文章基本信息

标题：The Kato–Temple inequality and eigenvalue concentration with applications to graph inference
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作者：Joshua Cape ; Minh Tang ; Carey E. Priebe 等
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2017
卷号：11
期号：2
页码：3954-3978
DOI：10.1214/17-EJS1328
语种：English
出版社：Institute of Mathematical Statistics
摘要：We present an adaptation of the Kato–Temple inequality for bounding perturbations of eigenvalues with applications to statistical inference for random graphs, specifically hypothesis testing and change-point detection. We obtain explicit high-probability bounds for the individual distances between certain signal eigenvalues of a graph’s adjacency matrix and the corresponding eigenvalues of the model’s edge probability matrix, even when the latter eigenvalues have multiplicity. Our results extend more broadly to the perturbation of singular values in the presence of quite general random matrix noise.