CORTEXA
← Browse
arxivstat.MLcs.LGmath.PRmath.ST2026-07-15

Spectral Concentration and Recovery in Sparse High-Dimensional Random Geometric Graphs

Manuel Fernandez, Yizhe Zhu

We study sparse threshold random geometric graphs generated by high-dimensional spherical or Gaussian latent vectors. Although each edge has marginal probability $p$, shared latent variables make the adjacency entries dependent. At the connectivity scale $np=Ω(\log n)$, the spherical adjacency matrix satisfies, with high probability,$\|A-\mathbb E A\|_{\mathrm{op}}=O\left(\sqrt{np\log n}+npτ\right)$, where $τ$ is the cap threshold; an analogous estimate holds for Gaussian vectors after controlling radial fluctuations. This sharpens the spectral bound in Liu, Mohanty, Schramm, and Yang (2023) under weaker assumptions and strengthens the global-synchronization guarantee of Abdalla, Bandeira, and Invernizzi (2024) for the homogeneous Kuramoto model. The leading eigenspace also estimates the latent geometry. When $np\gg\log n$, vector and relative Gram-matrix errors vanish for$\log(1/p)\ll d\ll np\log(1/p)/\log n$ in the spherical model and $\log^2(1/p)\log n\ll d\ll np\log(1/p)/\log n$ in the Gaussian model, improving the recovery conditions of Li and Schramm (2023). For the Gaussian mixture block model introduced there, a polynomial-time semidefinite program gives, to our knowledge, the first exact-recovery guarantee at the connectivity scale in a moderate-separation regime. At much larger separation, fixed edge density creates isolated vertices and makes exact recovery impossible. Our reusable decoupling and matrix concentration framework avoids trace-moment methods and applies broadly to random graph models with latent vectors.

View free PDFSource page

Related papers

arxivstat.MLcs.DScs.LGmath.PRmath.STstat.CO2026-07-14

Accelerated Mixing Time of Randomized Hamiltonian Monte Carlo

Siddharth Mitra, Vishwak Srinivasan, Xiuyuan Wang, Andre Wibisono

We show the Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions. RHMC proceeds by repeatedly simulating the continuous-time Hamiltonian dynamics for some random integration times, and r…

View free PDFSource page
arxivmath.STmath.PRstat.ML2026-07-10

High-Dimensional Interpolators Can Be Fragile: Heavy Tails and High-Dimensional Large Deviations

Youheng Zhu, Yiping Lu

High-dimensional interpolation is common in modern machine learning, but its tail risk is less understood than its expected prediction risk. Existing theory shows that interpolating models can perform well in expectation, yet such guarantees do not determine the probability of ra…

View free PDFSource page
arxivstat.MLcs.LGmath.PR2026-07-07

Fast determinantal sampling on general spaces and diffusion geometry

Hoang-Son Tran, Pranav Gupta, Subhroshekhar Ghosh

Determinantal point processes have recently emerged as a kernel-based alternative to standard independent sampling for constructing efficient minibatches, coresets, and other compact representations of large-scale datasets. In particular, sampling mechanisms based on DPPs are bel…

View free PDFSource page
arxivstat.COcs.LGmath.PRstat.ML2026-07-16

Delocalization of bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin

Yifan Chen, Xiaoou Cheng, Jonathan Niles-Weed, Jonathan Weare

Unadjusted samplers such as unadjusted Hamiltonian Monte Carlo and underdamped Langevin are well-known to be biased. Metropolis--Hastings adjustment has been conventionally incorporated into Hamiltonian Monte Carlo to eliminate the bias. However, this adjustment can significantly…

View free PDFSource page