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cs.DS2020
Sampling Matrices from Harish-Chandra-Itzykson-Zuber Densities with Applications to Quantum Inference and Differential Privacy
Jonathan Leake, Colin S. McSwiggen, Nisheeth K. Vishnoi
Given two Hermitian matrices and , the Harish-Chandra-Itzykson-Zuber (HCIZ) distribution on the unitary group is , whe…
cs.DS2020
On the computability of continuous maximum entropy distributions with applications
Jonathan Leake, Nisheeth K. Vishnoi
We initiate a study of the following problem: Given a continuous domain along with its convex hull , a point and a prior measure on , fi…