[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 …

From the statistics of connectivity to the statistics of spike times in neuronal networks

GK Ocker, Y Hu, MA Buice, B Doiron, K Josić… - Current opinion in …, 2017 - Elsevier
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 …

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 © …

Computational barriers to estimation from low-degree polynomials

T Schramm, AS Wein - The Annals of Statistics, 2022 - projecteuclid.org
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 …

A precise high-dimensional asymptotic theory for boosting and minimum--norm interpolated classifiers

T Liang, P Sur - The Annals of Statistics, 2022 - projecteuclid.org
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 …

PCA initialization for approximate message passing in rotationally invariant models

M Mondelli, R Venkataramanan - Advances in Neural …, 2021 - proceedings.neurips.cc
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 …

The price of ignorance: how much does it cost to forget noise structure in low-rank matrix estimation?

J Barbier, TQ Hou, M Mondelli… - Advances in Neural …, 2022 - proceedings.neurips.cc
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 …

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 …

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 …

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 …