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We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…

Probability · Mathematics 2007-06-13 Christian Houdré , Hua Xu

We consider the problem of metric learning subject to a set of constraints on relative-distance comparisons between the data items. Such constraints are meant to reflect side-information that is not expressed directly in the feature vectors…

Machine Learning · Computer Science 2016-12-06 Ehsan Amid , Aristides Gionis , Antti Ukkonen

We use the well-known isomorphism between operator algebras and function spaces equipped with a star product to study the asymptotic properties of certain matrix sequences in which the matrix dimension $D$ tends to infinity. Our approach is…

Mathematical Physics · Physics 2015-06-05 J. N. Kriel , F. G. Scholtz

In this paper, we derive entrywise error bounds for low-rank approximations of kernel matrices obtained using the truncated eigen-decomposition (or singular value decomposition). While this approximation is well-known to be optimal with…

Statistics Theory · Mathematics 2024-10-31 Alexander Modell

Domain specific (dis-)similarity or proximity measures used e.g. in alignment algorithms of sequence data, are popular to analyze complex data objects and to cover domain specific data properties. Without an underlying vector space these…

Data Structures and Algorithms · Computer Science 2014-11-07 Andrej Gisbrecht , Frank-Michael Schleif

We introduce a regularization loss based on kernel mean embeddings with rotation-invariant kernels on the hypersphere (also known as dot-product kernels) for self-supervised learning of image representations. Besides being fully competitive…

Computer Vision and Pattern Recognition · Computer Science 2023-03-09 Léon Zheng , Gilles Puy , Elisa Riccietti , Patrick Pérez , Rémi Gribonval

Pseudospectral analysis serves as a powerful tool in matrix computation and the study of both linear and nonlinear dynamical systems. Among various numerical strategies, random sampling, especially in the form of rank-$1$ perturbations,…

Spectral Theory · Mathematics 2025-05-19 Kuo Gai , Bin Shi

We apply local laws of random matrices and free probability theory to study the spectral properties of two kernel-based sensor fusion algorithms, nonparametric canonical correlation analysis (NCCA) and alternating diffusion (AD), for two…

Statistics Theory · Mathematics 2020-09-08 Xiucai Ding , Hau-Tieng Wu

Many natural and social systems develop complex networks, that are usually modelled as random graphs. The eigenvalue spectrum of these graphs provides information about their structural properties. While the semi-circle law is known to…

Statistical Mechanics · Physics 2009-11-07 Illes J. Farkas , Imre Derenyi , Albert-Laszlo Barabasi , Tamas Vicsek

Nowhere dense classes of graphs are very general classes of uniformly sparse graphs with several seemingly unrelated characterisations. From an algorithmic perspective, a characterisation of these classes in terms of uniform quasi-wideness,…

Discrete Mathematics · Computer Science 2018-09-06 Stephan Kreutzer , Roman Rabinovich , Sebastian Siebertz

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…

Statistical Mechanics · Physics 2015-06-24 M. Bauer , O. Golinelli

This paper focuses on the concentration properties of the spectral norm of the normalized Laplacian matrix for Erd\H{o}s-R\'enyi random graphs. First, We achieve the optimal bound that can be attained in the further question posed by Le et…

Probability · Mathematics 2025-02-05 Yiming Chen , Xuanang Hu , Pengtao Li

This paper investigates the convergence properties of spectral algorithms -- a class of regularization methods originating from inverse problems -- under covariate shift. In this setting, the marginal distributions of inputs differ between…

Machine Learning · Statistics 2025-09-08 Ren-Rui Liu , Zheng-Chu Guo

Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…

Machine Learning · Computer Science 2023-08-30 Mike Nguyen , Nicole Mücke

The eigenvalues and eigenvectors of the connectivity matrix of complex networks contain information about its topology and its collective behavior. In particular, the spectral density $\rho(\lambda)$ of this matrix reveals important network…

Adaptation and Self-Organizing Systems · Physics 2009-11-10 M. A. M. de Aguiar , Y. Bar-Yam

We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

This article proposes a first analysis of kernel spectral clustering methods in the regime where the dimension $p$ of the data vectors to be clustered and their number $n$ grow large at the same rate. We demonstrate, under a $k$-class…

Statistics Theory · Mathematics 2016-04-22 Romain Couillet , Florent Benaych-Georges

We present a unified framework to study graph kernels, special cases of which include the random walk graph kernel \citep{GaeFlaWro03,BorOngSchVisetal05}, marginalized graph kernel \citep{KasTsuIno03,KasTsuIno04,MahUedAkuPeretal04}, and…

Machine Learning · Computer Science 2010-11-30 S. V. N. Vishwanathan , Karsten M. Borgwardt , Imre Risi Kondor , Nicol N. Schraudolph

We prove finite-sample concentration and anti-concentration bounds for dimension estimation using Gaussian kernel sums. Our bounds provide explicit dependence on sample size, bandwidth, and local geometric and distributional parameters,…

Statistics Theory · Mathematics 2026-02-24 Martin Andersson

We establish central limit theorems (CLTs) for the linear spectral statistics of the adjacency matrix of inhomogeneous random graphs across all sparsity regimes, providing explicit covariance formulas under the assumption that the variance…

Probability · Mathematics 2025-04-09 Xiangyi Zhu , Yizhe Zhu