The singular value matrix decomposition plays a ubiquitous role throughout statistics and related fields. Myriad applications including clustering, classification, and dimensionality reduction involve studying and exploiting the geometric structure of singular values and singular vectors.This paper provides a novel collection of technical and theoretical tools for studying the geometry of singular subspaces using the two-to-infinity norm. Motivated by preliminary deterministic Procrustes analysis, we consider a general matrix perturbation setting in which we derive a new Procrustean matrix decomposition. Together with flexible machinery developed for the two-to-infinity norm, this allows us to conduct a refined analysis of the induced perturbation geometry with respect to the underlying singular vectors even in the presence of singular value multiplicity. Our analysis yields singular vector entrywise perturbation bounds for a range of popular matrix noise models, each of which has a meaningful associated statistical inference task. In addition, we demonstrate how the two-to-infinity norm is the preferred norm in certain statistical settings. Specific applications discussed in this paper include covariance estimation, singular subspace recovery, and multiple graph inference.Both our Procrustean matrix decomposition and the technical machinery developed for the two-to-infinity norm may be of independent interest.

A generalisation of a latent position network model known as the random dot product graph model is considered. The resulting model may be of independent interest because it has the unique property of representing a mixture of connectivity behaviours as the corresponding convex combination in latent space. We show that, whether the normalised Laplacian or adjacency matrix is used, the vector representations of nodes obtained by spectral embedding provide strongly consistent latent position estimates with asymptotically Gaussian error. Direct methodological consequences follow from the observation that the well-known mixed membership and standard stochastic block models are special cases where the latent positions live respectively inside or on the vertices of a simplex. Estimation via spectral embedding can therefore be achieved by respectively estimating this simplicial support, or fitting a Gaussian mixture model. In the latter case, the use of K-means, as has been previously recommended, is suboptimal and for identifiability reasons unsound. Empirical improvements in link prediction, as well as the potential to uncover much richer latent structure (than available under the mixed membership or standard stochastic block models) are demonstrated in a cyber-security example.

Clustering is concerned with coherently grouping observations without any explicit concept of true groupings. Spectral graph clustering—clustering the vertices of a graph based on their spectral embedding—is commonly approached viaK-means (or, more generally, Gaussian mixture model) clustering composed with either Laplacian spectral embedding (LSE) or adjacency spectral embedding (ASE). Recent theoretical results provide deeper understanding of the problem and solutions and lead us to a “two-truths” LSE vs. ASE spectral graph clustering phenomenon convincingly illustrated here via a diffusion MRI connectome dataset: The different embedding methods yield different clustering results, with LSE capturing left hemisphere/right hemisphere affinity structure and ASE capturing gray matter/white matter core–periphery structure.

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