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Given a set of $p$ symmetric (real) matrices, the Orthogonal Joint Diagonalization (OJD) problem consists of finding an orthonormal basis in which the representation of each of these $p$ matrices is as close as possible to a diagonal…

Numerical Analysis · Mathematics 2024-09-04 Abd-Krim Seghouane , Yousef Saad

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

Joint diagonalization of a set of positive (semi)-definite matrices has a wide range of analytical applications, such as estimation of common principal components, estimation of multiple variance components, and blind signal separation.…

Numerical Analysis · Mathematics 2021-10-08 Ronald de Vlaming , Eric A. W. Slob

We consider the two problems of predicting links in a dynamic graph sequence and predicting functions defined at each node of the graph. In many applications, the solution of one problem is useful for solving the other. Indeed, if these…

Machine Learning · Computer Science 2012-03-27 Emile Richard , Andreas Argyriou , Theodoros Evgeniou , Nicolas Vayatis

This paper studies large-scale dynamical networks where the current state of the system is a linear transformation of the previous state, contaminated by a multivariate Gaussian noise. Examples include stock markets, human brains and gene…

Computation · Statistics 2015-06-23 Yiyuan She , Yuejia He , Shijie Li , Dapeng Wu

Non-orthogonal joint diagonalization (NJD) free of prewhitening has been widely studied in the context of blind source separation (BSS) and array signal processing, etc. However, NJD is used to retrieve the jointly diagonalizable structure…

Machine Learning · Statistics 2015-02-13 Xiao-Feng Gong , Xiu-Lin Wang , Qiu-Hua Lin

The approximate joint diagonalization (AJD) is an important analytic tool at the base of numerous independent component analysis (ICA) and other blind source separation (BSS) methods, thus finding more and more applications in medical…

Computation · Statistics 2009-04-07 Marco Congedo , Dinh-Tuan Pham

We study the problem of maximum-likelihood (ML) estimation of an approximate common eigenstructure, i.e. an approximate common eigenvectors set (CES), for an ensemble of covariance matrices given a collection of their associated i.i.d…

Information Theory · Computer Science 2020-06-01 Mahdi Barzegar Khalilsarai , Saeid Haghighatshoar , Giuseppe Caire

Matrix Joint Diagonalization (MJD) is a powerful approach for solving the Blind Source Separation (BSS) problem. It relies on the construction of matrices which are diagonalized by the unknown demixing matrix. Their joint diagonalizer…

Information Theory · Computer Science 2012-04-05 Martin Kleinsteuber , Hao Shen

Joint network topology inference represents a canonical problem of jointly learning multiple graph Laplacian matrices from heterogeneous graph signals. In such a problem, a widely employed assumption is that of a simple common component…

Statistics Theory · Mathematics 2021-07-09 Yanli Yuan , De Wen Soh , Xiao Yang , Kun Guo , Tony Q. S. Quek

We revisit the problem of spectral clustering in multimodal settings, where each data modality is encoded as a graph Laplacian. While classical approaches--including joint diagonalization, spectral co-regularization, and multiview…

Numerical Analysis · Mathematics 2025-09-16 Haoze He , Artemis Pados , Daniel Kressner

These notes develop aspects of perturbation theory of matrices related to so-called diagonalisation schemes. Primary focus is on constructive tools to derive asymptotic expansions for small/large parameters of eigenvalues and…

Analysis of PDEs · Mathematics 2010-12-23 Kay Jachmann , Jens Wirth

Through detailed analysis of scores of publicly available data sets corresponding to a wide range of large-scale networks, from communication and road networks to various forms of social networks, we explore a little-studied geometric…

Physics and Society · Physics 2013-07-02 W. Sean Kennedy , Onuttom Narayan , Iraj Saniee

Dynamic networks reflect temporal changes occurring to the graph's structure and are used to model a wide variety of problems in many application fields. We investigate the design space of dynamic graph visualization along two major…

Human-Computer Interaction · Computer Science 2022-09-07 Velitchko Filipov , Alessio Arleo , Markus Bögl , Silvia Miksch

Centrality is an important notion in network analysis and is used to measure the degree to which network structure contributes to the importance of a node in a network. While many different centrality measures exist, most of them apply to…

Computers and Society · Computer Science 2010-06-04 Kristina Lerman , Rumi Ghosh , Jeon Hyung Kang

This paper deals with a hybrid joint diagonalization (JD) problem considering both Hermitian and transpose congruences. Such problem can be encountered in certain non-circular signal analysis applications including blind source separation.…

Signal Processing · Electrical Eng. & Systems 2018-09-11 Mohamed Nait-Meziane , Karim Abed-Meraim , Abd-Krim Seghouane , Ammar Mesloub

Spectral embedding is a procedure which can be used to obtain vector representations of the nodes of a graph. This paper proposes a generalisation of the latent position network model known as the random dot product graph, to allow…

Machine Learning · Statistics 2021-11-17 Patrick Rubin-Delanchy , Joshua Cape , Minh Tang , Carey E. Priebe

In recent years, many large directed networks such as online social networks are collected with the help of powerful data engineering and data storage techniques. Analyses of such networks attract significant attention from both the…

Social and Information Networks · Computer Science 2025-08-01 Yunxiang Yan , Meng Jiang

A common approach for analyzing hypergraphs is to consider the projected adjacency or Laplacian matrices for each order of interactions (e.g., dyadic, triadic, etc.). However, this method can lose information about the hypergraph structure…

Adaptation and Self-Organizing Systems · Physics 2021-07-30 Anastasiya Salova , Raissa M. D'Souza

Domain generalization (DG) is a fundamental yet very challenging research topic in machine learning. The existing arts mainly focus on learning domain-invariant features with limited source domains in a static model. Unfortunately, there is…

Machine Learning · Computer Science 2022-05-30 Zhishu Sun , Zhifeng Shen , Luojun Lin , Yuanlong Yu , Zhifeng Yang , Shicai Yang , Weijie Chen
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