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The measured correlations of financial time series in subsequent epochs change considerably as a function of time. When studying the whole correlation matrices, quasi-stationary patterns, referred to as market states, are seen by applying…

Statistical Finance · Quantitative Finance 2020-11-03 Anton J. Heckens , Sebastian M. Krause , Thomas Guhr

The structure of many real networks is not locally tree-like and hence, network analysis fails to characterise their bond percolation properties. In a recent paper [P. Mann, V. A. Smith, J. B. O. Mitchell, and S. Dobson, Percolation in…

Physics and Society · Physics 2021-01-27 Peter Mann , V. Anne Smith , John B. O. Mitchell , Simon Dobson

This paper analyzes correlations in patterns of trading of different members of the London Stock Exchange. The collection of strategies associated with a member institution is defined by the sequence of signs of net volume traded by that…

Statistical Finance · Quantitative Finance 2009-11-13 Ilija I. Zovko , J. Doyne Farmer

Data sets collected at different times and different observing points can possess correlations at different times $and$ at different positions. The doubly correlated Wishart model takes both into account. We calculate the eigenvalue density…

Mathematical Physics · Physics 2015-05-06 Daniel Waltner , Tim Wirtz , Thomas Guhr

Connectivity correlations play an important role in the structure of scale-free networks. While several empirical studies exist, there is no general theoretical analysis that can explain the largely varying behavior of real networks. Here,…

Physics and Society · Physics 2009-11-13 Lazaros K. Gallos , Chaoming Song , Hernan A. Makse

Network scientists have shown that there is great value in studying pairwise interactions between components in a system. From a linear algebra point of view, this involves defining and evaluating functions of the associated adjacency…

Social and Information Networks · Computer Science 2021-08-25 Francesco Tudisco , Desmond J. Higham

One of the most important challenges in network science is to quantify the information encoded in complex network structures. Disentangling randomness from organizational principles is even more demanding when networks have a multiplex…

Eigenvalue-based detectors are considered as an important method of spectrum sensing since they do not require the information about the primary user (PU) signal. In this paper we propose a method to improve the performance of the…

Information Theory · Computer Science 2015-04-30 Liping Du , Mihir Laghate , Chun-Hao Liu , Danijela Cabric

We describe centralities in temporal networks using a supracentrality framework to study centrality trajectories, which characterize how the importances of nodes change in time. We study supracentrality generalizations of eigenvector-based…

Social and Information Networks · Computer Science 2019-09-20 Dane Taylor , Mason A. Porter , Peter J. Mucha

Training of neural networks can be reformulated in spectral space, by allowing eigenvalues and eigenvectors of the network to act as target of the optimization instead of the individual weights. Working in this setting, we show that the…

Disordered Systems and Neural Networks · Physics 2022-10-13 Lorenzo Buffoni , Enrico Civitelli , Lorenzo Giambagli , Lorenzo Chicchi , Duccio Fanelli

This paper characterizes the difficulty of estimating a network's eigenvector centrality only from data on the nodes, i.e., with no information about the topology of the network. We model this nodal data as graph signals generated by…

Social and Information Networks · Computer Science 2020-05-05 T. Mitchell Roddenberry , Santiago Segarra

McKay proved that the limiting spectral measures of the ensembles of $d$-regular graphs with $N$ vertices converge to Kesten's measure as $N\to\infty$. In this paper we explore the case of weighted graphs. More precisely, given a large…

Probability · Mathematics 2013-07-01 Leo Goldmakher , Cap Khoury , Steven J. Miller , Kesinee Ninsuwan

Spectral clustering is widely used to partition graphs into distinct modules or communities. Existing methods for spectral clustering use the eigenvalues and eigenvectors of the graph Laplacian, an operator that is closely associated with…

Social and Information Networks · Computer Science 2015-06-15 Laura M. Smith , Kristina Lerman , Cristina Garcia-Cardona , Allon G. Percus , Rumi Ghosh

Financial stock return correlations have been analyzed through the lens of random matrix theory to differentiate the underlying signal from spurious correlations. The continuous spectrum of the eigenvalue distribution derived from the stock…

Statistical Finance · Quantitative Finance 2025-11-11 Ixandra Achitouv , Vincent Lahoche , Dine Ousmane Samary

Communities commonly overlap in real-world networks. This is a motivation to develop overlapping community detection methods, because methods for non-overlapping communities may not perform well. However, deterioration mechanism of the…

Social and Information Networks · Computer Science 2020-10-27 Chihiro Noguchi , Tatsuro Kawamoto

Motivated by community detection, we characterise the spectrum of the non-backtracking matrix $B$ in the Degree-Corrected Stochastic Block Model. Specifically, we consider a random graph on $n$ vertices partitioned into two equal-sized…

Probability · Mathematics 2017-05-19 Lennart Gulikers , Marc Lelarge , Laurent Massoulié

Spectral clustering is a leading and popular technique in unsupervised data analysis. Two of its major limitations are scalability and generalization of the spectral embedding (i.e., out-of-sample-extension). In this paper we introduce a…

Machine Learning · Statistics 2024-11-06 Uri Shaham , Kelly Stanton , Henry Li , Boaz Nadler , Ronen Basri , Yuval Kluger

Among community detection methods, spectral clustering enjoys two desirable properties: computational efficiency and theoretical guarantees of consistency. Most studies of spectral clustering consider only the edges of a network as input to…

Machine Learning · Statistics 2022-05-18 Jonathan Hehir , Xiaoyue Niu , Aleksandra Slavkovic

This paper introduces a novel framework that combines traditional centrality measures with eigenvalue spectra and diffusion processes for a more comprehensive analysis of complex networks. While centrality measures such as degree,…

Other Computer Science · Computer Science 2025-03-28 Arsh Jha

We investigate eigenvalues of many-body systems interacting by two-body forces as well as those of random matrices. We find a strong linear correlation between eigenvalues and diagonal matrix elements if both of them are sorted from the…

Nuclear Theory · Physics 2008-11-26 J. J. Shen , A. Arima , Y. M. Zhao , N. Yoshinaga