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Limit theorems for eigenvectors of the normalized Laplacian for random graphs

Presented by: 
Carey Priebe Johns Hopkins University
Thursday 6th October 2016 - 14:00 to 15:00
INI Seminar Room 2
We prove a central limit theorem for the components of the eigenvectors corresponding to the $d$ largest eigenvalues of the normalized Laplacian matrix of a finite dimensional random dot product graph. As a corollary, we show that for stochastic blockmodel graphs, the rows of the spectral embedding of the normalized Laplacia converge to multivariate normals and furthermore the mean and the covariance matrix of each row are functions of the associated vertex's block membership. Together with prior results for the eigenvectors of the adjacency matrix, we then compare, via the Chernoff information between multivariate normal distributions, how the choice of embedding method impacts subsequent inference. We demonstrate that neither embedding method dominates with respect to the inference task of recovering the latent block assignments. (
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons