eigenspace
Approximating Gaussian Whittle-Matern Fields over Well-Centered Triangulations of Riemannian Manifolds
Markovian Whittle-Matรฉrn fields have been convergently approximated by discrete Gauss Markov Random Fields (GMRFs) with sparse precision matrices using a Finite Element approximation of the two-parameter family, \[ (ฮบ^2 - ฮ)^{ฮฑ/2} u = \mathcal{W}, \;\; ฮบ\in \mathbb{R}, \; ฮฑ\in \mathbb{N}. \] of SPDEs. Using recent developements in the analysis of Discrete Exterior Calculus (DEC), we present a different, yet closely related, convergent GMRF approximation to these Matรฉrn fields over complete, boundaryless Riemannian manifolds discretized as well-centered simplicial complexes. This convergent method (i) is agnostic to $ฮฑ, ฮบ$ and thus allows a universal approximation scheme for the precision and covariance matrices of the entire $(ฮฑ, ฮบ)$-family of GMRFs, so they may be inferred rather than guessed. (ii) inherently models pointwise and piecewise-smoothed measurements of a random field and approximates both equally well (iii) is computationally independent of the interpolants used - it suffers no overhead if one convergent interpolant were replaced with another suitable interpolant over the same mesh. Furthermore, we show that, on discretizations that are well-connected in a precise sense, and volume-concentrated, the precision matrices are spectral functions of a graph-laplacian. We provide a low rank approximator to the family of such Matรฉrn GMRFs and mention a use case: reducing the number of measurements needed to model the GMRF by compressed-sensing.
Structure-Aware Spectral Sparsification via Uniform Edge Sampling
Spectral clustering is a fundamental method for graph partitioning, but its reliance on eigenvector computation limits scalability to massive graphs. Classical sparsification methods preserve spectral properties by sampling edges proportionally to their effective resistances, but require expensive preprocessing to estimate these resistances. We study whether uniform edge sampling--a simple, structure-agnostic strategy--can suffice for spectral clustering. Our main result shows that for graphs admitting a well-separated k-clustering, characterized by a large structure ratio ฮฅ(k) = ฮปk+1/ฯG(k), uniform sampling preserves the spectral subspace used for clustering. Specifically, we prove that uniformly sampling O(ฮณ2nlogn/ฮต2) edges, where ฮณ is the Laplacian condition number, yields a sparsifier whose top (n k)dimensional eigenspace is approximately orthogonal to the cluster indicators.
Structure-Aware Spectral Sparsification via Uniform Edge Sampling
Spectral clustering is a fundamental method for graph partitioning, but its reliance on eigenvector computation limits scalability to massive graphs. Classical sparsification methods preserve spectral properties by sampling edges proportionally to their effective resistances, but require expensive preprocessing to estimate these resistances. We study whether uniform edge sampling--a simple, structure-agnostic strategy--can suffice for spectral clustering. Our main result shows that for graphs admitting a well-separated $k$-clustering, characterized by a large structure ratio $\Upsilon(k) = \lambda_{k+1} / \rho_G(k)$, uniform sampling preserves the spectral subspace used for clustering. Specifically, we prove that uniformly sampling $O(\gamma^2 n \log n / \varepsilon^2)$ edges, where $\gamma$ is the Laplacian condition number, yields a sparsifier whose top $(n-k)$-dimensional eigenspace is approximately orthogonal to the cluster indicators.
Anchor PCA
Seiter, Benedikt, Fries, Anya, von Kรผgelgen, Julius, Peters, Jonas
Principal component analysis (PCA) is one of the most widely used unsupervised dimension reduction techniques. We study PCA for data from multiple related domains. Since principal components generally differ across domains, one way to obtain a shared low-rank embedding is to perform PCA on the pooled data. However, this approach can focus on spurious directions that exhibit high variation in only a few domains. To find a robust embedding that still explains most variance in unseen but similar domains, we propose instead to focus on shared directions of variation. To this end, we introduce Anchor PCA which trades off overall explained variance with agreement between the shared and domain-specific low-rank embeddings. Anchor PCA amounts to PCA on a modified target matrix and thus can be solved efficiently. Moreover, we show that Anchor PCA recovers a maximal invariant subspace and admits a minimax reconstruction interpretation under bounded domain-specific covariance inflations. On simulated and real-world gas sensor data with temporal drift, we demonstrate, respectively, that Anchor PCA recovers the maximally invariant subspace and yields embeddings that explain more variance on unseen domains than the pooling baseline and a worst-case alternative. Taken together, these findings establish Anchor PCA as a promising approach to robust unsupervised dimension reduction from multi-domain data.
On the Spectral Structure and Objective Equivalence of Orthogonal Multilabel Fisher Discriminants
Keith-Norambuena, Brian, Bekios-Calfa, Juan
We provide a unified theoretical analysis of Linear Discriminant Analysis with simultaneous multilabel scatter matrix formulations and Stiefel orthogonality constraints. Our contributions span both algebraic structure and statistical guarantees. On the algebraic side, we characterize the rank of the multilabel between-class scatter matrix, showing that the effective discriminant dimensionality can strictly exceed the classical single-label bound of $C-1$; we establish a multilabel partition of variance and prove that all four Fisher objectives are equivalent under the $W^\top S_t^{ML} W = I_r$ constraint while characterizing their divergence under the Stiefel constraint; and we prove a two-sided label-distance preservation bound relating projected distances to Hamming distances in label space. On the statistical side, we establish a finite-sample $O(k_{\max}\sqrt{d\log d/n}/gap_r)$ bound on the subspace estimation error under sub-Gaussian noise with a matching $ฮฉ(ฯ^2 d/(n\,gap_r))$ minimax lower bound, establishing a near-minimax-optimal rate (matching up to logarithmic and $k_{\max}$ factors) for multilabel discriminant subspace estimation. We further provide high-probability distance concentration, robustness guarantees under label interactions, and a regularization analysis preserving the spectral structure when $d \gg n$. All results are verified numerically on synthetic data generated from the linear label-effect model, covering both the algebraic identities and the multilabel-specific quantities ($k_{\max}$, $ฮบ(S_t^{ML})$, $\|ฮ/n\|_2$, $ฮ_r$) that govern the statistical bounds. The numerical experiments are designed as a sanity check for the theorems rather than as an empirical benchmark; evaluation on real multilabel datasets is left to future work targeting application-oriented venues.
APPENDIX AOverview of group representations
In this section we briefly introduce the representation theory of the three groups we used in this work. Planar rotations group SO(2) The standard representation of r 2 SO(2) is as a 2 2 rotation matrix (r)= cos sin sin cos The complex irreducible representations are often used and correspond to the circular harmonics. Planar rotations and reflections group O(2) The standard representation of O(2) is as a 2 2 orthogonal matrix (r)= cos sin sin cos and (r f)= cos sin sin cos 10 01 Apart from the trivial representation 0,0(h)=1 8h 2 O(2) and the sign-flip representation 1,0(r)=1 and 1,0(f)= 1, all other irreps are 2 dimensional. These representations are isomorphic to the Wigner D matrices. In particular, 0 is the trivial representation and i is isomorphic to the standard representation of SO(3) as 3 3 rotation matrices. An element g =( m,r) 2 O(3) is a pair of a mirroring m 2{ e,mz} and a rotation r 2 SO(3). In general, if G is a group, we denote with bG the set of its irreducible representations. Recall the generative process for cryo-EM images: oi = (g 1i) with gi 2 SO(3) (12) 14 Let Rz = SO(2) < SO(3) the subgroup of SO(3) containing rotations around the Z axis and H = O(2) < SO(3) the subgroup containing also the rotation ry by around the Y axis.
A Canonicalization Perspective on Invariant and Equivariant Learning George Ma
In many applications, we desire neural networks to exhibit invariance or equivari-ance to certain groups due to symmetries inherent in the data. Recently, frame-averaging methods emerged to be a unified framework for attaining symmetries efficiently by averaging over input-dependent subsets of the group, i.e., frames. What we currently lack is a principled understanding of the design of frames.