2013/10/01 by Noureddine El Karoui, Hau‐Tieng Wu, Karoui, Noureddine El +2
Computer Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Graph theory and applications #Machine Learning (stat.ML) #Methodology (stat.ME) #Probability (math.PR) #Random Matrices and Applications #Spectral Theory (math.SP) #Topological and Geometric Data Analysis #math.PR #math.SP #stat.ME #stat.ML
paper · pdf · doi:10.48550/arxiv.1310.0188
openalex publication_date 2013/10/01 · arxiv created 2014/11/16 · arxiv updated 2014/11/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Graph connection Laplacian (GCL) is a modern data analysis technique that is starting to be applied for the analysis of high dimensional and massive datasets. Motivated by this technique, we study matrices that are akin to the ones appearing in the null case of GCL, i.e the case where there is no structure in the dataset under investigation. Developing this understanding is important in making sense of the output of the algorithms based on GCL. We hence develop a theory explaining the behavior of the spectral distribution of a large class of random matrices, in particular random matrices with random block entries of fixed size. Part of the theory covers the case where there is significant dependence between the blocks. Numerical work shows that the agreement between our theoretical predictions and numerical simulations is generally very good.