相关论文: On the Spectral Properties of Matrices Associated …
We present an efficient and practical algorithm for the online prediction of discrete-time linear dynamical systems with a symmetric transition matrix. We circumvent the non-convex optimization problem using improper learning: carefully…
Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…
The eigenvalues of matrices representing the structure of large-scale complex networks present a wide range of applications, from the analysis of dynamical processes taking place in the network to spectral techniques aiming to rank the…
Eigenvectors of matrices on a network have been used for understanding spectral clustering and influence of a vertex. For matrices with small geodesic-width, we propose a distributed iterative algorithm in this letter to find eigenvectors…
Spectral estimators are fundamental in lowrank matrix models and arise throughout machine learning and statistics, with applications including network analysis, matrix completion and PCA. These estimators aim to recover the leading…
We consider wave scattering from a system of highly contrasting resonators with time-modulated material parameters. In this setting, the wave equation reduces to a system of coupled Helmholtz equations that models the scattering problem. We…
The paper focuses on the adaptation of local polynomial filters at the end of the sample period. We show that for real time estimation of signals (i.e., exactly at the boundary of the time support) we cannot rely on the automatic adaptation…
Networks are often studied using the eigenvalues of their adjacency matrix, a powerful mathematical tool with a wide range of applications. Since in real systems the exact graph structure is not known, researchers resort to random graphs to…
This article is concerned with the spectral behavior of $p$-dimensional linear processes in the moderately high-dimensional case when both dimensionality $p$ and sample size $n$ tend to infinity so that $p/n\to0$. It is shown that, under an…
We study spectral densities for systems on lattices, which, at a phase transition display, power-law spatial correlations. Constructing the spatial correlation matrix we prove that its eigenvalue density shows a power law that can be…
This paper establishes a theory of nonlinear spectral decompositions by considering the eigenvalue problem related to an absolutely one-homogeneous functional in an infinite-dimensional Hilbert space. This approach is both motivated by…
In the first part of this manuscript a relationship between the spectrum of self-adjoint operator matrices and the spectra of their diagonal entries is found. This leads to enclosures for spectral points and in particular, enclosures for…
Spectral properties of Toeplitz operators and their finite truncations have long been central in operator theory. In the finite dimensional, non-normal setting, the spectrum is notoriously unstable under perturbations. Random perturbations…
We develop an iterative refinement method that improves the accuracy of a user-chosen subset of $k$ eigenvectors ($k\ll n$) of an $n\times n$ real symmetric matrix. Using an orthogonal matrix represented in compact WY form, the method…
We characterize the eigenvalues and eigenvectors of a class of complex valued tridiagonal $n$ by $n$ matrices subject to arbitrary boundary conditions, i.e. with arbitrary elements on the first and last rows of the matrix. %By boundary…
In contrast to the neatly bounded spectra of densely populated large random matrices, sparse random matrices often exhibit unbounded eigenvalue tails on the real and imaginary axis, called Lifshitz tails. In the case of asymmetric matrices,…
This paper characterizes the difficulty of estimating a network's eigenvector centrality only from data on the nodes, i.e., with no information about the topology of the network. We model this nodal data as graph signals generated by…
We study the behavior of the eigenvectors associated with the smallest eigenvalues of the Laplacian matrix of temporal networks. We consider the multilayer representation of temporal networks, i.e. a set of networks linked through ordinal…
In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…
Trend filtering is a modern approach to nonparametric regression that is more adaptive to local smoothness than splines or similar basis procedures. Existing analyses of trend filtering focus on estimating a function corrupted by…