SPRINGER HEIDELBERG2022