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Testing for latent structure via the Wilcoxon–Wigner random matrix of normalized rank statistics

基于标准化秩统计量的 Wilcoxon–Wigner 矩阵潜在结构检验

Summary This paper considers the problem of testing for latent structure in large symmetric data matrices. The goal is to develop statistically principled methodology that is flexible in its applicability, computationally efficient and insensitive to extreme data variation, thereby overcoming limitations of existing approaches. To this end, we introduce and systematically study certain symmetric matrices, called Wilcoxon–Wigner random matrices, whose entries are normalized…

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Spectral Estimation of Large Stochastic Blockmodels with Discrete Nodal Covariates

含离散节点协变量的大型随机区块模型谱估计

In many applications of network analysis, it is important to distinguish between observed and unobserved factors affecting network structure. We show that a network model with discrete unobserved link heterogeneity and binary (or discrete) covariates corresponds to a stochastic blockmodel (SBM). We develop a spectral estimator for the effect of covariates on link probabilities, exploiting the correspondence of SBMs and generalized random dot product graphs (GRDPG). We show…

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Joshua Cape's contribution to the Discussion of ‘Vintage Factor Analysis with Varimax Performs Statistical Inference’ by Rohe & Zeng

Joshua Cape 对《采用 Varimax 的经典因子分析实现统计推断》的讨论

I congratulate Professor Rohe and Dr Zeng on their illuminating paper. Their broad contributions will no doubt redouble contemporary research activity in multivariate analysis for years to come. Even the paper’s appendices are full of valuable gems, not to be overlooked by readers. Rohe and Zeng contextualize their findings vis-à-vis classical developments in psychometrics and statistics. This choice is apt, for the authors champion a newfound understanding of varimax factor…

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A Statistical Interpretation of Spectral Embedding: The Generalised Random Dot Product Graph

谱嵌入的统计解释:广义随机点积图

Abstract 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 interpretation of those vector representations as latent position estimates. The generalisation is needed to model heterophilic connectivity (e.g. ‘opposites attract’) and to cope with negative eigenvalues more generally. We show that,…

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The two-to-infinity norm and singular subspace geometry with applications to high-dimensional statistics

二到无穷范数与奇异子空间几何及其高维统计应用

The singular value matrix decomposition plays a ubiquitous role throughout statistics and related fields. Myriad applications including clustering, classification, and dimensionality reduction involve studying and exploiting the geometric structure of singular values and singular vectors. This paper provides a novel collection of technical and theoretical tools for studying the geometry of singular subspaces using the two-to-infinity norm. Motivated by preliminary…

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