Graph connection Laplacian and random matrices with random blocks

Noureddine El Karoui, Hau Tieng Wu

Research output: Contribution to journalArticlepeer-review


Graph connection Laplacian (GCL) is a modern data analysis technique that is starting to be applied for the analysis of high-dimensional and massive datasets. Motivated by this technique, we study matrices that are akin to the ones appearing in the null case of GCL, i.e. the case where there is no structure in the dataset under investigation. Developing this understanding is important in making sense of the output of the algorithms based on GCL. We hence develop a theory explaining the behavior of the spectral distribution of a large class of random matrices, in particular random matrices with random block entries of fixed size. Part of the theory covers the case where there is significant dependence between the blocks. Numerical work shows that the agreement between our theoretical predictions and numerical simulations is generally very good.

Original languageEnglish (US)
Pages (from-to)1-42
Number of pages42
JournalInformation and Inference
Issue number1
StatePublished - Mar 1 2015


  • Concentration of measure
  • Random matrices
  • Semicircle law
  • Spectral geometry
  • Stieltjes transform
  • Vector diffusion maps

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Numerical Analysis
  • Computational Theory and Mathematics
  • Applied Mathematics


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