Uniform upper bound of the second largest eigenvalue of stochastic matrices with equal-neighbor rule.
Chao HuangChangbin YuPublished in: J. Frankl. Inst. (2017)
Keyphrases
- upper bound
- lower bound
- perturbation theory
- worst case
- eigenvalue problems
- correlation matrix
- singular value decomposition
- least squares
- covariance matrix
- stochastic optimization
- branch and bound algorithm
- covariance matrices
- nearest neighbor
- association rules
- lower and upper bounds
- rule induction
- symmetric matrix
- single item
- stochastic processes
- rule learning
- branch and bound
- classification rules
- monte carlo
- active databases
- np hard
- stochastic programming
- pairwise comparison
- error probability
- sample size
- training set
- symmetric matrices
- bayesian networks