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  • 标题:The Kato–Temple inequality and eigenvalue concentration with applications to graph inference
  • 本地全文:下载
  • 作者:Joshua Cape ; Minh Tang ; Carey E. Priebe
  • 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.
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