# Universality and matrix concentration inequalities

## Speaker:

Tatiana Brailovskaya

## Institution:

Princeton University

## Time:

Wednesday, April 27, 2022 - 2:00pm to 3:00pm

## Location:

510R Rowland Hall

Random matrices frequently appear in many different fields — physics,
computer science, applied and pure mathematics. Oftentimes the random
matrix of interest will have non-trivial structure — entries that are
dependent and have potentially different means and variances (e.g.
sparse Wigner matrices, matrices corresponding to adjacencies of random
graphs, sample covariance matrices). However, current understanding of
such complicated random matrices remains lacking. In this talk, I will
discuss recent results concerning the spectrum of sums of independent
random matrices with a.s. bounded operator norms. In particular, I will
demonstrate that under some fairly general conditions, such sums will
exhibit the following universality phenomenon — their spectrum will
lie close to that of a Gaussian random matrix with the same mean and
covariance. No special background in random matrix theory will be
necessary for the audience — basic knowledge of probability and linear
algebra are sufficient.

Joint work with Ramon van Handel https://web.math.princeton.edu/~rvan/tuniv220113.pdf

# Matrix Concentration: Combinatorial Proof

## Speaker:

March Boedihardjo

UCI

## Time:

Wednesday, February 9, 2022 - 2:00pm to 3:00pm

## Location:

510R Rowland Hall

This is a continuation of my talk last quarter on Sharp Matrix Concentration. In this talk, I will give a proof for a special case of the main result. The proof consists of two parts. The linear algebra part is on a quantitative estimate about noncommutativity. The other part involves combinatorics. If time permits, I will briefly talk about the analytic proof of the main result that works in general. Paper: https://arxiv.org/abs/2104.02662

# Mesoscopic CLT for Kronecker random matrices

Yuriy Nemish

UCSD

## Time:

Wednesday, April 6, 2022 - 2:00pm to 3:00pm

## Location:

510R Rowland Hall

For a general class of symmetric Kronecker random matrices we establish the Central Limit Theorem of the linear spectral statistics on mesoscopic scales inside the bulk. The result is obtained through the analysis of the characteristic function of the linear statistics, and relies on the detailed study of the resolvent of the Kronecker random matrices and the corresponding Dyson equation. This is a joint work with Torben Krüger.

# Integrating Observation Errors in Optimal Recovery

Simon Foucart

## Institution:

Texas A&M University

## Time:

Wednesday, March 9, 2022 - 2:00pm to 3:00pm

## Location:

340 N Rowland Hall

For a function observed through point evaluations, is there an optimal way to recover it or merely to estimate a dependent quantity? I will give an affirmative answer to this data-focused question, especially  under the assumption that the function belongs to a model set defined by approximation capabilities.  In fact, I will uncover computationally implementable linear recovery maps that are optimal in the worst-case setting. I will present some recent and ongoing works extending the theory in several directions, with particular emphasis put on observations that are inexact---adversarially or randomly.

# Dimension-Free Noninteractive Simulation from Gaussian Sources

## Speaker:

Steven M. Heilman

## Institution:

University of Southern California

## Time:

Wednesday, March 2, 2022 - 2:00pm

## Location:

340 N Rowland Hall

Let $X$ and $Y$ be two real-valued random variables.  Let $(X_{1},Y_{1}),(X_{2},Y_{2}),\ldots$ be independent identically distributed copies of $(X,Y)$.  Suppose there are two players A and B.  Player A has access to $X_{1},X_{2},\ldots$ and player B has access to $Y_{1},Y_{2},\ldots$.  Without communication, what joint probability distributions can players A and B jointly simulate?  That is, if $k,m$ are fixed positive integers, what probability distributions on $\{1,\ldots,m\}^{2}$ are equal to the distribution of $(f(X_{1},\ldots,X_{k}),\,g(Y_{1},\ldots,Y_{k}))$ for some $f,g\colon\mathbb{R}^{k}\to\{1,\ldots,m\}$?

When $X$ and $Y$ are standard Gaussians with fixed correlation $\rho\in(-1,1)$, we show that the set of probability distributions that can be noninteractively simulated from $k$ Gaussian samples is the same for any $k\geq m^{2}$.  Previously, it was not even known if this number of samples $m^{2}$ would be finite or not, except when $m\leq 2$.

Joint with Alex Tarter.  https://arxiv.org/abs/2202.09309

# The spectrum of non-linear random matrices from neural networks

Yizhe Zhu

UCI

## Time:

Wednesday, February 2, 2022 - 2:00pm to 3:00pm

## Location:

510R Rowland Hall

Recent theoretical understanding of neural networks has connected their training and generalization to associated kernel matrices. Due to the nonlinearity of the activation function, at random initialization, these kernel matrices are non-linear random matrices.  We consider the limiting spectral distributions of conjugate kernel and neural tangent kernel matrices for two-layer neural networks with deterministic data and random weights. When the width of the network grows faster than the size of the dataset, a deformed semicircle law appears. In this regime, we can also calculate the asymptotic testing and training errors for random feature regression. Joint work with Zhichao Wang https://arxiv.org/abs/2109.09304.

# Geometric constructions for sparse integer signal recovery

Lenny Fukshansky

## Institution:

Claremont McKenna College

## Time:

Wednesday, February 16, 2022 - 2:00pm to 3:00pm

## Location:

RH 340N

We investigate the problem of constructing m x d integer matrices with small entries and d large comparing to m so that for all vectors x in Z^d with at most s ≤ m nonzero coordinates the image vector Ax is not 0. Such constructions allow for robust recovery of the original vector x from its image Ax. This problem is motivated by the compressed sensing paradigm and has numerous potential applications ranging from wireless communications to medical imaging. We discuss existence of such matrices for appropriate choices of d as a function of m and demonstrate a deterministic construction of a family of such matrices stemming from a certain geometric covering problem. We also discuss a connection of our constructions to a simple variant of the Tarski plank problem. This talk is based on joint works with B. Sudakov and D. Needell, as well as with A. Hsu.

# The multispecies zero range process and modified Macdonald polynomials

Olya Mandelshtam

## Institution:

University of Waterloo

## Time:

Monday, November 29, 2021 - 2:00pm to 3:00pm

## Location:

510R

Over the last couple of decades, the theory of interacting particle systems has found some unexpected connections to orthogonal polynomials, symmetric functions, and various combinatorial structures. The asymmetric simple exclusion process (ASEP) has played a central role in this connection. Recently, Cantini, de Gier, and Wheeler found that the partition function of the multispecies ASEP on a circle is a specialization of a Macdonald polynomial $P_{\lambda}(X;q,t)$. Macdonald polynomials are a family of symmetric functions that are ubiquitous in algebraic combinatorics and specialize to or generalize many other important special functions. Around the same time, Martin gave a recursive formulation expressing the stationary probabilities of the ASEP on a circle as sums over combinatorial objects known as multiline queues, which are a type of queueing system. Shortly after, with Corteel and Williams we generalized Martin's result to give a new formula for $P_{\lambda}$ via multiline queues.

The modified Macdonald polynomials $\widetilde{H}_{\lambda}(X;q,t)$ are a version of $P_{\lambda}$ with positive integer coefficients. A natural question was whether there exists a related statistical mechanics model for which some specialization of $\widetilde{H}_{\lambda}$ is equal to its partition function. With Ayyer and Martin, we answer this question in the affirmative with the multispecies totally asymmetric zero-range process (TAZRP), which is a specialization of a more general class of zero range particle processes. We introduce a new combinatorial object in the flavor of the multiline queues, which on one hand, expresses stationary probabilities of the mTAZRP, and on the other hand, gives a new formula for $\widetilde{H}_{\lambda}$. We define an enhanced Markov chain on these objects that lumps to the multispecies TAZRP, and then use this to prove several results about particle densities and correlations in the TAZRP.

# Mathematics of synthetic data and privacy

Roman Vershynin

UCI

## Time:

Wednesday, December 1, 2021 - 2:00pm to 3:00pm

## Location:

Rowland Hall 510R

An emerging way to protect privacy is to replace true data by synthetic data. Medical records of artificial patients, for example, could retain meaningful statistical information while preserving privacy of the true patients. But what is synthetic data, and what is privacy? How do we define these concepts mathematically? Is it possible to make synthetic data that is both useful and private? I will tie these questions to a simple-looking problem in probability theory: how much information about a random vector X is lost when we take conditional expectation of X with respect to some sigma-algebra? This talk is based on a series of papers joint with March Boedihardjo and Thomas Strohmer, mainly this one: https://arxiv.org/abs/2107.05824

# An invariance principle for Markov cookie random walks.

Thomas Mountford

EPFL

## Time:

Wednesday, November 17, 2021 - 2:00pm to 3:00pm

## Location:

510R

In joint work with E Kosygina and J Peterson, the

"natural" diffusive scaling is considered for the recurrent case

and the convergence to Brownian motion perturbed at extrema is shown.  The key ideas are coarse graining and

the Ray Knight approach.