77 citations · 222 across the 43 of their papers we have counts for
3 papers · 1 filter
To spike or not to spike: the whims of the Wonham filter in the strong noise regime
Cédric Bernardin, Reda Chhaibi, Joseph Najnudel +1
We study the celebrated Shiryaev-Wonham filter (1964) in its historical setup where the hidden Markov jump process has two states. We are interested in the weak noise regime for th…
Universal characteristics of deep neural network loss surfaces from random matrix theory
Nicholas P Baskerville, Jonathan P Keating, Francesco Mezzadri +2
This paper considers several aspects of random matrix universality in deep neural networks. Motivated by recent experimental work, we use universal properties of random matrices re…
Convergence of random holomorphic functions with real zeros and extensions of the stochastic zeta function
Joseph Najnudel, Ashkan Nikeghbali
In this article, we provide a unified framework for studying the convergence of rescaled characteristic polynomials of random matrices from various classical ensembles as well as f…