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A CLT for Information-theoretic statistics of Non-centered Gram random matrices
Random Matrix Spectral measure Stieltjes Transform
2011/7/19
In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n...
Probabilistic analysis of the human transcriptome with side information
data integration exploratory data analysis functional genomics probabilistic modeling transcriptomics
2011/3/25
Understanding functional organization of genetic information is a major challenge in modern biology. Following the initial publication of the human genome sequence in 2001, advances in high-throughput...
A Bregman Extension of quasi-Newton updates I: An Information Geometrical framework
A Bregman Extension quasi-Newton updates I An Information Geometrical
2010/10/19
We study quasi-Newton methods from the viewpoint of information geometry induced associated with Bregman divergences. Fletcher has studied a variational problem which derives the approximate Hessian u...