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We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov

The graphlet kernel is a classical method in graph classification. It however suffers from a high computation cost due to the isomorphism test it includes. As a generic proxy, and in general at the cost of losing some information, this test…

Machine Learning · Computer Science 2020-10-19 Hashem Ghanem , Nicolas Keriven , Nicolas Tremblay

Sample covariance matrices from multi-population typically exhibit several large spiked eigenvalues, which stem from differences between population means and are crucial for inference on the underlying data structure. This paper…

Statistics Theory · Mathematics 2024-09-16 Weiming Li , Zeng Li , Junpeng Zhu

We provide a sharp nonasymptotic analysis of the rates of convergence for some standard multivariate Markov chains using spectral techniques. All chains under consideration have multivariate orthogonal polynomial as eigenfunctions. Our…

Probability · Mathematics 2009-06-24 Kshitij Khare , Hua Zhou

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and…

Mathematical Physics · Physics 2009-11-11 T. Claeys , M. Vanlessen

We study spectrum of finite truncations of unbounded Jacobi matrices with periodically modulated entries. In particular, we show that under some hypotheses a sequence of properly normalized eigenvalue counting measures converge vaguely to…

Spectral Theory · Mathematics 2026-02-06 Grzegorz Świderski , Bartosz Trojan

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix…

Computation · Statistics 2017-07-20 Tomer Lancewicki

The paper studies scaling limits of random skew plane partitions confined to a box when the inner shapes converge uniformly to a piecewise linear function V of arbitrary slopes in [-1,1]. It is shown that the correlation kernels in the bulk…

Mathematical Physics · Physics 2011-10-21 Sevak Mkrtchyan

Kernel methods are popular in clustering due to their generality and discriminating power. However, we show that many kernel clustering criteria have density biases theoretically explaining some practically significant artifacts empirically…

Machine Learning · Statistics 2017-12-11 Dmitrii Marin , Meng Tang , Ismail Ben Ayed , Yuri Boykov

Graph kernels are kernel methods measuring graph similarity and serve as a standard tool for graph classification. However, the use of kernel methods for node classification, which is a related problem to graph representation learning, is…

Machine Learning · Computer Science 2019-10-08 Yu Tian , Long Zhao , Xi Peng , Dimitris N. Metaxas

This paper is centred on the spectral study of a Random Fourier matrix, that is an $n\times n$ matrix $A$ whose $(j, k)$ entries are $\exp(2i\pi m X_jY_k)$, with $X_j$ and $Y_k$ two i.i.d sequences of random variables and $1\leq m\leq n$ is…

Classical Analysis and ODEs · Mathematics 2019-04-16 Aline Bonami , Abderrazek Karoui

The study of complex networks has been one of the most active fields in science in recent decades. Spectral properties of networks (or graphs that represent them) are of fundamental importance. Researchers have been investigating these…

Combinatorics · Mathematics 2018-09-25 Daniel Montealegre , Van Vu

For a generalization of Johnstone's spiked model, a covariance matrix with eigenvalues all one but $M$ of them, the number of features $N$ comparable to the number of samples $n: N=N(n), M=M(n), \gamma^{-1} \leq \frac{N}{n} \leq \gamma$…

Statistics Theory · Mathematics 2021-12-15 Simona Diaconu

We investigate gene interaction networks in various cancer cells by spectral analysis of the adjacency matrices. We observe localization of the networks on hub genes which have extraordinarily many links. The eigenvector centralities take…

Molecular Networks · Quantitative Biology 2019-09-25 Ayumi Kikkawa

How does coarsening affect the spectrum of a general graph? We provide conditions such that the principal eigenvalues and eigenspaces of a coarsened and original graph Laplacian matrices are close. The achieved approximation is shown to…

Machine Learning · Computer Science 2018-02-22 Andreas Loukas , Pierre Vandergheynst

It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…

Probability · Mathematics 2014-09-10 Kenneth Maples , Joseph Najnudel , Ashkan Nikeghbali

Our goal is to study statistical properies of "dielectric resonances" which are poles of conductance of a large random $LC$ network. Such poles are a particular example of eigenvalues $\lambda_n$ of matrix pencils ${\bf H}-\lambda {\bf W}$,…

Condensed Matter · Physics 2009-10-31 Yan V. Fyodorov

In this paper, we investigate the eigenvalue problem for a non-local dispersal operator defined on a bounded spatial domain with Neumann-type boundary conditions. Unlike the classical Laplacian, the non-local operator lacks compactness,…

Spectral Theory · Mathematics 2026-05-26 Maciej Tadej

We consider the problem of improving kernel approximation via randomized feature maps. These maps arise as Monte Carlo approximation to integral representations of kernel functions and scale up kernel methods for larger datasets. Based on…

Machine Learning · Computer Science 2018-10-31 Marina Munkhoeva , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…

Statistics Theory · Mathematics 2013-06-07 Yuexu Zhao , Zhengyan Lin