Related papers: Note on Computing Ratings from Eigenvectors
In this paper we bring a novel approach to the theory of tournament rankings. We combine two different theories that are widely used to establish rankings of populations after a given tournament. First, we use the statistical approach of…
In the sports of soccer, hockey and basketball the most commonly used statistics for player performance assessment are divided into two categories: offensive statistics and defensive statistics. However, qualitative assessments of…
Power indices are essential in assessing the contribution and influence of individual agents in multi-agent systems, providing crucial insights into collaborative dynamics and decision-making processes. While invaluable, traditional…
In this paper, we apply the ideas of the matrix column based diffusion approach to define a new eigenvector computation algorithm of a stationary probability of a Markov chain.
A theoretical analysis is given of the equation of motion method, due to Alben et al., to compute the eigenvalue distribution (density of states) of very large matrices. The salient feature of this method is that for matrices of the kind…
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…
A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…
Online competitive games have become a mainstream entertainment platform. To create a fair and exciting experience, these games use rating systems to match players with similar skills. While there has been an increasing amount of research…
To analyze the nuances of the root concept of neutral in social networks, we focus on several related interpretations and suggest corresponding mathematical models for each of them from the family of information-sharing multi-agents network…
This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…
This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use matrices but may not be accustomed to thinking about…
Decisions in a shareholder meeting or a legislative committee are often modeled as a weighted game. Influence of a member is then measured by a power index. A large variety of different indices has been introduced in the literature. This…
Classification is a machine learning method used in many practical applications: text mining, handwritten character recognition, face recognition, pattern classification, scene labeling, computer vision, natural langage processing. A…
The computation of eigenvalues of large-scale matrices arising from finite element discretizations has gained significant interest in the last decade. Here we present a new algorithm based on slicing the spectrum that takes advantage of the…
We introduce a semistochastic implementation of the power method to compute, for very large matrices, the dominant eigenvalue and expectation values involving the corresponding eigenvector. The method is semistochastic in that the matrix…
Weighted voting games are frequently used in decision making. Each voter has a weight and a proposal is accepted if the weight sum of the supporting voters exceeds a quota. One line of research is the efficient computation of so-called…
This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…
Estimating the number of eigenvalues located in a given interval of a large sparse Hermitian matrix is an important problem in certain applications and it is a prerequisite of eigensolvers based on a divide-and-conquer paradigm. Often an…
Sensitivity of eigenvectors and eigenvalues of symmetric matrix estimates to the removal of a single observation have been well documented in the literature. However, a complicating factor can exist in that the rank of the eigenvalues may…
Pairwise comparison matrices are frequently applied in multi-criteria decision making. A weight vector is called efficient if no other weight vector is at least as good in approximating the elements of the pairwise comparison matrix, and…