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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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1223 · Aug 201919922001200920172026
48 results for ℓ_0-norm

Paper tackles low-rank matrix recovery with column 2,0\ell_{2,0}-norm regularization.

problem Low-rank matrix recovery problems with column sparsity constraints.
method Developed alternating majorization-minimization (AMM) methods with extrapolation and hybrid AMM.
result Global convergence analysis and superior performance in matrix completion problems.

Proposes an efficient method for sparse index tracking with 0\ell_0-norm constraints.

problem Constructing a sparse portfolio to track a financial index.
method Formulates a new problem using 0\ell_0-norm constraints, develops an efficient algorithm based on primal-dual splitting.
result Demonstrates effectiveness through experiments on S&P500 and Russell3000 datasets.

We provide recovery guarantees for compressible signals that have been corrupted with noise and extend the framework introduced in \cite{bafna2018thwarting} to defend neural networks against 0\ell_0-norm, 2\ell_2-norm, and \ell_{\infty}-norm attacks. Our results are general as they can be applied to most unitary tr…

2019-07-15abs ↗pdf ↗

The aim of this note is to analyse the structure of the L0L^0-normed L0L^0-modules over a metric measure space. These are a tool that has been introduced by N. Gigli to develop a differential calculus on spaces verifying the Riemannian Curvature Dimension condition. More precisely, we discuss under which conditions an …

2018-03-07abs ↗pdf ↗

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with 0\ell_0-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on 1\ell_1-norm relaxations. In this paper…

2018-11-06abs ↗pdf ↗

New method for factor analysis using nuclear and 0\ell_0 norms.

problem Finding a low-rank plus sparse decomposition from noisy covariance matrix.
method Formulated an optimization problem with nuclear norm, 0\ell_0 norm, and KL divergence. Used alternating minimization algorithm.
result Algorithm effectively decomposes covariance matrices in synthetic and real datasets.

We propose a practical method for L0L_0 norm regularization for neural networks: pruning the network during training by encouraging weights to become exactly zero. Such regularization is interesting since (1) it can greatly speed up training and inference, and (2) it can improve generalization. AIC and BIC, well-known …

2017-12-04abs ↗pdf ↗

The paper shows how Hamiltonian diffeomorphisms and homeomorphisms can be broken down into smaller, manageable pieces.

problem Fragmenting Hamiltonian diffeomorphisms and homeomorphisms on surfaces.
method Develops a C0C^0-fragmentation property for Hamiltonian diffeomorphisms and homeomorphisms on surfaces, proving it with a Lipschitz estimate.
result Hamiltonian diffeomorphisms and homeomorphisms can be decomposed into smaller, compactly supported pieces with a Lipschitz estimate on the C0C^0-norm.

Proposes a new method for joint sample and feature selection in multi-view data.

problem Cannot detect latent subsets of samples and remove outliers.
method Weighted Sparse Partial Least Squares (/0\ell_\infty/\ell_0-wsPLS) method for joint sample and feature selection.
result Developed globally convergent algorithm and iterative algorithms for multi-view data fusion.

In this paper, we consider an 0\ell_{0}-norm penalized formulation of the generalized eigenvalue problem (GEP), aimed at extracting the leading sparse generalized eigenvector of a matrix pair. The formulation involves maximization of a discontinuous nonconcave objective function over a nonconvex constraint set, and is…

2014-08-28abs ↗pdf ↗

This paper begins to study the limiting behavior of a family of Hermitian Yang-Mills (HYM for brevity) metrics on a class of rank two slope stable vector bundles over a product of two elliptic curves with Kähler metrics ωεω_ε when ε0ε\to 0. Here ωεω_ε are flat and have areas εε and ε1ε^{-1} on the two elliptic curves …

2012-03-14abs ↗pdf ↗

Paper analyzes convergence of PAM method for low-rank factorization models.

problem Convergence analysis of PAM method with subspace correction for low-rank factorization models.
method Majorized proximal alternating minimization (PAM) method with subspace correction.
result Established full convergence of PAM method under KL property and column 2,0\ell_{2,0}-norm condition.

Proposes a new graph trend filtering model for inhomogeneous graph signals.

problem Estimating piecewise smooth signals over a graph with varying smoothness levels.
method Introduces a l2,0 norm penalized Graph Trend Filtering (GTF) model and two solution methods: spectral decomposition and simulated annealing.
result The GTF model performs better than existing approaches in denoising, support recovery, and semi-supervised classification.

For a symplectic manifold MM let {,}\{\cdot,\cdot\} be the corresponding Poisson bracket. In this note we prove that the functional (F,G){F,G}Lp(M)(F,G) \mapsto \|\{F,G\}\|_{L^p(M)} is lower-semicontinuous with respect to the C0C^0-norm on Cc(M)C^\infty_c(M) when dimM=2\dim M = 2 and p<p < \infty, extending previous rigidity results for $…

2016-09-28abs ↗pdf ↗

The paper tackles tensor factorization and completion from noisy data.

problem Sparse nonnegative tensor factorization and completion from partial and noisy observations.
method Minimizes the sum of maximum likelihood estimation and tensor 0\ell_0 norm with nonnegativity constraints.
result Error bounds and minimax lower bounds are established for the proposed model.

Significant attention has been given to minimizing a penalized least squares criterion for estimating sparse solutions to large linear systems of equations. The penalty is responsible for inducing sparsity and the natural choice is the so-called l0l_0 norm. In this paper we develop a Momentumized Iterative Shrinkage Th…

2014-09-25abs ↗pdf ↗

New algorithm solves 0\ell_0-norm constrained multilinear logistic regression for tensor data.

problem Non-convex and nonsmooth 0\ell_0-norm constraints in multilinear logistic regression.
method APALM+^+ method for globally convergent optimization.
result APALM+^+ ensures convergence to a first-order critical point.

Any Sasakian structure can be closely mimicked by embeddings into weighted spheres.

problem Approximating Sasakian structures on closed manifolds.
method Using CR embeddings into weighted Sasakian spheres and strengthening previous approximation results.
result Sasakian structures can be approximated in the CqC^{q}-norm by embeddings into weighted Sasakian spheres.

This paper uses quantum computing to solve sparse linear regression problems efficiently.

problem Sparse linear regression to identify important features from a large set of variables.
method Formulates the 0\ell_0 optimization problem as a QUBO problem and solves it using the D-Wave adiabatic quantum computer.
result The QUBO solution matches the optimal solution for a wide range of sparsity penalty values across datasets.

Let (X,P)(X, P) be a toric variety. In this note, we show that the C0C^0-norm of the Calabi flow φ(t)\varphi(t) on XX is uniformly bounded in [0,T)[0, T) if the Sobolev constant of φ(t)\varphi(t) is uniformly bounded in [0,T)[0, T). We also show that if (X,P)(X, P) is uniform KK-stable, then the modified Calabi flow converges expone…

2014-06-25abs ↗pdf ↗

We consider the problem of prescribing the nodal set of the first nontrivial eigenfunction of the Laplacian in a conformal class. Our main result is that, given a separating closed hypersurface ΣΣ in a compact Riemannian manifold (M,g0)(M,g_0) of dimension d3d \geq 3, there is a metric gg on MM conformally equivalent to…

2015-03-17abs ↗pdf ↗

Neural plasticity is an important functionality of human brain, in which number of neurons and synapses can shrink or expand in response to stimuli throughout the span of life. We model this dynamic learning process as an L0L_0-norm regularized binary optimization problem, in which each unit of a neural network (e.g., …

2019-08-13abs ↗pdf ↗

Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method for feature selection in high-dimensional non-linear function estimation problems. The new procedure is…

2018-10-09abs ↗pdf ↗

New methods solve graph sparsity optimization problems faster.

problem Complex graph sparsity optimization problems in disease outbreak monitoring and social network analysis.
method Stochastic variance-reduced gradient-based methods GraphSVRG-IHT and GraphSCSG-IHT.
result Our methods achieve linear convergence speed.

Neural networks have been proven to be vulnerable to a variety of adversarial attacks. From a safety perspective, highly sparse adversarial attacks are particularly dangerous. On the other hand the pixelwise perturbations of sparse attacks are typically large and thus can be potentially detected. We propose a new black…

2019-09-11abs ↗pdf ↗

The paper examines convergence of currents and forms under smooth diffeomorphisms.

problem Analyzing convergence of currents and forms under C0C^0-limits of diffeomorphisms.
method Geometric analysis, measure theory, homotopy theory.
result Pushforwards of rectifiable currents converge in the flat norm.

New method estimates robust mean in high dimensions with minimized outliers.

problem Estimating the mean in high dimensions when a fraction of data is corrupted.
method Formulating the problem as 0\ell_0-norm minimization under second moment constraints, and using 1\ell_1 and p\ell_p minimization techniques.
result The proposed method achieves order optimal robust mean estimation and significantly outperforms existing methods.

Paper proposes a new method to separate low rank and sparse matrices without bias.

problem Recovering low rank and sparse matrices from measurements.
method Uses nonconvex regularizers and alternating proximal gradient descent.
result Error bounds for the algorithm applied to sparse optimization, matrix completion, and robust PCA.

New method proves instability of naked singularity and censors it.

problem Proving instability and censoring naked singularity.
method Einstein-scalar field system, hyperbolic short-pulse method, non-perturbative elliptic arguments.
result Tiny anisotropic perturbation leads to anisotropic apparent horizon censoring the naked singularity.

Paper proposes a new sparse group k-max regularization for sparsity constraints.

problem Linear inverse problems with sparsity constraints are NP-hard.
method Sparse group k-max regularization, iterative soft thresholding algorithm.
result Approximates l0 norm more closely and enhances group-wise and in-group sparsity.