Learning with Covariance Matrices: Principal Component Analysis Meets Learning with Graphs
This feature article provides an overview of the theoretical foundations for coVariance neural networks (VNNs), i.e., graph neural networks (GNNs) operating on covariance matrices as graphs. Covariance matrices are ubiquitous across domains, and hence, the deployment of GNNs often leverages graphs of pairwise statistical dependencies. Existing theoretical contributions on GNNs consider abstract graph representations and cannot accommodate the data-driven nuances associated with covariance matrices. This tutorial brings into focus various novel theoretical insights via mathematical analyses of VNNs that have broad signal processing implications, including: (i) a conceptual equivalence betw...
| Authors | Saurabh Sihag, Andrea Cavallo, Elvin Isufi et al. |
|---|---|
| Primary category | cs.LG |
| Published | 9 September 2026 |
| Last updated at source | 14 September 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.