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We introduce a measure of discrepancy of Hermitian matrices and establish an inequality between the second singular value of a Hermitian matrix and its discrepancy. These results are applied to answer two questions of Fan Chung about graph…

Combinatorics · Mathematics 2007-05-23 Bela Bollobas , Vladimir Nikiforov

In this work we introduce a new measure for the dispersion of the spectral scale of a Hermitian (self-adjoint) operator acting on a separable infinite dimensional Hilbert space that we call spectral spread. Then, we obtain some…

Functional Analysis · Mathematics 2022-10-18 Pedro Massey , Demetrio Stojanoff , Sebastian Zarate

Let $A$ be a $n\times n$ complex Hermitian matrix and let $\lambda(A)=(\lambda_1,\ldots,\lambda_n)\in \mathbb{R}^n$ denote the eigenvalues of $A$, counting multiplicities and arranged in non-increasing order. Motivated by problems arising…

Functional Analysis · Mathematics 2021-04-15 Pedro Massey , Demetrio Stojanoff , Sebastian Zarate

We introduce a divergence measure between data distributions based on operators in reproducing kernel Hilbert spaces defined by kernels. The empirical estimator of the divergence is computed using the eigenvalues of positive definite Gram…

Machine Learning · Computer Science 2023-05-31 Jhoan Keider Hoyos Osorio , Oscar Skean , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…

Mathematical Physics · Physics 2023-03-13 Mario Kieburg , Jiyuan Zhang

We introduce the diffusion and superposition distances as two metrics to compare signals supported in the nodes of a network. Both metrics consider the given vectors as initial temperature distributions and diffuse heat trough the edges of…

Social and Information Networks · Computer Science 2014-12-01 Santiago Segarra , Weiyu Huang , Alejandro Ribeiro

While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which may be hard to understand and implement by…

Applications · Statistics 2023-03-20 Arnald Puy , Pamphile T. Roy , Andrea Saltelli

The spectral gap is estimated for measure-valued diffusion processes induced by the intrinsic/extrinsic derivatives on the space of finite measures over a Riemannian manifold. This provides explicit exponential convergence rate for these…

Probability · Mathematics 2019-10-29 Panpan Ren , Feng-Yu Wang

The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. In this paper, we establish a number of simple inequalities for the weighted entropies…

Information Theory · Computer Science 2016-01-15 Yuri Suhov , Izabella Stuhl , Salimeh Yasaei Sekeh , Mark Kelbert

We first introduce a class of divergence measures between power spectral density matrices. These are derived by comparing the suitability of different models in the context of optimal prediction. Distances between "infinitesimally close"…

Optimization and Control · Mathematics 2016-11-18 Xianhua Jiang , Lipeng Ning , Tryphon T. Georgiou

The coefficient of variation is a useful indicator for comparing the spread of values between dataset with different units or widely different means. In this paper we address the problem of investigating the equality of the coefficients of…

Methodology · Statistics 2023-06-06 Francesco Bertolino , Silvia Columbu , Mara Manca , Monica Musio

Recalling recent results on the characterization of threshold-based sampling as quasi-isometric mapping, mathematical implications on the metric and topological structure of the space of event sequences are derived. In this context, the…

Metric Geometry · Mathematics 2018-06-19 Bernhard A. Moser

We propose a simple yet powerful test statistic to quantify the discrepancy between two conditional distributions. The new statistic avoids the explicit estimation of the underlying distributions in highdimensional space and it operates on…

Machine Learning · Computer Science 2021-01-01 Shujian Yu , Ammar Shaker , Francesco Alesiani , Jose C. Principe

This paper is to investigate the dependence of the principal spectrum points of nonlocal dispersal operators on underlying parameters and to consider its applications. In particular, we study the effects of the spatial inhomogeneity, the…

Dynamical Systems · Mathematics 2013-09-19 Wenxian Shen , Xiaoxia Xie

Discrepancy measures between probability distributions are at the core of statistical inference and machine learning. In many applications, distributions of interest are supported on different spaces, and yet a meaningful correspondence…

Machine Learning · Computer Science 2021-11-23 Zhengxin Zhang , Youssef Mroueh , Ziv Goldfeld , Bharath K. Sriperumbudur

Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…

Information Theory · Computer Science 2022-12-05 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Mokshay Madiman , Murti V. Salapaka

In this work, we introduce a new difference equation which is discrete analogue of Diffusion differential equation and analyze some essential spectral properties, Diffusion difference operator is self-adjoint, eigenvalues of this problem…

Spectral Theory · Mathematics 2017-05-03 Erdal Bas , Ramazan Ozarslan

The distance standard deviation, which arises in distance correlation analysis of multivariate data, is studied as a measure of spread. The asymptotic distribution of the empirical distance standard deviation is derived under the assumption…

Statistics Theory · Mathematics 2019-12-12 Dominic Edelmann , Donald Richards , Daniel Vogel

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

Mathematical Physics · Physics 2013-06-25 Tom Claeys , Dong Wang

We investigate the discrepancy principle for choosing smoothing parameters for kernel density estimation. The method is based on the distance between the empirical and estimated distribution functions. We prove some new positive and…

Statistics Theory · Mathematics 2015-03-19 Thoralf Mildenberger
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