The spectrum of random kernel matrices: universality results for rough and varying kernels

DOI10.1142/S2010326313500056zbMATH Open1273.15039arXiv1206.3763OpenAlexW2963971061MaRDI QIDQ2853395FDOQ2853395

Authors: Yen Do, Van Vu 

Publication date: 21 October 2013

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: We consider random matrices whose entries are f(<Xi,Xj>) or f(||Xi-Xj||^2) for iid vectors Xi in R^p with normalized distribution. Assuming that f is sufficiently smooth and the distribution of Xi's is sufficiently nice, El Karoui [17] showed that the spectral distributions of these matrices behave as if f is linear in the Marchenko--Pastur limit. When Xi's are Gaussian vectors, variants of this phenomenon were recently proved for varying kernels, i.e. when f may depend on p, by Cheng and Singer [13]. Two results are shown in this paper: first it is shown that for a large class of distributions the regularity assumptions on f in El Karoui's results can be reduced to minimal; and secondly it is shown that the Gaussian assumptions in Cheng--Singer's result can be removed, answering a question posed in [13] about the universality of the limiting spectral distribution.

Full work available at URL: https://arxiv.org/abs/1206.3763

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zbMATH Keywords

rough kernelsspectrumuniversalityrandom kernel matricesvarying kernels

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52)

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• On spectral distribution of kernel matrices related to radial basis functions
• The spectral norm of random inner-product kernel matrices
• Graph connection Laplacian and random matrices with random blocks
• Spectral properties of kernel matrices in the flat limit
• Local and global expansion in random geometric graphs
• Learning low-dimensional nonlinear structures from high-dimensional noisy data: an integral operator approach
• The spectrum of kernel random matrices
• Spectral distribution of large generalized random kernel matrices
• A note on the large random inner-product kernel matrices
• On information plus noise kernel random matrices
• Covariance discriminative power of kernel clustering methods
• Deep learning: a statistical viewpoint

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