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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.

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19395877 · May 202619922001200920172026
48 results for Burer-Monteiro decomposition

Paper develops efficient AltMin algorithm for SRPCP robust matrix recovery.

problem SRPCP model robust matrix recovery with universal penalty parameter.
method Tuning-free alternating minimization (AltMin) algorithm with closed-form subproblems.
result Efficient AltMin algorithm confirms robustness and efficiency.

The Burer-Monteiro method is one of the most widely used techniques for solving large-scale semidefinite programs (SDP). The basic idea is to solve a nonconvex program in YY, where YY is an n×pn \times p matrix such that X=YYTX = Y Y^T. In this paper, we show that this method can solve SDPs in polynomial time in a smooth…

2019-12-03abs ↗pdf ↗

This paper studies clustering for possibly high dimensional data (e.g. images, time series, gene expression data, and many other settings), and rephrase it as low rank matrix estimation in the PAC-Bayesian framework. Our approach leverages the well known Burer-Monteiro factorisation strategy from large scale optimisati…

2019-03-11abs ↗pdf ↗

Improved guarantees for nonconvex matrix factorization with rank overparameterization.

problem Minimizing nonconvex objective over low-rank matrices.
method Overparameterized Burer--Monteiro approach, leveraging smoothness and strong convexity.
result Local optimization globally converges to global optimum under certain rank conditions.

We address the rectangular matrix completion problem by lifting the unknown matrix to a positive semidefinite matrix in higher dimension, and optimizing a nonconvex objective over the semidefinite factor using a simple gradient descent scheme. With O(μr2κ2nmax(μ,logn))O( μr^2 κ^2 n \max(μ, \log n)) random observations of a $n_1 \times n…

2016-05-23abs ↗pdf ↗

Low-rank factorization is a standard way to make structured optimization problems in machine learning more tractable by replacing matrix variables with compact factors. For positive semidefinite (PSD) variables, the symmetric Burer--Monteiro factorization (sBMF) writes Z=XXZ=XX^\top with a single low-rank factor XX. A r…

2018-11-03abs ↗pdf ↗

New algorithm improves clustering accuracy without sacrificing scalability.

problem Improving clustering accuracy for large datasets.
method Nonnegative low-rank semidefinite programming with Burer-Monteiro factorization.
result Significantly smaller mis-clustering errors compared to existing methods.

Gradient descent with preconditioning finds global optima in overparameterized nonconvex factorization.

problem Finding global optima in nonconvex Burer-Monteiro factorization.
method Preconditioned gradient descent for overparameterized nonconvex function minimization.
result Gradient descent with preconditioning achieves linear convergence in the overparameterized case.

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation (GBP) are intimately related to linear programming (LP) relaxation within the She…

2017-09-19abs ↗pdf ↗

Paper develops methods for non-quadratic loss low-rank matrix recovery.

problem Recovery of low-rank matrices with non-quadratic losses.
method Projected gradient method with a regularity projection oracle.
result Projected gradient method converges globally and linearly.

The paper proposes and discusses semiorthogonal decompositions for moduli spaces of vector bundles.

problem Decompositions of moduli spaces of vector bundles with fixed determinant of odd degree.
method Semiorthogonal decompositions, Grothendieck ring of varieties, mirror symmetry, graph potentials, Fukaya category.
result Evidence for a conjectural semiorthogonal decomposition of moduli spaces of rank 2 bundles with odd determinant.

We combine aspects of the notions of finite decomposition complexity and asymptotic property C into a notion that we call finite APC-decomposition complexity. Any space with finite decomposition complexity has finite APC-decomposition complexity and any space with asymptotic property C has finite APC-decomposition comp…

2017-09-04abs ↗pdf ↗

APGD algorithm reconstructs point set from partial distance measurements.

problem Reconstructing point set configuration from partial Euclidean distance measurements.
method Asymmetric Projected Gradient Descent (APGD) for EDMC problem.
result Global convergence and exact recovery with O(μ2r3κ2nlogn)\mathcal{O}(μ^2 r^3 κ^2 n \log n) observations.

Study shows OAT decomposition generates unexplained profit and loss, while SU decompositions depend on risk factor order.

problem Understanding profit and loss attribution in financial markets.
method Used financial market data from 2003 to 2022 to compare OAT, SU, and ASU decompositions.
result SU decompositions are sensitive to risk factor order and cannot identify all relevant risk factors.

A double pants decomposition of a 2-dimensional surface is a collection of two pants decomposition of this surface introduced in arXiv:1005.0073v2. There are two natural operations acting on double pants decompositions: flips and handle twists. It is shown in arXiv:1005.0073v2 that the groupoid generated by flips and h…

2010-08-22abs ↗pdf ↗

Let J1\mathcal{J}^1 be the real form of a complex simple Jordan algebra such that the automorphism group is F4(20)\mathrm{F}_{4(-20)}. By using some orbit types of F4(20)\mathrm{F}_{4(-20)} on J1\mathcal{J}^1, for F4(20)\mathrm{F}_{4(-20)}, explicitly, we give the Iwasawa decomposition, the Oshima--Sekiguchi's KεK_ε-Iwasawa decomp…

2011-09-05abs ↗pdf ↗

We study the topological types of pants decompositions of a surface by associating to any pants decomposition P,P, in a natural way its pants decomposition graph, Γ(P).Γ(P). This perspective provides a convenient way to analyze the maximum distance in the pants complex of any pants decomposition to a pants decomposition c…

2011-06-07abs ↗pdf ↗

New method uses random decompositions for high-dimensional Bayesian optimization.

problem Learning accurate decompositions for high-dimensional black-box functions.
method Data-independent random tree-based decomposition sampling.
result Random decomposition upper-confidence bound algorithm (RDUCB) yields significant empirical gains.

Derive new Euler-Ramanujan-type identities and infinite decompositions for zero mean curvature graphs in various spaces.

problem Derive new Euler-Ramanujan-type identities and infinite decompositions for zero mean curvature graphs in various spaces.
method Derive new Euler-Ramanujan-type identities and infinite decompositions for zero mean curvature graphs in various spaces.
result Derive new Euler-Ramanujan-type identities and infinite decompositions for zero mean curvature graphs in various spaces.

Decompositions on manifolds appear in various geometric structures. Necessary and sufficient conditions for quotient spaces of decompositions to be manifolds are widely characterized. We characterize necessary and sufficient conditions to be kk-manifolds (k=1,2)(k = 1, 2), which generalize characterizations in the codimens…

2017-03-15abs ↗pdf ↗

We give an example of two JSJ decompositions of a group that are not related by conjugation, conjugation of edge-inclusions, and slide moves. This answers the question of Rips and Sela stated in "Cyclic splittings of finitely presented groups and the canonical JSJ decomposition," Ann. of Math. 146 (1997), 53-109. On th…

2001-10-17abs ↗pdf ↗

We consider a union of two pants decompositions of the same orientable 2-dimensional surface of any genus g. Each pants decomposition corresponds to some handlebody bounded by this surface, so two pants decompositions correspond to a Heegaard splitting of a 3-manifold. We introduce a groupoid FT acting on double pants …

2010-05-01abs ↗pdf ↗

We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an inpu…

2018-02-13abs ↗pdf ↗