The smallest singular value of inhomogeneous square random matrices

GV Livshyts, K Tikhomirov, R Vershynin - 2021 - projecteuclid.org
We show that, for an n× n random matrix A with independent uniformly anticoncentrated
entries such that E‖ A‖ HS 2≤ K n 2, the smallest singular value σ n (A) of A satisfies P {σ …

Extreme singular values of inhomogeneous sparse random rectangular matrices

I Dumitriu, Y Zhu - Bernoulli, 2024 - projecteuclid.org
We develop a unified approach to bounding the largest and smallest singular values of an
inhomogeneous random rectangular matrix, based on the non-backtracking operator and …

The smallest singular value of heavy-tailed not necessarily iid random matrices via random rounding

GV Livshyts - Journal d'Analyse Mathématique, 2021 - Springer
We show the existence of a net near the sphere, such that the values of any matrix on the
sphere and on the net are compared via a regularized Hilbert-Schmidt norm, which we …

Asymptotic geometric analysis: achievements and perspective

V Milman - Geometric Aspects of Functional Analysis: Israel …, 2023 - Springer
The reader will have noticed the non-standard appearance of this piece. Indeed, we are
used to reading papers which are either survey papers or research ones (or a mixture of …

Estimating the probability that a given vector is in the convex hull of a random sample

S Hayakawa, T Lyons, H Oberhauser - Probability Theory and Related …, 2023 - Springer
For ad-dimensional random vector X, let pn, X (θ) be the probability that the convex hull of n
independent copies of X contains a given point θ. We provide several sharp inequalities …

Random polytopes in convex bodies: Bridging the gap between extremal containers

F Besau, A Gusakova, C Thäle - arXiv preprint arXiv:2411.19163, 2024 - arxiv.org
We investigate the asymptotic properties of random polytopes arising as convex hulls of $ n
$ independent random points sampled from a family of block-beta distributions. Notably, this …

On the geometry of polytopes generated by heavy-tailed random vectors

O Guédon, F Krahmer, C Kümmerle… - Communications in …, 2022 - World Scientific
We study the geometry of centrally symmetric random polytopes, generated by N
independent copies of a random vector X taking values in ℝ n. We show that under minimal …

The smallest singular value for rectangular random matrices with L\'evy entries

Y Han - arXiv preprint arXiv:2412.06246, 2024 - arxiv.org
Let $ X=(x_ {ij})\in\mathbb {R}^{N\times n} $ be a rectangular random matrix with iid entries
(we assume $ N/n\to\mathbf {a}> 1$), and denote by $\sigma_ {min}(X) $ its smallest …

Understanding and enhancing data recovery algorithms: From noise-blind sparse recovery to reweighted methods for low-rank matrix optimization

C Kümmerle - 2019 - mediatum.ub.tum.de
We prove new results about the robustness of noise-blind decoders for the problem of
reconstructing a sparse vector from underdetermined linear measurements. Our results …

Estimating the probability that a given vector is in the convex hull of a random sample

H Satoshi, L Terry, O Harald - 2023 - dlib.phenikaa-uni.edu.vn
For a d-dimensional random vector X, let pn, X (θ) be the probability that the convex hull of n
independent copies of X contains a given point θ. We provide several sharp inequalities …