paper-with-me

홈 › Papers

Derivation of the Asymptotic Eigenvalue Distribution for Causal 2D-AR Models under Upscaling

2017-04-19 · David Vázquez-Padín, Fernando Pérez-González, Pedro Comesaña-Alfaro

This technical report describes the derivation of the asymptotic eigenvalue distribution for causal 2D-AR models under an upscaling scenario. Specifically, it tackles the analytical derivation of the asymptotic eigenvalue distribution of the sample autocorrelation matrix corresponding to genuine and upscaled images. It also includes the pseudocode of the derived approaches for resampling detection and resampling factor estimation that are based on this analysis.

📄 PDF Abstract BibTeX arXiv:1704.05773

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Measuring Cause-Effect with the Variability of the Largest Eigenvalue

2023-07-11 · Alejandro Rodriguez Dominguez, Irving Ramirez Carrillo, David Parraga Riquelme

We present a method to test and monitor structural relationships between time variables. The distribution of the first eigenvalue for lagged correlation matrices (Tracy-Widom distribution) is used to test structural time…

Time Series

Central limit theorems for the eigenvalues of graph Laplacians on data clouds

2025-07-24 · Chenghui Li, Nicolás García Trillos, Housen Li, Leo Suchan arxiv

Given i.i.d.\ samples $X_n =\{ x_1, \dots, x_n \}$ from a distribution supported on a low dimensional manifold ${M}$ embedded in Eucliden space, we consider the graph Laplacian operator $Δ_n$ associated to an $\varepsilo…

Eigenvalue distribution of the Neural Tangent Kernel in the quadratic scaling

2025-08-27 · Lucas Benigni, Elliot Paquette arxiv

We compute the asymptotic eigenvalue distribution of the neural tangent kernel of a two-layer neural network under a specific scaling of dimension. Namely, if $X\in\mathbb{R}^{n\times d}$ is an i.i.d random matrix, $W\in…

Regularized least squares learning with heavy-tailed noise is minimax optimal

2025-05-20 · Mattes Mollenhauer, Nicole Mücke, Dimitri Meunier, Arthur Gretton

This paper examines the performance of ridge regression in reproducing kernel Hilbert spaces in the presence of noise that exhibits a finite number of higher moments. We establish excess risk bounds consisting of subgaus…

Largest Eigenvalues of the Conjugate Kernel of Single-Layered Neural Networks

2022-01-13 · Lucas Benigni, Sandrine Péché

This paper is concerned with the asymptotic distribution of the largest eigenvalues for some nonlinear random matrix ensemble stemming from the study of neural networks. More precisely we consider $M= \frac{1}{m} YY^\top…