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A limit theorem for scaled eigenvectors of random dot product graphs
limit theorem scaled eigenvectors random dot product graphs
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2013/6/14
We prove a central limit theorem for the components of the largest eigenvector of the adjacency matrix of a one-dimensional random dot product graph whose true latent positions are unknown. In particu...
Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
Random matrix maximum likelihood likelihood ratio test orthogonallyinvariant submanifold curved exponential family
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2010/3/17
This article presents maximum likelihood estimators (MLEs) and
log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of
Gaussian random symmetric matrices of arbitrary dimension, whe...