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[BOOK][B] Free probability and random matrices
JA Mingo, R Speicher - 2017 - Springer
This book is an invitation to the world of free probability theory. Free probability is a quite
young mathematical theory with many avatars. It owes its existence to the visions of one …
young mathematical theory with many avatars. It owes its existence to the visions of one …
From the statistics of connectivity to the statistics of spike times in neuronal networks
An essential step toward understanding neural circuits is linking their structure and their
dynamics. In general, this relationship can be almost arbitrarily complex. Recent theoretical …
dynamics. In general, this relationship can be almost arbitrarily complex. Recent theoretical …
Approximate message passing algorithms for rotationally invariant matrices
Z Fan - The Annals of Statistics, 2022 - projecteuclid.org
Approximate Message Passing algorithms for rotationally invariant matrices Page 1 The
Annals of Statistics 2022, Vol. 50, No. 1, 197–224 https://doi.org/10.1214/21-AOS2101 © …
Annals of Statistics 2022, Vol. 50, No. 1, 197–224 https://doi.org/10.1214/21-AOS2101 © …
Computational barriers to estimation from low-degree polynomials
Computational barriers to estimation from low-degree polynomials Page 1 The Annals of
Statistics 2022, Vol. 50, No. 3, 1833–1858 https://doi.org/10.1214/22-AOS2179 © Institute of …
Statistics 2022, Vol. 50, No. 3, 1833–1858 https://doi.org/10.1214/22-AOS2179 © Institute of …
A precise high-dimensional asymptotic theory for boosting and minimum--norm interpolated classifiers
A precise high-dimensional asymptotic theory for boosting and minimum-l1-norm
interpolated classifiers Page 1 The Annals of Statistics 2022, Vol. 50, No. 3, 1669–1695 …
interpolated classifiers Page 1 The Annals of Statistics 2022, Vol. 50, No. 3, 1669–1695 …
PCA initialization for approximate message passing in rotationally invariant models
We study the problem of estimating a rank-1 signal in the presence of rotationally invariant
noise--a class of perturbations more general than Gaussian noise. Principal Component …
noise--a class of perturbations more general than Gaussian noise. Principal Component …
The price of ignorance: how much does it cost to forget noise structure in low-rank matrix estimation?
We consider the problem of estimating a rank-$1 $ signal corrupted by structured rotationally
invariant noise, and address the following question:\emph {how well do inference algorithms …
invariant noise, and address the following question:\emph {how well do inference algorithms …
Spectral estimators for structured generalized linear models via approximate message passing
Y Zhang, HC Ji, R Venkataramanan… - The Thirty Seventh …, 2024 - proceedings.mlr.press
We consider the problem of parameter estimation in a high-dimensional generalized linear
model. Spectral methods obtained via the principal eigenvector of a suitable data …
model. Spectral methods obtained via the principal eigenvector of a suitable data …
The generalized uncertainty principle
JL Li, CF Qiao - Annalen der Physik, 2021 - Wiley Online Library
The uncertainty principle lies at the heart of quantum physics, and is widely thought of as a
fundamental limit of the measurement precision of incompatible observables. Here it is …
fundamental limit of the measurement precision of incompatible observables. Here it is …
Beyond islands: a free probabilistic approach
J Wang - Journal of High Energy Physics, 2023 - Springer
A bstract We give a free probabilistic proposal to compute the fine-grained radiation entropy
for an arbitrary bulk radiation state, in the context of the Penington-Shenker-Stanford-Yang …
for an arbitrary bulk radiation state, in the context of the Penington-Shenker-Stanford-Yang …