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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 ...
Given two jointly distributed random variables (X,Y), a functional representation of X is a random variable Z independent of Y, and a deterministic function g(⋅,⋅) such that X=g(Y,Z). The problem of finding a minimum entropy functional representation is kn ...
This thesis concerns the theory of positive-definite completions and its mutually beneficial connections to the statistics of function-valued or continuously-indexed random processes, better known as functional data analysis. In particular, it dwells upon ...
We consider the isotropic XY quantum spin chain in a random external field in the z direction, with single site distributions given by i.i.d. random variables times the critical decaying envelope j−1/2. Our motivation is the study of many-body localization ...
It has recently been established that the high-transition-temperature (high-T-c) superconducting state coexists with short-range charge-density-wave order(1-11) and quenched disorder(12,13) arising from dopants and strain(14-17). This complex, multiscale p ...
We consider the problem of numerically approximating statistical moments of the solution of a time-dependent linear parabolic partial differential equation (PDE), whose coefficients and/or forcing terms are spatially correlated random fields. The stochasti ...
We study the computational complexity of the optimal transport problem that evaluates the Wasser- stein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in polynomial time in th ...
We consider the simple random walk on , d > 3, evolving in a potential of the form beta V, where are i.i.d. random variables taking values in [0, + a), and beta > 0. When the potential is integrable, the asymptotic behaviours as beta tends to 0 of the asso ...
The entropy power inequality (EPI) yields lower bounds on the differential entropy of the sum of two independent real-valued random variables in terms of the individual entropies. Versions of the EPI for discrete random variables have been obtained for spe ...
Institute of Electrical and Electronics Engineers2014