---
_id: '14750'
abstract:
- lang: eng
  text: "Consider the random matrix model A1/2UBU∗A1/2, where A and B are two N ×
    N deterministic matrices and U is either an N × N Haar unitary or orthogonal random
    matrix. It is well known that on the macroscopic scale (Invent. Math. 104 (1991)
    201–220), the limiting empirical spectral distribution (ESD) of the above model
    is given by the free multiplicative convolution\r\nof the limiting ESDs of A and
    B, denoted as μα \x02 μβ, where μα and μβ are the limiting ESDs of A and B, respectively.
    In this paper, we study the asymptotic microscopic behavior of the edge eigenvalues
    and eigenvectors statistics. We prove that both the density of μA \x02μB, where
    μA and μB are the ESDs of A and B, respectively and the associated subordination
    functions\r\nhave a regular behavior near the edges. Moreover, we establish the
    local laws near the edges on the optimal scale. In particular, we prove that the
    entries of the resolvent are close to some functionals depending only on the eigenvalues
    of A, B and the subordination functions with optimal convergence rates. Our proofs
    and calculations are based on the techniques developed for the additive model
    A+UBU∗ in (J. Funct. Anal. 271 (2016) 672–719; Comm. Math.\r\nPhys. 349 (2017)
    947–990; Adv. Math. 319 (2017) 251–291; J. Funct. Anal. 279 (2020) 108639), and
    our results can be regarded as the counterparts of (J. Funct. Anal. 279 (2020)
    108639) for the multiplicative model. "
acknowledgement: "The first author is partially supported by NSF Grant DMS-2113489
  and grateful for the AMS-SIMONS travel grant (2020–2023). The second author is supported
  by the ERC Advanced Grant “RMTBeyond” No. 101020331.\r\nThe authors would like to
  thank the Editor, Associate Editor and an anonymous referee for their many critical
  suggestions which have significantly improved the paper. We also want to thank Zhigang
  Bao and Ji Oon Lee for many helpful discussions and comments."
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Xiucai
  full_name: Ding, Xiucai
  last_name: Ding
- first_name: Hong Chang
  full_name: Ji, Hong Chang
  id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
  last_name: Ji
citation:
  ama: Ding X, Ji HC. Local laws for multiplication of random matrices. <i>The Annals
    of Applied Probability</i>. 2023;33(4):2981-3009. doi:<a href="https://doi.org/10.1214/22-aap1882">10.1214/22-aap1882</a>
  apa: Ding, X., &#38; Ji, H. C. (2023). Local laws for multiplication of random matrices.
    <i>The Annals of Applied Probability</i>. Institute of Mathematical Statistics.
    <a href="https://doi.org/10.1214/22-aap1882">https://doi.org/10.1214/22-aap1882</a>
  chicago: Ding, Xiucai, and Hong Chang Ji. “Local Laws for Multiplication of Random
    Matrices.” <i>The Annals of Applied Probability</i>. Institute of Mathematical
    Statistics, 2023. <a href="https://doi.org/10.1214/22-aap1882">https://doi.org/10.1214/22-aap1882</a>.
  ieee: X. Ding and H. C. Ji, “Local laws for multiplication of random matrices,”
    <i>The Annals of Applied Probability</i>, vol. 33, no. 4. Institute of Mathematical
    Statistics, pp. 2981–3009, 2023.
  ista: Ding X, Ji HC. 2023. Local laws for multiplication of random matrices. The
    Annals of Applied Probability. 33(4), 2981–3009.
  mla: Ding, Xiucai, and Hong Chang Ji. “Local Laws for Multiplication of Random Matrices.”
    <i>The Annals of Applied Probability</i>, vol. 33, no. 4, Institute of Mathematical
    Statistics, 2023, pp. 2981–3009, doi:<a href="https://doi.org/10.1214/22-aap1882">10.1214/22-aap1882</a>.
  short: X. Ding, H.C. Ji, The Annals of Applied Probability 33 (2023) 2981–3009.
date_created: 2024-01-08T13:03:18Z
date_published: 2023-08-01T00:00:00Z
date_updated: 2024-01-09T08:16:41Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-aap1882
ec_funded: 1
external_id:
  arxiv:
  - '2010.16083'
intvolume: '        33'
issue: '4'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://doi.org/10.48550/arXiv.2010.16083
month: '08'
oa: 1
oa_version: Preprint
page: 2981-3009
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
  call_identifier: H2020
  grant_number: '101020331'
  name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Applied Probability
publication_identifier:
  issn:
  - 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Local laws for multiplication of random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 33
year: '2023'
...
---
_id: '14775'
abstract:
- lang: eng
  text: We establish a quantitative version of the Tracy–Widom law for the largest
    eigenvalue of high-dimensional sample covariance matrices. To be precise, we show
    that the fluctuations of the largest eigenvalue of a sample covariance matrix
    X∗X converge to its Tracy–Widom limit at a rate nearly N−1/3, where X is an M×N
    random matrix whose entries are independent real or complex random variables,
    assuming that both M and N tend to infinity at a constant rate. This result improves
    the previous estimate N−2/9 obtained by Wang (2019). Our proof relies on a Green
    function comparison method (Adv. Math. 229 (2012) 1435–1515) using iterative cumulant
    expansions, the local laws for the Green function and asymptotic properties of
    the correlation kernel of the white Wishart ensemble.
acknowledgement: K. Schnelli was supported by the Swedish Research Council Grants
  VR-2017-05195, and the Knut and Alice Wallenberg Foundation. Y. Xu was supported
  by the Swedish Research Council Grant VR-2017-05195 and the ERC Advanced Grant “RMTBeyond”
  No. 101020331.
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Kevin
  full_name: Schnelli, Kevin
  id: 434AD0AE-F248-11E8-B48F-1D18A9856A87
  last_name: Schnelli
  orcid: 0000-0003-0954-3231
- first_name: Yuanyuan
  full_name: Xu, Yuanyuan
  id: 7902bdb1-a2a4-11eb-a164-c9216f71aea3
  last_name: Xu
  orcid: 0000-0003-1559-1205
citation:
  ama: Schnelli K, Xu Y. Convergence rate to the Tracy–Widom laws for the largest
    eigenvalue of sample covariance matrices. <i>The Annals of Applied Probability</i>.
    2023;33(1):677-725. doi:<a href="https://doi.org/10.1214/22-aap1826">10.1214/22-aap1826</a>
  apa: Schnelli, K., &#38; Xu, Y. (2023). Convergence rate to the Tracy–Widom laws
    for the largest eigenvalue of sample covariance matrices. <i>The Annals of Applied
    Probability</i>. Institute of Mathematical Statistics. <a href="https://doi.org/10.1214/22-aap1826">https://doi.org/10.1214/22-aap1826</a>
  chicago: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom
    Laws for the Largest Eigenvalue of Sample Covariance Matrices.” <i>The Annals
    of Applied Probability</i>. Institute of Mathematical Statistics, 2023. <a href="https://doi.org/10.1214/22-aap1826">https://doi.org/10.1214/22-aap1826</a>.
  ieee: K. Schnelli and Y. Xu, “Convergence rate to the Tracy–Widom laws for the largest
    eigenvalue of sample covariance matrices,” <i>The Annals of Applied Probability</i>,
    vol. 33, no. 1. Institute of Mathematical Statistics, pp. 677–725, 2023.
  ista: Schnelli K, Xu Y. 2023. Convergence rate to the Tracy–Widom laws for the largest
    eigenvalue of sample covariance matrices. The Annals of Applied Probability. 33(1),
    677–725.
  mla: Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws
    for the Largest Eigenvalue of Sample Covariance Matrices.” <i>The Annals of Applied
    Probability</i>, vol. 33, no. 1, Institute of Mathematical Statistics, 2023, pp.
    677–725, doi:<a href="https://doi.org/10.1214/22-aap1826">10.1214/22-aap1826</a>.
  short: K. Schnelli, Y. Xu, The Annals of Applied Probability 33 (2023) 677–725.
date_created: 2024-01-10T09:23:31Z
date_published: 2023-02-01T00:00:00Z
date_updated: 2024-01-10T13:31:46Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-aap1826
ec_funded: 1
external_id:
  arxiv:
  - '2108.02728'
  isi:
  - '000946432400021'
intvolume: '        33'
isi: 1
issue: '1'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://doi.org/10.48550/arXiv.2108.02728
month: '02'
oa: 1
oa_version: Preprint
page: 677-725
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
  call_identifier: H2020
  grant_number: '101020331'
  name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Applied Probability
publication_identifier:
  issn:
  - 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample
  covariance matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 33
year: '2023'
...
---
_id: '14849'
abstract:
- lang: eng
  text: We establish a precise three-term asymptotic expansion, with an optimal estimate
    of the error term, for the rightmost eigenvalue of an n×n random matrix with independent
    identically distributed complex entries as n tends to infinity. All terms in the
    expansion are universal.
acknowledgement: "The second and the fourth author were supported by the ERC Advanced
  Grant\r\n“RMTBeyond” No. 101020331. The third author was supported by Dr. Max Rössler,
  the\r\nWalter Haefner Foundation and the ETH Zürich Foundation."
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Giorgio
  full_name: Cipolloni, Giorgio
  id: 42198EFA-F248-11E8-B48F-1D18A9856A87
  last_name: Cipolloni
  orcid: 0000-0002-4901-7992
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Dominik J
  full_name: Schröder, Dominik J
  id: 408ED176-F248-11E8-B48F-1D18A9856A87
  last_name: Schröder
  orcid: 0000-0002-2904-1856
- first_name: Yuanyuan
  full_name: Xu, Yuanyuan
  last_name: Xu
citation:
  ama: Cipolloni G, Erdös L, Schröder DJ, Xu Y. On the rightmost eigenvalue of non-Hermitian
    random matrices. <i>The Annals of Probability</i>. 2023;51(6):2192-2242. doi:<a
    href="https://doi.org/10.1214/23-aop1643">10.1214/23-aop1643</a>
  apa: Cipolloni, G., Erdös, L., Schröder, D. J., &#38; Xu, Y. (2023). On the rightmost
    eigenvalue of non-Hermitian random matrices. <i>The Annals of Probability</i>.
    Institute of Mathematical Statistics. <a href="https://doi.org/10.1214/23-aop1643">https://doi.org/10.1214/23-aop1643</a>
  chicago: Cipolloni, Giorgio, László Erdös, Dominik J Schröder, and Yuanyuan Xu.
    “On the Rightmost Eigenvalue of Non-Hermitian Random Matrices.” <i>The Annals
    of Probability</i>. Institute of Mathematical Statistics, 2023. <a href="https://doi.org/10.1214/23-aop1643">https://doi.org/10.1214/23-aop1643</a>.
  ieee: G. Cipolloni, L. Erdös, D. J. Schröder, and Y. Xu, “On the rightmost eigenvalue
    of non-Hermitian random matrices,” <i>The Annals of Probability</i>, vol. 51,
    no. 6. Institute of Mathematical Statistics, pp. 2192–2242, 2023.
  ista: Cipolloni G, Erdös L, Schröder DJ, Xu Y. 2023. On the rightmost eigenvalue
    of non-Hermitian random matrices. The Annals of Probability. 51(6), 2192–2242.
  mla: Cipolloni, Giorgio, et al. “On the Rightmost Eigenvalue of Non-Hermitian Random
    Matrices.” <i>The Annals of Probability</i>, vol. 51, no. 6, Institute of Mathematical
    Statistics, 2023, pp. 2192–242, doi:<a href="https://doi.org/10.1214/23-aop1643">10.1214/23-aop1643</a>.
  short: G. Cipolloni, L. Erdös, D.J. Schröder, Y. Xu, The Annals of Probability 51
    (2023) 2192–2242.
date_created: 2024-01-22T08:08:41Z
date_published: 2023-11-01T00:00:00Z
date_updated: 2024-01-23T10:56:30Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/23-aop1643
ec_funded: 1
external_id:
  arxiv:
  - '2206.04448'
intvolume: '        51'
issue: '6'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://doi.org/10.48550/arXiv.2206.04448
month: '11'
oa: 1
oa_version: Preprint
page: 2192-2242
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
  call_identifier: H2020
  grant_number: '101020331'
  name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Probability
publication_identifier:
  issn:
  - 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
status: public
title: On the rightmost eigenvalue of non-Hermitian random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 51
year: '2023'
...
---
_id: '11135'
abstract:
- lang: eng
  text: We consider a correlated NxN Hermitian random matrix with a polynomially decaying
    metric correlation structure. By calculating the trace of the moments of the matrix
    and using the summable decay of the cumulants, we show that its operator norm
    is stochastically dominated by one.
article_number: '2250036'
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Jana
  full_name: Reker, Jana
  id: e796e4f9-dc8d-11ea-abe3-97e26a0323e9
  last_name: Reker
citation:
  ama: 'Reker J. On the operator norm of a Hermitian random matrix with correlated
    entries. <i>Random Matrices: Theory and Applications</i>. 2022;11(4). doi:<a href="https://doi.org/10.1142/s2010326322500368">10.1142/s2010326322500368</a>'
  apa: 'Reker, J. (2022). On the operator norm of a Hermitian random matrix with correlated
    entries. <i>Random Matrices: Theory and Applications</i>. World Scientific. <a
    href="https://doi.org/10.1142/s2010326322500368">https://doi.org/10.1142/s2010326322500368</a>'
  chicago: 'Reker, Jana. “On the Operator Norm of a Hermitian Random Matrix with Correlated
    Entries.” <i>Random Matrices: Theory and Applications</i>. World Scientific, 2022.
    <a href="https://doi.org/10.1142/s2010326322500368">https://doi.org/10.1142/s2010326322500368</a>.'
  ieee: 'J. Reker, “On the operator norm of a Hermitian random matrix with correlated
    entries,” <i>Random Matrices: Theory and Applications</i>, vol. 11, no. 4. World
    Scientific, 2022.'
  ista: 'Reker J. 2022. On the operator norm of a Hermitian random matrix with correlated
    entries. Random Matrices: Theory and Applications. 11(4), 2250036.'
  mla: 'Reker, Jana. “On the Operator Norm of a Hermitian Random Matrix with Correlated
    Entries.” <i>Random Matrices: Theory and Applications</i>, vol. 11, no. 4, 2250036,
    World Scientific, 2022, doi:<a href="https://doi.org/10.1142/s2010326322500368">10.1142/s2010326322500368</a>.'
  short: 'J. Reker, Random Matrices: Theory and Applications 11 (2022).'
date_created: 2022-04-08T07:11:12Z
date_published: 2022-10-01T00:00:00Z
date_updated: 2023-08-03T06:32:22Z
day: '01'
department:
- _id: GradSch
- _id: LaEr
doi: 10.1142/s2010326322500368
external_id:
  arxiv:
  - '2103.03906'
  isi:
  - '000848873800001'
intvolume: '        11'
isi: 1
issue: '4'
keyword:
- Discrete Mathematics and Combinatorics
- Statistics
- Probability and Uncertainty
- Statistics and Probability
- Algebra and Number Theory
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: ' https://doi.org/10.48550/arXiv.2103.03906'
month: '10'
oa: 1
oa_version: Preprint
publication: 'Random Matrices: Theory and Applications'
publication_identifier:
  eissn:
  - 2010-3271
  issn:
  - 2010-3263
publication_status: published
publisher: World Scientific
quality_controlled: '1'
scopus_import: '1'
status: public
title: On the operator norm of a Hermitian random matrix with correlated entries
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 11
year: '2022'
...
---
_id: '12290'
abstract:
- lang: eng
  text: We prove local laws, i.e. optimal concentration estimates for arbitrary products
    of resolvents of a Wigner random matrix with deterministic matrices in between.
    We find that the size of such products heavily depends on whether some of the
    deterministic matrices are traceless. Our estimates correctly account for this
    dependence and they hold optimally down to the smallest possible spectral scale.
acknowledgement: L. Erdős was supported by ERC Advanced Grant “RMTBeyond” No. 101020331.
  D. Schröder was supported by Dr. Max Rössler, the Walter Haefner Foundation and
  the ETH Zürich Foundation.
article_processing_charge: No
article_type: original
author:
- first_name: Giorgio
  full_name: Cipolloni, Giorgio
  id: 42198EFA-F248-11E8-B48F-1D18A9856A87
  last_name: Cipolloni
  orcid: 0000-0002-4901-7992
- first_name: László
  full_name: Erdös, László
  id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
  last_name: Erdös
  orcid: 0000-0001-5366-9603
- first_name: Dominik J
  full_name: Schröder, Dominik J
  id: 408ED176-F248-11E8-B48F-1D18A9856A87
  last_name: Schröder
  orcid: 0000-0002-2904-1856
citation:
  ama: Cipolloni G, Erdös L, Schröder DJ. Optimal multi-resolvent local laws for Wigner
    matrices. <i>Electronic Journal of Probability</i>. 2022;27:1-38. doi:<a href="https://doi.org/10.1214/22-ejp838">10.1214/22-ejp838</a>
  apa: Cipolloni, G., Erdös, L., &#38; Schröder, D. J. (2022). Optimal multi-resolvent
    local laws for Wigner matrices. <i>Electronic Journal of Probability</i>. Institute
    of Mathematical Statistics. <a href="https://doi.org/10.1214/22-ejp838">https://doi.org/10.1214/22-ejp838</a>
  chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Multi-Resolvent
    Local Laws for Wigner Matrices.” <i>Electronic Journal of Probability</i>. Institute
    of Mathematical Statistics, 2022. <a href="https://doi.org/10.1214/22-ejp838">https://doi.org/10.1214/22-ejp838</a>.
  ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal multi-resolvent local
    laws for Wigner matrices,” <i>Electronic Journal of Probability</i>, vol. 27.
    Institute of Mathematical Statistics, pp. 1–38, 2022.
  ista: Cipolloni G, Erdös L, Schröder DJ. 2022. Optimal multi-resolvent local laws
    for Wigner matrices. Electronic Journal of Probability. 27, 1–38.
  mla: Cipolloni, Giorgio, et al. “Optimal Multi-Resolvent Local Laws for Wigner Matrices.”
    <i>Electronic Journal of Probability</i>, vol. 27, Institute of Mathematical Statistics,
    2022, pp. 1–38, doi:<a href="https://doi.org/10.1214/22-ejp838">10.1214/22-ejp838</a>.
  short: G. Cipolloni, L. Erdös, D.J. Schröder, Electronic Journal of Probability
    27 (2022) 1–38.
date_created: 2023-01-16T10:04:38Z
date_published: 2022-09-12T00:00:00Z
date_updated: 2023-08-04T10:32:23Z
day: '12'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1214/22-ejp838
ec_funded: 1
external_id:
  isi:
  - '000910863700003'
file:
- access_level: open_access
  checksum: bb647b48fbdb59361210e425c220cdcb
  content_type: application/pdf
  creator: dernst
  date_created: 2023-01-30T11:59:21Z
  date_updated: 2023-01-30T11:59:21Z
  file_id: '12464'
  file_name: 2022_ElecJournProbability_Cipolloni.pdf
  file_size: 502149
  relation: main_file
  success: 1
file_date_updated: 2023-01-30T11:59:21Z
has_accepted_license: '1'
intvolume: '        27'
isi: 1
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
month: '09'
oa: 1
oa_version: Published Version
page: 1-38
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
  call_identifier: H2020
  grant_number: '101020331'
  name: Random matrices beyond Wigner-Dyson-Mehta
publication: Electronic Journal of Probability
publication_identifier:
  eissn:
  - 1083-6489
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Optimal multi-resolvent local laws for Wigner matrices
tmp:
  image: /images/cc_by.png
  legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
  name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
  short: CC BY (4.0)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 27
year: '2022'
...
---
_id: '12480'
abstract:
- lang: eng
  text: 'We consider the problem of estimating a signal from measurements obtained
    via a generalized linear model. We focus on estimators based on approximate message
    passing (AMP), a family of iterative algorithms with many appealing features:
    the performance of AMP in the high-dimensional limit can be succinctly characterized
    under suitable model assumptions; AMP can also be tailored to the empirical distribution
    of the signal entries, and for a wide class of estimation problems, AMP is conjectured
    to be optimal among all polynomial-time algorithms. However, a major issue of
    AMP is that in many models (such as phase retrieval), it requires an initialization
    correlated with the ground-truth signal and independent from the measurement matrix.
    Assuming that such an initialization is available is typically not realistic.
    In this paper, we solve this problem by proposing an AMP algorithm initialized
    with a spectral estimator. With such an initialization, the standard AMP analysis
    fails since the spectral estimator depends in a complicated way on the design
    matrix. Our main contribution is a rigorous characterization of the performance
    of AMP with spectral initialization in the high-dimensional limit. The key technical
    idea is to define and analyze a two-phase artificial AMP algorithm that first
    produces the spectral estimator, and then closely approximates the iterates of
    the true AMP. We also provide numerical results that demonstrate the validity
    of the proposed approach.'
acknowledgement: "The authors would like to thank Andrea Montanari for helpful discussions.\r\nM
  Mondelli was partially supported by the 2019 Lopez-Loreta Prize. R Venkataramanan
  was partially supported by the Alan Turing Institute under the EPSRC Grant\r\nEP/N510129/1."
article_number: '114003'
article_processing_charge: Yes (via OA deal)
article_type: original
author:
- first_name: Marco
  full_name: Mondelli, Marco
  id: 27EB676C-8706-11E9-9510-7717E6697425
  last_name: Mondelli
  orcid: 0000-0002-3242-7020
- first_name: Ramji
  full_name: Venkataramanan, Ramji
  last_name: Venkataramanan
citation:
  ama: 'Mondelli M, Venkataramanan R. Approximate message passing with spectral initialization
    for generalized linear models. <i>Journal of Statistical Mechanics: Theory and
    Experiment</i>. 2022;2022(11). doi:<a href="https://doi.org/10.1088/1742-5468/ac9828">10.1088/1742-5468/ac9828</a>'
  apa: 'Mondelli, M., &#38; Venkataramanan, R. (2022). Approximate message passing
    with spectral initialization for generalized linear models. <i>Journal of Statistical
    Mechanics: Theory and Experiment</i>. IOP Publishing. <a href="https://doi.org/10.1088/1742-5468/ac9828">https://doi.org/10.1088/1742-5468/ac9828</a>'
  chicago: 'Mondelli, Marco, and Ramji Venkataramanan. “Approximate Message Passing
    with Spectral Initialization for Generalized Linear Models.” <i>Journal of Statistical
    Mechanics: Theory and Experiment</i>. IOP Publishing, 2022. <a href="https://doi.org/10.1088/1742-5468/ac9828">https://doi.org/10.1088/1742-5468/ac9828</a>.'
  ieee: 'M. Mondelli and R. Venkataramanan, “Approximate message passing with spectral
    initialization for generalized linear models,” <i>Journal of Statistical Mechanics:
    Theory and Experiment</i>, vol. 2022, no. 11. IOP Publishing, 2022.'
  ista: 'Mondelli M, Venkataramanan R. 2022. Approximate message passing with spectral
    initialization for generalized linear models. Journal of Statistical Mechanics:
    Theory and Experiment. 2022(11), 114003.'
  mla: 'Mondelli, Marco, and Ramji Venkataramanan. “Approximate Message Passing with
    Spectral Initialization for Generalized Linear Models.” <i>Journal of Statistical
    Mechanics: Theory and Experiment</i>, vol. 2022, no. 11, 114003, IOP Publishing,
    2022, doi:<a href="https://doi.org/10.1088/1742-5468/ac9828">10.1088/1742-5468/ac9828</a>.'
  short: 'M. Mondelli, R. Venkataramanan, Journal of Statistical Mechanics: Theory
    and Experiment 2022 (2022).'
date_created: 2023-02-02T08:31:57Z
date_published: 2022-11-24T00:00:00Z
date_updated: 2024-03-07T10:36:52Z
day: '24'
ddc:
- '510'
- '530'
department:
- _id: MaMo
doi: 10.1088/1742-5468/ac9828
external_id:
  isi:
  - '000889589900001'
file:
- access_level: open_access
  checksum: 01411ffa76d3e380a0446baeb89b1ef7
  content_type: application/pdf
  creator: dernst
  date_created: 2023-02-02T08:35:52Z
  date_updated: 2023-02-02T08:35:52Z
  file_id: '12481'
  file_name: 2022_JourStatisticalMechanics_Mondelli.pdf
  file_size: 1729997
  relation: main_file
  success: 1
file_date_updated: 2023-02-02T08:35:52Z
has_accepted_license: '1'
intvolume: '      2022'
isi: 1
issue: '11'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
- Statistical and Nonlinear Physics
language:
- iso: eng
month: '11'
oa: 1
oa_version: Published Version
project:
- _id: 059876FA-7A3F-11EA-A408-12923DDC885E
  name: Prix Lopez-Loretta 2019 - Marco Mondelli
publication: 'Journal of Statistical Mechanics: Theory and Experiment'
publication_identifier:
  issn:
  - 1742-5468
publication_status: published
publisher: IOP Publishing
quality_controlled: '1'
related_material:
  record:
  - id: '10598'
    relation: earlier_version
    status: public
scopus_import: '1'
status: public
title: Approximate message passing with spectral initialization for generalized linear
  models
tmp:
  image: /images/cc_by.png
  legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
  name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
  short: CC BY (4.0)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 2022
year: '2022'
...
---
_id: '9158'
abstract:
- lang: eng
  text: While several tools have been developed to study the ground state of many-body
    quantum spin systems, the limitations of existing techniques call for the exploration
    of new approaches. In this manuscript we develop an alternative analytical and
    numerical framework for many-body quantum spin ground states, based on the disentanglement
    formalism. In this approach, observables are exactly expressed as Gaussian-weighted
    functional integrals over scalar fields. We identify the leading contribution
    to these integrals, given by the saddle point of a suitable effective action.
    Analytically, we develop a field-theoretical expansion of the functional integrals,
    performed by means of appropriate Feynman rules. The expansion can be truncated
    to a desired order to obtain analytical approximations to observables. Numerically,
    we show that the disentanglement approach can be used to compute ground state
    expectation values from classical stochastic processes. While the associated fluctuations
    grow exponentially with imaginary time and the system size, this growth can be
    mitigated by means of an importance sampling scheme based on knowledge of the
    saddle point configuration. We illustrate the advantages and limitations of our
    methods by considering the quantum Ising model in 1, 2 and 3 spatial dimensions.
    Our analytical and numerical approaches are applicable to a broad class of systems,
    bridging concepts from quantum lattice models, continuum field theory, and classical
    stochastic processes.
acknowledgement: "S D N would like to thank M J Bhaseen, J Chalker, B Doyon, V Gritsev,
  A Lamacraft,\r\nA Michailidis and M Serbyn for helpful feedback and stimulating
  conversations. S D N\r\nacknowledges funding from the Institute of Science and Technology
  (IST) Austria, and\r\nfrom the European Union’s Horizon 2020 research and innovation
  program under the\r\nMarie Sk\blodowska-Curie Grant Agreement No. 754411. S D N
  also acknowledges funding\r\nfrom the EPSRC Center for Doctoral Training in Cross-Disciplinary
  Approaches to Non-\r\nEquilibrium Systems (CANES) under Grant EP/L015854/1. S D
  N is grateful to IST\r\nAustria for providing open access funding."
article_number: '013101'
article_processing_charge: No
article_type: original
author:
- first_name: Stefano
  full_name: De Nicola, Stefano
  id: 42832B76-F248-11E8-B48F-1D18A9856A87
  last_name: De Nicola
  orcid: 0000-0002-4842-6671
citation:
  ama: 'De Nicola S. Disentanglement approach to quantum spin ground states: Field
    theory and stochastic simulation. <i>Journal of Statistical Mechanics: Theory
    and Experiment</i>. 2021;2021(1). doi:<a href="https://doi.org/10.1088/1742-5468/abc7c7">10.1088/1742-5468/abc7c7</a>'
  apa: 'De Nicola, S. (2021). Disentanglement approach to quantum spin ground states:
    Field theory and stochastic simulation. <i>Journal of Statistical Mechanics: Theory
    and Experiment</i>. IOP Publishing. <a href="https://doi.org/10.1088/1742-5468/abc7c7">https://doi.org/10.1088/1742-5468/abc7c7</a>'
  chicago: 'De Nicola, Stefano. “Disentanglement Approach to Quantum Spin Ground States:
    Field Theory and Stochastic Simulation.” <i>Journal of Statistical Mechanics:
    Theory and Experiment</i>. IOP Publishing, 2021. <a href="https://doi.org/10.1088/1742-5468/abc7c7">https://doi.org/10.1088/1742-5468/abc7c7</a>.'
  ieee: 'S. De Nicola, “Disentanglement approach to quantum spin ground states: Field
    theory and stochastic simulation,” <i>Journal of Statistical Mechanics: Theory
    and Experiment</i>, vol. 2021, no. 1. IOP Publishing, 2021.'
  ista: 'De Nicola S. 2021. Disentanglement approach to quantum spin ground states:
    Field theory and stochastic simulation. Journal of Statistical Mechanics: Theory
    and Experiment. 2021(1), 013101.'
  mla: 'De Nicola, Stefano. “Disentanglement Approach to Quantum Spin Ground States:
    Field Theory and Stochastic Simulation.” <i>Journal of Statistical Mechanics:
    Theory and Experiment</i>, vol. 2021, no. 1, 013101, IOP Publishing, 2021, doi:<a
    href="https://doi.org/10.1088/1742-5468/abc7c7">10.1088/1742-5468/abc7c7</a>.'
  short: 'S. De Nicola, Journal of Statistical Mechanics: Theory and Experiment 2021
    (2021).'
date_created: 2021-02-17T17:48:46Z
date_published: 2021-01-05T00:00:00Z
date_updated: 2023-08-07T13:46:28Z
day: '05'
ddc:
- '530'
department:
- _id: MaSe
doi: 10.1088/1742-5468/abc7c7
ec_funded: 1
external_id:
  isi:
  - '000605080300001'
file:
- access_level: open_access
  checksum: 64e2aae4837790db26e1dd1986c69c07
  content_type: application/pdf
  creator: dernst
  date_created: 2021-02-19T14:04:40Z
  date_updated: 2021-02-19T14:04:40Z
  file_id: '9172'
  file_name: 2021_JourStatMech_deNicola.pdf
  file_size: 1693609
  relation: main_file
  success: 1
file_date_updated: 2021-02-19T14:04:40Z
has_accepted_license: '1'
intvolume: '      2021'
isi: 1
issue: '1'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
- Statistical and Nonlinear Physics
language:
- iso: eng
month: '01'
oa: 1
oa_version: Published Version
project:
- _id: 260C2330-B435-11E9-9278-68D0E5697425
  call_identifier: H2020
  grant_number: '754411'
  name: ISTplus - Postdoctoral Fellowships
- _id: B67AFEDC-15C9-11EA-A837-991A96BB2854
  name: IST Austria Open Access Fund
publication: 'Journal of Statistical Mechanics: Theory and Experiment'
publication_identifier:
  issn:
  - 1742-5468
publication_status: published
publisher: IOP Publishing
quality_controlled: '1'
status: public
title: 'Disentanglement approach to quantum spin ground states: Field theory and stochastic
  simulation'
tmp:
  image: /images/cc_by.png
  legal_code_url: https://creativecommons.org/licenses/by/4.0/legalcode
  name: Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)
  short: CC BY (4.0)
type: journal_article
user_id: 4359f0d1-fa6c-11eb-b949-802e58b17ae8
volume: 2021
year: '2021'
...
---
_id: '8421'
abstract:
- lang: eng
  text: 'The classical Birkhoff conjecture claims that the boundary of a strictly
    convex integrable billiard table is necessarily an ellipse (or a circle as a special
    case). In this article we prove a complete local version of this conjecture: a
    small integrable perturbation of an ellipse must be an ellipse. This extends and
    completes the result in Avila-De Simoi-Kaloshin, where nearly circular domains
    were considered. One of the crucial ideas in the proof is to extend action-angle
    coordinates for elliptic billiards into complex domains (with respect to the angle),
    and to thoroughly analyze the nature of their complex singularities. As an application,
    we are able to prove some spectral rigidity results for elliptic domains.'
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Vadim
  full_name: Kaloshin, Vadim
  id: FE553552-CDE8-11E9-B324-C0EBE5697425
  last_name: Kaloshin
  orcid: 0000-0002-6051-2628
- first_name: Alfonso
  full_name: Sorrentino, Alfonso
  last_name: Sorrentino
citation:
  ama: Kaloshin V, Sorrentino A. On the local Birkhoff conjecture for convex billiards.
    <i>Annals of Mathematics</i>. 2018;188(1):315-380. doi:<a href="https://doi.org/10.4007/annals.2018.188.1.6">10.4007/annals.2018.188.1.6</a>
  apa: Kaloshin, V., &#38; Sorrentino, A. (2018). On the local Birkhoff conjecture
    for convex billiards. <i>Annals of Mathematics</i>. Annals of Mathematics, Princeton
    U. <a href="https://doi.org/10.4007/annals.2018.188.1.6">https://doi.org/10.4007/annals.2018.188.1.6</a>
  chicago: Kaloshin, Vadim, and Alfonso Sorrentino. “On the Local Birkhoff Conjecture
    for Convex Billiards.” <i>Annals of Mathematics</i>. Annals of Mathematics, Princeton
    U, 2018. <a href="https://doi.org/10.4007/annals.2018.188.1.6">https://doi.org/10.4007/annals.2018.188.1.6</a>.
  ieee: V. Kaloshin and A. Sorrentino, “On the local Birkhoff conjecture for convex
    billiards,” <i>Annals of Mathematics</i>, vol. 188, no. 1. Annals of Mathematics,
    Princeton U, pp. 315–380, 2018.
  ista: Kaloshin V, Sorrentino A. 2018. On the local Birkhoff conjecture for convex
    billiards. Annals of Mathematics. 188(1), 315–380.
  mla: Kaloshin, Vadim, and Alfonso Sorrentino. “On the Local Birkhoff Conjecture
    for Convex Billiards.” <i>Annals of Mathematics</i>, vol. 188, no. 1, Annals of
    Mathematics, Princeton U, 2018, pp. 315–80, doi:<a href="https://doi.org/10.4007/annals.2018.188.1.6">10.4007/annals.2018.188.1.6</a>.
  short: V. Kaloshin, A. Sorrentino, Annals of Mathematics 188 (2018) 315–380.
date_created: 2020-09-17T10:42:22Z
date_published: 2018-07-01T00:00:00Z
date_updated: 2021-01-12T08:19:10Z
day: '01'
doi: 10.4007/annals.2018.188.1.6
extern: '1'
external_id:
  arxiv:
  - '1612.09194'
intvolume: '       188'
issue: '1'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://arxiv.org/abs/1612.09194
month: '07'
oa: 1
oa_version: Preprint
page: 315-380
publication: Annals of Mathematics
publication_identifier:
  issn:
  - 0003-486X
publication_status: published
publisher: Annals of Mathematics, Princeton U
quality_controlled: '1'
status: public
title: On the local Birkhoff conjecture for convex billiards
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 188
year: '2018'
...
---
_id: '8526'
article_processing_charge: No
article_type: original
author:
- first_name: Vadim
  full_name: Kaloshin, Vadim
  id: FE553552-CDE8-11E9-B324-C0EBE5697425
  last_name: Kaloshin
  orcid: 0000-0002-6051-2628
citation:
  ama: Kaloshin V. An extension of the Artin-Mazur theorem. <i>The Annals of Mathematics</i>.
    1999;150(2):729-741. doi:<a href="https://doi.org/10.2307/121093">10.2307/121093</a>
  apa: Kaloshin, V. (1999). An extension of the Artin-Mazur theorem. <i>The Annals
    of Mathematics</i>. JSTOR. <a href="https://doi.org/10.2307/121093">https://doi.org/10.2307/121093</a>
  chicago: Kaloshin, Vadim. “An Extension of the Artin-Mazur Theorem.” <i>The Annals
    of Mathematics</i>. JSTOR, 1999. <a href="https://doi.org/10.2307/121093">https://doi.org/10.2307/121093</a>.
  ieee: V. Kaloshin, “An extension of the Artin-Mazur theorem,” <i>The Annals of Mathematics</i>,
    vol. 150, no. 2. JSTOR, pp. 729–741, 1999.
  ista: Kaloshin V. 1999. An extension of the Artin-Mazur theorem. The Annals of Mathematics.
    150(2), 729–741.
  mla: Kaloshin, Vadim. “An Extension of the Artin-Mazur Theorem.” <i>The Annals of
    Mathematics</i>, vol. 150, no. 2, JSTOR, 1999, pp. 729–41, doi:<a href="https://doi.org/10.2307/121093">10.2307/121093</a>.
  short: V. Kaloshin, The Annals of Mathematics 150 (1999) 729–741.
date_created: 2020-09-18T10:50:28Z
date_published: 1999-09-01T00:00:00Z
date_updated: 2021-01-12T08:19:53Z
day: '01'
doi: 10.2307/121093
extern: '1'
intvolume: '       150'
issue: '2'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
month: '09'
oa_version: None
page: 729-741
publication: The Annals of Mathematics
publication_identifier:
  issn:
  - 0003-486X
publication_status: published
publisher: JSTOR
quality_controlled: '1'
status: public
title: An extension of the Artin-Mazur theorem
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 150
year: '1999'
...
