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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.

168,657 papers · 148 categories

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178355533710 · Jun 202019922001200920172026
48 results for Condition Number

Paper shows examples of almost Kähler manifolds satisfying Hard Lefschetz but not Betti-Hodge equality.

problem Understanding the Hard Lefschetz condition in almost Kähler manifolds.
method Examples and counterexamples of compact almost Kähler manifolds.
result The Hard Lefschetz condition does not imply the equality between Betti and Hodge numbers in almost Kähler manifolds.

Paper introduces a differentiable regularizer for condition number to improve neural network stability.

problem Maintaining numerical stability in neural networks to ensure reliable and performant models.
method Introduces a novel differentiable regularizer for the condition number of weight matrices.
result Derives a differentiable formula for the gradient of the regularizer, promoting matrices with low condition numbers.

The condition number predicts efficient information encoding in neural units, aiding model fine-tuning.

problem Efficient information encoding in neural units for various tasks and input modalities.
method Linking the condition number to the log-volume scaling factor and entropy of the output distribution.
result High condition number indicates efficient encoding, reducing overall information transfer.

The paper explores positivity conditions for χyχ_y-genus and their implications on Chern numbers and symplectic manifolds.

problem Optimizing Chern number inequalities for almost-complex manifolds.
method Introducing and analyzing positivity conditions for the modified χyχ_y-genus and applying them to Chern numbers and symplectic manifolds.
result Optimal Chern number inequalities hold for many important Kähler and symplectic manifolds.

We analyze the condition number of random feature matrices and prove their well-conditioned nature.

problem Understanding the condition number of random feature matrices and its impact on generalization error.
method Established concentration bounds and derived risk bounds for regression problems using random feature matrices.
result The risk associated with random feature matrices exhibits the double descent phenomenon, improving even with noise.

This work analyzes Adam's preconditioning effect on quadratic functions and quantifies its impact on condition number.

problem Understanding and quantifying the preconditioning effect of Adam to alleviate ill-conditioning in gradient descent.
method Detailed analysis of Adam's preconditioning effect for quadratic functions, including empirical evidence.
result Adam can mitigate the condition number but at a dimension-dependent cost, with specific bounds for different types of Hessians.

The ratio of two probability densities can be used for solving various machine learning tasks such as covariate shift adaptation (importance sampling), outlier detection (likelihood-ratio test), and feature selection (mutual information). Recently, several methods of directly estimating the density ratio have been deve…

2009-12-15abs ↗pdf ↗

Smoothed analysis of complexity bounds and condition numbers has been done, so far, on a case by case basis. In this paper we consider a reasonably large class of condition numbers for problems over the complex numbers and we obtain smoothed analysis estimates for elements in this class depending only on geometric inva…

2006-05-24abs ↗pdf ↗

New algorithm reduces conditional independence tests needed for causal discovery.

problem Efficiently infer causal relations from observational data.
method Established an algorithm with complexity pO(s)p^{\mathcal{O}(s)} tests.
result Achieves exponent-optimality up to a logarithmic factor in terms of conditional independence tests.

In solving a system of nn linear equations in dd variables Ax=bAx=b, the condition number of the n,dn,d matrix AA measures how much errors in the data bb affect the solution xx. Estimates of this type are important in many inverse problems. An example is machine learning where the key task is to estimate an underlyin…

2019-12-12abs ↗pdf ↗

Characterizes solutions to Z-critical equations on surfaces using effective conditions.

problem Characterizing solutions to Z-critical equations on compact Kähler surfaces.
method Uses effective conditions and Picard number bounds to characterize solutions.
result Characterizes optimally destabilizing curves for Donaldson's J-equation and deformed Hermitian Yang-Mills equation.

New gradient methods solve multiscale optimization problems efficiently.

problem Minimizing functions with multiple non-interacting smooth, strongly convex components.
method Big-Step-Little-Step interleaving of standard methods.
result Complexity bound scales as product of square-roots of condition numbers of components, improving on accelerated gradient methods.

We give the first algorithm for Matrix Completion whose running time and sample complexity is polynomial in the rank of the unknown target matrix, linear in the dimension of the matrix, and logarithmic in the condition number of the matrix. To the best of our knowledge, all previous algorithms either incurred a quadrat…

2014-07-15abs ↗pdf ↗

A market with defaultable bonds where the bond dynamics is in a Heath-Jarrow-Morton setting and the forward rates are driven by an infinite number of Levy factors is considered. The setting includes rating migrations driven by a Markov chain. All basic types of recovery are investigated. We formulate necessary and suff…

2009-09-22abs ↗pdf ↗

We consider the following signal recovery problem: given a measurement matrix ΦRn×pΦ\in \mathbb{R}^{n\times p} and a noisy observation vector cRnc\in \mathbb{R}^{n} constructed from c=Φθ+εc = Φθ^* + ε where εRnε\in \mathbb{R}^{n} is the noise vector whose entries follow i.i.d. centered sub-Gaussian distribution, how to recover …

2013-04-30abs ↗pdf ↗

Investigates portfolio optimization with and without gearing constraints.

problem Improving portfolio weights for better alignment with expected returns.
method Extends the alpha-weight angle bound to include gearing constraints and uses theoretical arguments and simulations.
result Equally weighted portfolios are not preferable to mean-variance portfolios even with poor forecast ability and a badly conditioned covariance matrix.

We address the question of detecting minimal virtual diagrams with respect to the number of virtual crossings. This problem is closely connected to the problem of detecting the minimal number of additional intersection points for a generic immersion of a singular link in R2R^{2}. We tackle this problem by the so-called…

2008-11-05abs ↗pdf ↗

We consider the numerical stability of the parameter recovery problem in Linear Structural Equation Model ($\LSEM$) of causal inference. A long line of work starting from Wright (1920) has focused on understanding which sub-classes of $\LSEM$ allow for efficient parameter recovery. Despite decades of study, this questi…

2019-05-16abs ↗pdf ↗

This paper improves linear system solving by optimizing matrix diagonal scaling.

problem Improving the condition number of a matrix for faster iterative methods.
method Left or right diagonal rescaling of the matrix A, with new bounds and algorithms.
result Jacobi preconditioning reduces A's condition number to within a quadratic factor of the best possible scaling.

Improved perturbation reduces matrix condition number to O(n) with minimal storage.

problem Reducing the condition number of deterministic matrices for efficient algorithmic use.
method Introduced pattern matrices and sparse perturbations with dependent entries.
result Condition number reduced to O(n) with O(n) random numbers in O(log n) precision.

We present a rough classification of differential forms on a Riemannian manifold, we consider definitions and properties of conformal Killing forms on a compact Riemannian manifold and define Tachibana numbers as an analog of the well known Betti numbers. We state the conditions that characterize these numbers. In the …

2013-06-28abs ↗pdf ↗

The study shows infinitely many Reeb orbits on star-shaped hypersurfaces with growth rate like prime numbers.

problem Growth rate of Reeb orbits on star-shaped hypersurfaces.
method Analyzing fiberwise star-shaped hypersurfaces in cotangent bundles with topological conditions.
result The number of Reeb orbits with period at most T grows at least like T/log(T).

It is proven here that if the connected sum of two tunnel number one knots in the 3-sphere is a tunnel number two knot, then at least one of the summand knots has a genus two Heegaard splitting with a meridian as a primitive element. Hence this is a necessary and sufficient condition for tunnel number one knots to have…

1999-06-10abs ↗pdf ↗

The problem of which Gauss diagram can be realized by knots is an old one and has been solved in several ways. In this paper, we present a direct approach to this problem. We show that the needed conditions for realizability of a Gauss diagram can be interpreted as follows "the number of exits = the number of entrances…

2016-09-21abs ↗pdf ↗

The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the collective risk model, where the total claim size in a portfolio is the sum of a …

2007-03-01abs ↗pdf ↗

We give a refined value group for the collection of triple linking numbers of links in the 3-sphere. Given two links with the same pairwise linking numbers we show that they have the same refined triple linking number collection if and only if the links admit homeomorphic surface systems. Moreover these two conditions …

2017-09-25abs ↗pdf ↗

Improved convergence for overparameterized low-rank matrix sensing.

problem Overparameterized low-rank matrix sensing with unknown rank and ill-conditioning.
method ScaledGD(λλ) - preconditioned gradient descent method.
result ScaledGD(λλ) converges at a constant linear rate after a logarithmic number of iterations.

We give bounds on the number of non-simple closed curves on a negatively curved surface, given upper bounds on both length and self-intersection number. In particular, it was previously known that the number of all closed curves of length at most LL grows exponentially in LL. We get exponentially tighter bounds given…

2015-05-27abs ↗pdf ↗

Study Betti and Hodge numbers of solvmanifolds from integer polynomials.

problem Computing Betti and Hodge numbers of solvmanifolds constructed from integer polynomials.
method Analyzing de Rham and Dolbeault cohomology of solvmanifolds under algebraic conditions.
result Explicit generating polynomials for Hodge numbers in quasi full rank case.

The paper derives a formula for Lefschetz number of a geometric endomorphism.

problem Calculating the Lefschetz number for a singular foliation.
method Adapting the Atiyah-Bott theorem to a geometric endomorphism of a complex of LT\mathcal{L}_{\mathcal{T}}-parallel sections.
result A formula for the Lefschetz number of a geometric endomorphism.

The study explores generalized divergences and exponential families with a focus on sufficient conditions and laws of large numbers.

problem Generalization of Kullback-Leibler divergence and exponential families.
method Investigation of (h,τ)(h,τ)-divergence and (h,τ)(h,τ)-exponential families, definition of (h,τ)(h,τ)-dependence, proof of law of large numbers.
result Sufficient condition for (h,τ)(h,τ)-divergence to induce Hessian structure on (h,τ)(h,τ)-exponential family, proof of law of large numbers.