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Matthias Löwe

Publications and source records attributed to Matthias Löwe.

50 records · Page 3Linked to original sources

A Comparative Study of Sparse Associative Memories

We study various models of associative memories with sparse information, i.e. a pattern to be stored is a random string of $0$s and $1$s with about $\log N$ $1$s, only. We compare different synaptic weights, architectures and retrieval mechanisms to shed light on the influence of the various parameters on the storage capacity.

math.PR↗

On the Limiting Spectral Density of Random Matrices filled with Stochastic Processes

We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic process. Under assumptions on this process, which are satisfied, e.g., by stationary Markov chains on finite sets, by stationary Gibbs measures on finite state spaces, or by Gaussian Markov processes, we show that the limiting spectral distribution depends on the way the matrix is filled with the stochastic process. If the filling is in a certain way compatible with the symmetry condition on the matrix, the limiting law of the empirical eigenvalue distribution is the well known semi-circle law. For other fillings we show that the semi-circle law cannot be the limiting spectral density.

math.PR↗

Capacity of an associative memory model on random graph architectures

We analyze the storage capacity of the Hopfield models on classes of random graphs. While such a setup has been analyzed for the case that the underlying random graph model is an Erdös-Renyi graph, other architectures, including those investigated in the recent neuroscience literature, have not been studied yet. We develop a notion of storage capacity that highlights the influence of the graph topology and give results on the storage capacity for not too irregular random graph models. The class of models investigated includes the popular power law graphs for some parameter values.

math.PR↗

Large deviation upper bounds for sums of positively associated indicators

We give exponential upper bounds for $P(S \le k)$, in particular $P(S=0)$, where $S$ is a sum of indicator random variables that are positively associated. These bounds allow, in particular, a comparison with the independent case. We give examples in which we compare with a famous exponential inequality for sums of correlated indicators, the Janson inequality. Here our bound sometimes proves to be superior to Janson's bound.

math.PR↗

On the capacity of a new model of associative memory based on neural cliques

Based on recent work by Gripon and Berrou, we introduce a new model of an associative memory. We show that this model has an efficiency bounded away from 0 and is therefore significantly more effective than the well known Hopfield model. We prove that the synchronous and asynchronous retrieval dynamics converge and give upper and lower bounds on the memory capacity of the model.

math.PR↗

On hitting times for simple random walk on dense Erdös-Rényi random graphs

Let $G(N,p)=(V,E)$ be an Erdös-Rényi random graph and $(X_n)_{n \in \mathbb{N}}$ be a simple random walk on it. We study the the order of magnitude of $\sum_{i \in V} π_ih_{ij} $ where $π_i=d_i / 2|E|$ for $d_i$ the number of neighbors of node $i$ and $h_{ij}$ the hitting time for $(X_n)_{n \in \mathbb{N}}$ between nodes $i$ and $j$, in a regime of $p=p(N)$ such that $G(N,p)$ is almost surely connected as $N\to\infty$. Our main result is that $\sum_{i \in V} π_ih_{ij} $ is almost surely of order $N(1+o(1))$ as $N\to \infty$, which coincides with previous results in the physics literature \cite{sood}, though our techniques are based on large deviations bounds on the number of neighbors of a typical node and the number of edges in $G(N,p)$ together with recent work on bounds on the spectrum of the (random) adjacency matrix of $G(N,p)$.

math.PR↗

Large deviations principle for Curie-Weiss models with random fields

In this article we consider an extension of the classical Curie-Weiss model in which the global and deterministic external magnetic field is replaced by local and random external fields which interact with each spin of the system. We prove a Large Deviations Principle for the so-called {\it magnetization per spin} $S_n/n$ with respect to the associated Gibbs measure, where $S_n/n$ is the scaled partial sum of spins. In particular, we obtain an explicit expression for the LDP rate function, which enables an extensive study of the phase diagram in some examples. It is worth mentioning that the model considered in this article covers, in particular, both the case of i.\,i.\,d.\ random external fields (also known under the name of random field Curie-Weiss models) and the case of dependent random external fields generated by e.\,g.\ Markov chains or dynamical systems.

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Moderate deviations for random field Curie-Weiss models

The random field Curie-Weiss model is derived from the classical Curie-Weiss model by replacing the deterministic global magnetic field by random local magnetic fields. This opens up a new and interestingly rich phase structure. In this setting, we derive moderate deviations principles for the random total magnetization $S_n$, which is the partial sum of (dependent) spins. A typical result is that under appropriate assumptions on the distribution of the local external fields there exist a real number $m$, a positive real number $λ$, and a positive integer $k$ such that $(S_n-nm)/n^α$ satisfies a moderate deviations principle with speed $n^{1-2k(1-α)}$ and rate function $λx^{2k}/(2k)!$, where $1-1/(2(2k-1)) < α< 1$.

math.PR↗

A phase transition for the limiting spectral density of random matrices

We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated. Depending on the strength of correlation the limiting spectral distribution is either the famous semicircle law or some other law, related to that derived for Toeplitz matrices by Bryc, Dembo and Jiang (2006).

math.PR↗

Gaussian Fluctuations for Sample Covariance Matrices with Dependent Data

It is known (Hofmann-Credner and Stolz (2008)) that the convergence of the mean empirical spectral distribution of a sample covariance matrix W_n = 1/n Y_n Y_n^t to the Marčenko-Pastur law remains unaffected if the rows and columns of Y_n exhibit some dependence, where only the growth of the number of dependent entries, but not the joint distribution of dependent entries needs to be controlled. In this paper we show that the well-known CLT for traces of powers of W_n also extends to the dependent case.

math.PR↗

The semicircle law for matrices with independent diagonals

We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be correlated. We show that under sufficiently nice moment conditions the empirical eigenvalue distribution converges almost surely weakly to the semi-circle law.

math.PR↗

Stein's method for dependent random variables occurring in Statistical Mechanics

We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the Curie-Weiss models. Under appropriate assumptions there exists a real number $α$, a positive real number $μ$, and a positive integer $k$ such that $(S_n- n α)/n^{1 - 1/2k}$ converges weakly to a random variable with density proportional to $\exp(-μ|x|^{2k} /(2k)!)$. We develop Stein's method for exchangeable pairs for a rich class of distributional approximations including the Gaussian distributions as well as the non-Gaussian limit distributions with density proportional to $\exp(-μ|x|^{2k} /(2k)!)$. Our results include the optimal Berry-Esseen rate in the Central Limit Theorem for the total magnetization in the classical Curie-Weiss model, for high temperatures as well as at the critical temperature $β_c=1$, where the Central Limit Theorem fails. Moreover, we analyze Berry-Esseen bounds as the temperature $1/ β_n$ converges to one and obtain a threshold for the speed of this convergence. Single spin distributions satisfying the Griffiths-Hurst-Sherman (GHS) inequality like models of liquid helium or continuous Curie-Weiss models are considered.

math.PR↗