Estimating graph dimension with cross-validated eigenvalues

F Chen, S Roch, K Rohe, S Yu - arXiv preprint arXiv:2108.03336, 2021 - arxiv.org
In applied multivariate statistics, estimating the number of latent dimensions or the number of
clusters is a fundamental and recurring problem. One common diagnostic is the scree plot …

Spectral Properties and Weak Detection in Stochastic Block Models

Y Han, JO Lee, W Yang - arXiv preprint arXiv:2309.08183, 2023 - arxiv.org
We consider the spectral properties of balanced stochastic block models of which the
average degree grows slower than the number of nodes (sparse regime) or proportional to it …

Central limit theorem for linear spectral statistics of block-Wigner-type matrices

Z Wang, J Yao - Random Matrices: Theory and Applications, 2023 - World Scientific
Motivated by the stochastic block model, we investigate a class of Wigner-type matrices with
certain block structures and establish a CLT for the corresponding linear spectral statistics …

Extreme eigenvalues of laplacian random matrices with gaussian entries

A Campbell, K Luh, S O'Rourke… - arXiv preprint arXiv …, 2022 - arxiv.org
A Laplacian matrix is a real symmetric matrix whose row and column sums are zero. We
investigate the limiting distribution of the largest eigenvalue of a Laplacian random matrix …

Quantitative Tracy–Widom laws for the largest eigenvalue of generalized Wigner matrices

K Schnelli, Y Xu - Electronic Journal of Probability, 2023 - projecteuclid.org
We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix H
converge to the Tracy–Widom laws at a rate nearly O (N− 1∕ 3), as the matrix dimension N …

Spectral Properties of Random Matrices with Dependent Entries

A Campbell - 2023 - search.proquest.com
Often in the study of eigenvalues of random matrices, one considers matrices whose entries
are independent random variables, possibly up to some symmetry condition on the matrix …

Rate of Convergence for Sparse Sample Covariance Matrices F. Götze, A. Tikhomirov, and D. Timushev

F Götze - Foundations of Modern Statistics: Festschrift in Honor …, 2023 - books.google.com
This work is devoted to the estimation of the convergence rate of the empirical spectral
distribution function (ESD) of sparse sample covariance matrices in the Kolmogorov metric …

[图书][B] Some Inference Problems on Networks with Applications

S Yu - 2023 - search.proquest.com
Networks are one of the basic structures to represent the relations between objects. There is
a lot of application of random networks in daily life, including social networks, evolution …

Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations

S O'Rourke, PM Wood - Linear Algebra and its Applications, 2023 - Elsevier
We consider the eigenvalues of a fixed, non-normal matrix subject to a small additive
perturbation. In particular, we consider the case when the fixed matrix is a banded Toeplitz …

Local Marchenko–Pastur law for sparse rectangular random matrices

F Götze, DA Timushev, AN Tikhomirov - Doklady Mathematics, 2021 - Springer
We consider sparse sample covariance matrices with sparsity probability with. Assuming
that the distribution of matrix elements has a finite absolute moment of order,, it is shown that …