21 citations · 129 across the 26 of their papers we have counts for
8 papers · 1 filter
TAP equations for orthogonally invariant spin glasses at high temperature
Zhou Fan, Yufan Li, Subhabrata Sen
We study the high-temperature regime of a mean-field spin glass model whose couplings matrix is orthogonally invariant in law. The magnetization of this model is conjectured to sat…
The replica-symmetric free energy for Ising spin glasses with orthogonally invariant couplings
Zhou Fan, Yihong Wu
We study a variant of the Sherrington-Kirkpatrick (S-K) spin glass model with external field, where the random symmetric couplings matrix does not consist of i.i.d. entries but is…
Approximate Message Passing algorithms for rotationally invariant matrices
Zhou Fan
Approximate Message Passing (AMP) algorithms have seen widespread use across a variety of applications. However, the precise forms for their Onsager corrections and state evolution…
Spectral Graph Matching and Regularized Quadratic Relaxations II: Erdős-Rényi Graphs and Universality
Zhou Fan, Cheng Mao, Yihong Wu +1
We analyze a new spectral graph matching algorithm, GRAph Matching by Pairwise eigen-Alignments (GRAMPA), for recovering the latent vertex correspondence between two unlabeled, edg…
Principal components in linear mixed models with general bulk
Zhou Fan, Yi Sun, Zhichao Wang
We study the principal components of covariance estimators in multivariate mixed-effects linear models. We show that, in high dimensions, the principal eigenvalues and eigenvectors…
TAP free energy, spin glasses, and variational inference
Zhou Fan, Song Mei, Andrea Montanari
We consider the Sherrington-Kirkpatrick model of spin glasses with ferromagnetically biased couplings. For a specific choice of the couplings mean, the resulting Gibbs measure is e…
Tracy-Widom at each edge of real covariance and MANOVA estimators
Zhou Fan, Iain M. Johnstone
We study the sample covariance matrix for real-valued data with general population covariance, as well as MANOVA-type covariance estimators in variance components models under null…
The Spectral Norm of Random Inner-Product Kernel Matrices
Zhou Fan, Andrea Montanari
We study an "inner-product kernel" random matrix model, whose empirical spectral distribution was shown by Xiuyuan Cheng and Amit Singer to converge to a deterministic measure in t…