arXiv subjects

Ji Oon Lee

Publications and source records attributed to Ji Oon Lee.

At least 37 records · Page 2Linked to original sources

arXiv2019

Parity Queries for Binary Classification

Consider a query-based data acquisition problem that aims to recover the values of $k$ binary variables from parity (XOR) measurements of chosen subsets of the variables. Assume the response model where only a randomly selected subset of the measurements is received. We propose a method for designing a sequence of queries so that the variables can be identified with high probability using as few ($n$) measurements as possible. We define the query difficulty $\bar{d}$ as the average size of the query subsets and the sample complexity $n$ as the minimum number of measurements required to attain a given recovery accuracy. We obtain fundamental trade-offs between recovery accuracy, query difficulty, and sample complexity. In particular, the necessary and sufficient sample complexity required for recovering all $k$ variables with high probability is $n = c_0 \max\{k, (k \log k)/\bar{d}\}$ and the sample complexity for recovering a fixed proportion $(1-δ)k$ of the variables for $δ=o(1)$ is $n = c_1\max\{k, (k \log(1/δ))/\bar{d}\}$, where $c_0, c_1>0$.

cs.IT↗

arXiv2019

Local law and Tracy--Widom limit for sparse stochastic block models

We consider the spectral properties of sparse stochastic block models, where $N$ vertices are partitioned into $K$ balanced communities. Under an assumption that the intra-community probability and inter-community probability are of similar order, we prove a local semicircle law up to the spectral edges, with an explicit formula on the deterministic shift of the spectral edge. We also prove that the fluctuation of the extremal eigenvalues is given by the GOE Tracy--Widom law after rescaling and centering the entries of sparse stochastic block models. Applying the result to sparse stochastic block models, we rigorously prove that there is a large gap between the outliers and the spectral edge without centering.

math.PR↗

arXiv2019

Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices

We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices $V$, we prove that the fluctuations of linear spectral statistics of $W$ for $C^{2}_{c}$ test function can be decomposed into that of $M$ and of $V$, and that each of those weakly converges to a Gaussian distribution. We also calculate the formulae for the means and variances of the limiting distributions.

math.PR↗

arXiv2018

Local law and Tracy-Widom limit for sparse sample covariance matrices

We consider spectral properties of sparse sample covariance matrices, which includes biadjacency matrices of the bipartite Erdős-Rényi graph model. We prove a local law for the eigenvalue density up to the upper spectral edge. Under a suitable condition on the sparsity, we also prove that the limiting distribution of the rescaled, shifted extremal eigenvalues is given by the GOE Tracy-Widom law with an explicit formula on the deterministic shift of the spectral edge. For the biadjacency matrix of an Erdős-Rényi graph with two vertex sets of comparable sizes $M$ and $N$, this establishes Tracy-Widom fluctuations of the second largest eigenvalue when the connection probability $p$ is much larger than $N^{-2/3}$ with a deterministic shift of order $(Np)^{-1}$.

math.PR↗

arXiv2018

Ferromagnetic to paramagnetic transition in spherical spin glass

We consider the spherical spin glass model defined by a combination of the pure 2-spin spherical Sherrington-Kirkpatrick Hamiltonian and the ferromagnetic Curie-Weiss Hamiltonian. In the large system limit, there is a two-dimensional phase diagram with respect to the temperature and the coupling strength. The phase diagram is divided into three regimes; ferromagnetic, paramagnetic, and spin glass regimes. The fluctuations of the free energy are known in each regime. In this paper, we study the transition between the ferromagnetic regime and the paramagnetic regime in a critical scale.

math.PR↗

arXiv2018

Rate of Convergence towards Hartree Dynamics with Singular Interaction Potential

We consider a system of $N$-Bosons with a two-body interaction potential $V \in L^2(\mathbb{R}^3)+L^\infty(\mathbb{R}^3)$, possibly singular than the Coulomb interaction. We show that, with $H^1(\mathbb{R}^3)$ initial data, the difference between the many-body Schrödinger evolution in the mean-field regime and the corresponding Hartree dynamics is of order $1/N$, for any fixed time. The $N$-dependence of the bound is optimal.

math-ph↗

arXiv2018

Fundamental Limits on Data Acquisition: Trade-offs between Sample Complexity and Query Difficulty

We consider query-based data acquisition and the corresponding information recovery problem, where the goal is to recover $k$ binary variables (information bits) from parity measurements of those variables. The queries and the corresponding parity measurements are designed using the encoding rule of Fountain codes. By using Fountain codes, we can design potentially limitless number of queries, and corresponding parity measurements, and guarantee that the original $k$ information bits can be recovered with high probability from any sufficiently large set of measurements of size $n$. In the query design, the average number of information bits that is associated with one parity measurement is called query difficulty ($\bar{d}$) and the minimum number of measurements required to recover the $k$ information bits for a fixed $\bar{d}$ is called sample complexity ($n$). We analyze the fundamental trade-offs between the query difficulty and the sample complexity, and show that the sample complexity of $n=c\max\{k,(k\log k)/\bar{d}\}$ for some constant $c>0$ is necessary and sufficient to recover $k$ information bits with high probability as $k\to\infty$.

cs.IT↗

arXiv2017

Free energy of bipartite spherical Sherrington--Kirkpatrick model

We consider the free energy of the bipartite spherical Sherrington--Kirkpatrick model. We find the critical temperature and prove the limiting free energy for all non-critical temperature. We also show that the law of the fluctuation of the free energy converges to the Gaussian distribution when the temperature is above the critical temperature, and to the GOE Tracy--Widom distribution when the temperature is below the critical temperature. The result is universal, and the analysis is applicable to a more general setting including the case where the disorders are non-identically distributed.

math.PR↗

arXiv2016

Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction

We consider a spherical spin system with pure 2-spin spherical Sherrington-Kirkpatrick Hamiltonian with ferromagnetic Curie-Weiss interaction. The system shows a two-dimensional phase transition with respect to the temperature and the coupling constant. We compute the limiting distributions of the free energy for all parameters away from the critical values. The zero temperature case corresponds to the well-known phase transition of the largest eigenvalue of a rank 1 spiked random symmetric matrix. As an intermediate step, we establish a central limit theorem for the linear statistics of rank 1 spiked random symmetric matrices.

math.PR↗

arXiv2016

Bulk universality for deformed Wigner matrices

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for the matrix entries of $W$, and we choose $V$ so that the eigenvalues of $W$ and $V$ are typically of the same order. For a large class of diagonal matrices $V$, we show that the local statistics in the bulk of the spectrum are universal in the limit of large $N$.

math.PR↗

arXiv2016

Local law and Tracy-Widom limit for sparse random matrices

We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph model $G(N,p)$. We prove a local law for the eigenvalue density up to the spectral edges. Under a suitable condition on the sparsity, we also prove that the rescaled extremal eigenvalues exhibit GOE Tracy-Widom fluctuations if a deterministic shift of the spectral edge due to the sparsity is included. For the adjacency matrix of the Erdos-Renyi graph this establishes the Tracy-Widom fluctuations of the second largest eigenvalue for $p\gg N^{-2/3}$ with a deterministic shift of order $(Np)^{-1}$.

math.PR↗

arXiv2015

Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model

The spherical Sherrington-Kirkpatrick model is a spherical mean field model for spin glass. We consider the fluctuations of the free energy at arbitrary non-critical temperature for the 2-spin model with no magnetic field. We show that in the high temperature regime the law of the fluctuations converges to the Gaussian distribution just like in the Sherrington-Kirtkpatrick model. We show, on the other hand, that the law of the fluctuations is given by the GOE Tracy-Widom distribution in the low temperature regime. The orders of the fluctuations are markedly different in these two regimes. A universality of the limit law is also proved.

math.PR↗

arXiv2015

Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population

We consider sample covariance matrices of the form $\mathcal{Q}=(Σ^{1/2}X)(Σ^{1/2} X)^*$, where the sample $X$ is an $M\times N$ random matrix whose entries are real independent random variables with variance $1/N$ and where $Σ$ is an $M\times M$ positive-definite deterministic matrix. We analyze the asymptotic fluctuations of the largest rescaled eigenvalue of $\mathcal{Q}$ when both $M$ and $N$ tend to infinity with $N/M\to d\in(0,\infty)$. For a large class of populations $Σ$ in the sub-critical regime, we show that the distribution of the largest rescaled eigenvalue of $\mathcal{Q}$ is given by the type-1 Tracy-Widom distribution under the additional assumptions that (1) either the entries of $X$ are i.i.d. Gaussians or (2) that $Σ$ is diagonal and that the entries of $X$ have a subexponential decay.

math.PR↗

arXiv2014

Edge Universality for Deformed Wigner Matrices

We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for the matrix entries of $W$ and we choose $V$ so that the eigenvalues of $W$ and $V$ are typically of the same order. For a large class of diagonal matrices $V$ we show that the rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution $F_1$ in the limit of large $N$. Our proofs also apply to the complex Hermitian setting, i.e., when $W$ is a complex Hermitian Wigner matrix.

math.PR↗

arXiv2014

Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices

We consider random matrices of the form $H = W + λV$, $λ\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\ entries that are independent of $W$. We assume subexponential decay for the matrix entries of $W$ and we choose $λ\sim 1$, so that the eigenvalues of $W$ and $λV$ are typically of the same order. Further, we assume that the density of the entries of $V$ is supported on a single interval and is convex near the edges of its support. In this paper we prove that there is $λ_+\in\mathbb{R}^+$ such that the largest eigenvalues of $H$ are in the limit of large $N$ determined by the order statistics of $V$ for $λ>λ_+$. In particular, the largest eigenvalue of $H$ has a Weibull distribution in the limit $N\to\infty$ if $λ>λ_+$. Moreover, for $N$ sufficiently large, we show that the eigenvectors associated to the largest eigenvalues are partially localized for $λ>λ_+$, while they are completely delocalized for $λ<λ_+$. Similar results hold for the lowest eigenvalues.

math.PR↗

arXiv2013

Local deformed semicircle law and complete delocalization for Wigner matrices with random potential

We consider Hermitian random matrices of the form $H = W + λV$, where $W$ is a Wigner matrix and $V$ a diagonal random matrix independent of $W$. We assume subexponential decay for the matrix entries of $W$ and we choose $λ\sim 1$ so that the eigenvalues of $W$ and $λV$ are of the same order in the bulk of the spectrum. In this paper, we prove for a large class of diagonal matrices $V$ that the local deformed semicircle law holds for $H$, which is an analogous result to the local semicircle law for Wigner matrices. We also prove complete delocalization of eigenvectors and other results about the positions of eigenvalues.

math.PR↗

arXiv2013

Rate of Convergence Towards Semi-Relativistic Hartree Dynamics

We consider the semi-relativistic system of $N$ gravitating Bosons with gravitation constant $G$. The time evolution of the system is described by the relativistic dispersion law, and we assume the mean-field scaling of the interaction where $N \to \infty$ and $G \to 0$ while $GN = λ$ fixed. In the super-critical regime of large $λ$, we introduce the regularized interaction where the cutoff vanishes as $N \to \infty$. We show that the difference between the many-body semi-relativistic Schrödinger dynamics and the corresponding semi-relativistic Hartree dynamics is at most of order $N^{-1}$ for all $λ$, i.e., the result covers the sub-critical regime and the super-critical regime. The $N$ dependence of the bound is optimal.

math-ph↗

arXiv2012

A Necessary and Sufficient Condition for Edge Universality of Wigner matrices

In this paper, we prove a necessary and sufficient condition for Tracy-Widom law of Wigner matrices. Consider $N \times N$ symmetric Wigner matrices $H$ with $H_{ij} = N^{-1/2} x_{ij}$, whose upper right entries $x_{ij}$ $(1\le i< j\le N)$ are $i.i.d.$ random variables with distribution $μ$ and diagonal entries $x_{ii}$ $(1\le i\le N)$ are $i.i.d.$ random variables with distribution $\wt μ$. The means of $μ$ and $\wt μ$ are zero, the variance of $μ$ is 1, and the variance of $\wt μ$ is finite. We prove that Tracy-Widom law holds if and only if $\lim_{s\to \infty}s^4\p(|x_{12}| \ge s)=0$. The same criterion holds for Hermitian Wigner matrices.

math.PR↗