arXiv:2606.11263math.STcs.LG2026-06

揭示了噪声异质性对主特征空间的系统性几何偏差

Geometric bias in eigenspace perturbation under random heterogeneous noise

论文配图:Geometric bias in eigenspace perturbation under random heterogeneous noise
图 1 · 摘自论文原文
  • 基于非均匀方差噪声模型,建立特征空间扰动的紧致界
  • 发现经典理论忽略的信号与噪声分布对齐导致的确定性偏差
  • 适用于异质度网络聚类与嵌入,尤其适合稀疏高维数据

谱方法依赖于主特征空间在随机扰动下的稳定性。经典的大卫-凯汉和韦丁定理通过噪声的算子范数和谱间隙界定特征空间误差,但对低秩信号加噪声情形过于保守,未能捕捉信号几何与噪声分布的交互。本文研究稀疏随机噪声下具有任意异质方差分布的信号加噪声矩阵的谱扰动。在非均匀方差条件下,经验特征向量会受到经典边界无法察觉的系统性、确定性几何偏差影响。借助二次向量方程(QVE)与精细各向同性局部律,我们推导出主特征空间在算子范数与2到无穷范数下的近最优、非渐近界,将误差分解为信号-噪声贡献、随机波动以及由信号特征空间与行方向方差分布对齐决定的结构化几何偏差项。进一步发展了适应信号空间方差加权杠杆率的精细行级界,在去局域化情形下给出更紧的保证。应用方面,我们证明了度校正随机块模型中邻接谱聚类的强一致性,恢复了规则平衡情形下的对数期望度尺度;还研究了广义随机点积图的谱嵌入,表明完整信号嵌入可实现精确行级控制,而谱截断则可能保留由被省略信号方向与方差分布共同决定的系统性几何偏差。

原文摘要 · Abstract (English)

Spectral methods rely on the stability of principal eigenspaces under random perturbations. Classically, this is quantified by the Davis-Kahan and Wedin theorems, which bound the eigenspace error via the operator norm of the noise and the relevant spectral gaps. While sharp for arbitrary deterministic perturbations, these worst-case bounds can be wasteful in the low-rank signal-plus-noise setting, as they fail to capture the interaction between the signal geometry and the noise distribution. We study the spectral perturbation of signal-plus-noise matrices corrupted by sparse random noise with an arbitrary, inhomogeneous variance profile. Under heterogeneous variances, the empirical eigenvectors suffer a systematic, deterministic geometric bias invisible to classical bounds. Leveraging the Quadratic Vector Equation (QVE) and fine-grained isotropic local laws, we derive near-optimal, non-asymptotic bounds for the leading eigenspaces in the operator and 2-to-infinity norms. These separate the usual signal-to-noise contribution, stochastic fluctuations, and structured geometric bias terms determined by the alignment between the signal eigenspaces and the row-wise variance profile. We further develop refined rowwise bounds that adapt to the variance-weighted leverage of the signal space, yielding sharper guarantees in delocalized regimes. As applications, we establish strong consistency of adjacency spectral clustering for degree-corrected stochastic block models with heterogeneous degrees and unbalanced communities, recovering the logarithmic expected-degree scale in the regular balanced case. We also study spectral embedding for generalized random dot product graphs, showing that the full signal embedding admits sharp rowwise control, whereas spectral truncation can retain a systematic geometric bias determined by the omitted signal directions and the variance profile.

谱方法噪声建模网络分析

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