Skip to main content

All Questions

Filter by
Sorted by
Tagged with
4 votes
0 answers
196 views

What is the minimum nonzero rank in a random subspace of matrices?

Fix positive integers $m$, $n$, and $k\leq mn$, and draw a $k$-dimensional subspace $S\leq\mathbb{R}^{m\times n}$ uniformly from the Grassmannian. What is known about the random variable $R(m,n,k):=\...
Dustin G. Mixon's user avatar
2 votes
0 answers
43 views

Approximation of Grassmanian cubatures through random noise

Let $G_{1,d}$ be the $1$-grassmanian in $d$ dimensions, that is the set of linear projections from $\mathbb R^d$ to $\mathbb R$. We can see it as $\mathbb S(\mathbb R^d)$, as any projection can be ...
lrnv's user avatar
  • 686
2 votes
1 answer
495 views

Invertibility of random Vandermonde matrix

Let $\kappa, d \in\mathbb{N}$ and $f$ is a uniform probability measure on $\mathcal{D} = \left[-1,1\right]^{\kappa}$. In addition, let \begin{equation*} p = p\left(\kappa,d\right) := \left(\begin{...
Student's user avatar
  • 159
7 votes
1 answer
355 views

Injectivity of matrix "fingerprint"

Consider $S$, the set of all $n\times m$ real matrices with specified row sums $(r_1,...,r_n)$, column sums $(c_1,...,c_m)$, and strictly positive entries. For any matrix $A$, define $$ D_A(i,j)=\...
Bill Bradley's user avatar
  • 3,979
2 votes
0 answers
265 views

Expectation of a multivariate Gaussian over a plane

For a vector $X$ which follows a multinomial Gaussian distribution $N(\vec{0},\Sigma)$, a given vector $b$, and a known scalar value $c$, I would like to calculate the expectation : $E[X|X^Tb = c]$ ...
Leo's user avatar
  • 21