相关论文: Asymptotic Theory of Eigenvectors for Latent Embed…
Characterizing the asymptotic distributions of eigenvectors for large random matrices poses important challenges yet can provide useful insights into a range of statistical applications. To this end, in this paper we introduce a general…
Using our previously published algorithm, we analyze the eigenvectors of the generalized Laplacian for two metric graphs occurring in practical applications. As expected, localization of an eigenvector is rare and the network should be…
Graph embedding seeks to build a low-dimensional representation of a graph G. This low-dimensional representation is then used for various downstream tasks. One popular approach is Laplacian Eigenmaps, which constructs a graph embedding…
We prove a central limit theorem for the components of the eigenvectors corresponding to the $d$ largest eigenvalues of the normalized Laplacian matrix of a finite dimensional random dot product graph. As a corollary, we show that for…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
We present a comprehensive extension of the latent position network model known as the random dot product graph to accommodate multiple graphs -- both undirected and directed -- which share a common subset of nodes, and propose a method for…
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…
Rayleigh-Schr\"{o}dinger perturbation theory is a well-known theory in quantum mechanics and it offers useful characterization of eigenvectors of a perturbed matrix. Suppose $A$ and perturbation $E$ are both Hermitian matrices, $A^t = A +…
Several graph data mining, signal processing, and machine learning downstream tasks rely on information related to the eigenvectors of the associated adjacency or Laplacian matrix. Classical eigendecomposition methods are powerful when the…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…
The Laplacian representation recently gains increasing attention for reinforcement learning as it provides succinct and informative representation for states, by taking the eigenvectors of the Laplacian matrix of the state-transition graph…
We note that building a magnetic Laplacian from the Markov transition matrix, rather than the graph adjacency matrix, yields several benefits for the magnetic eigenmaps algorithm. The two largest benefits are that the embedding becomes more…
Consider any random graph model where potential edges appear independently, with possibly different probabilities, and assume that the minimum expected degree is omega(ln n). We prove that the adjacency matrix and the Laplacian of that…
This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…
Laplacian eigenvectors capture natural community structures on graphs and are widely used in spectral clustering and manifold learning. The use of Laplacian eigenvectors as embeddings for the purpose of multiscale graph comparison has…
The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
In this paper we generalise the results on eigenvalues and eigenvectors of unnormalized (combinatorial) Laplacian of two-dimensional grid presented by Edwards:2013 first to a grid graph of any dimension, and second also to other types of…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
Recent research has shown growing interest in modeling hypergraphs, which capture polyadic interactions among entities beyond traditional dyadic relations. However, most existing methodologies for hypergraphs face significant limitations,…