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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.

169,291 papers · 148 categories

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71142213284 · Jun 202019922001200920182026
48 results for Continuous Matrices

Paper develops a spectral algorithm for nonparametric HMMs with smooth emission densities.

problem Estimating hidden Markov models with nonparametric emission densities.
method Spectral decomposition of continuous matrices for nonparametric density estimation.
result Computational efficiency and competitive performance on synthetic and real problems.

AutoShuffleNet learns permutation matrices in CNNs for improved accuracy.

problem Manual design of channel shuffling in ShuffleNet.
method Learning permutation matrices via an exact Lipschitz continuous penalty in deep learning.
result Improved classification accuracies on CIFAR-10 and ImageNet datasets.

Constructs finite element spaces for (p,q)(p,q)-forms, excluding one subspace.

problem Constructing finite element spaces for (p,q)(p,q)-forms.
method Piecewise polynomial finite element spaces for all natural subspaces of (p,q)(p,q)-forms, excluding one subspace.
result Recovers known finite element spaces and introduces new ones.

Continuity of roots of hyperbolic polynomials with smooth coefficients.

problem Continuity of the solution map for hyperbolic polynomials.
method Proving continuity of the solution map from hyperbolic polynomials of degree d with C^d coefficients to their increasingly ordered roots.
result Continuity of the solution map for hyperbolic polynomials with C^d coefficients.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

We present a continuous-time maximum likelihood estimation methodology for credit rating transition probabilities, taking into account the presence of censored data. We perform rolling estimates of the transition matrices with exponential time weighting with varying horizons and discuss the underlying dynamics of trans…

2009-12-23abs ↗pdf ↗

Generalization bounds derived for neural ODEs and deep residual networks.

problem Understanding the generalization capability of neural ODEs and deep residual networks.
method Lipschitz-based argument and analogy with deep residual networks.
result A generalization bound involving the magnitude of weight matrix differences.

This article provides the mathematical foundation for stochastically continuous affine processes on the cone of positive semidefinite symmetric matrices. This analysis has been motivated by a large and growing use of matrix-valued affine processes in finance, including multi-asset option pricing with stochastic volatil…

2009-10-01abs ↗pdf ↗

A new method for Gaussian Processes handles mixed continuous and categorical inputs.

problem Modeling cross-correlations between continuous and categorical data.
method Low-Rank Correlation (LRC) method for Gaussian Processes with flexible rank approximation.
result LRC outperforms existing methods in estimating cross-correlations and predicting response surfaces.

We give here a self contained and elementary introduction to the Conley-Zehnder index for a path of symplectic matrices. We start from the definition of the index as the degree of a map into the circle for a path starting at the identity and ending at a matrix for which 1 is not an eigenvalue. We prove some properties …

2012-01-18abs ↗pdf ↗

Study on estimating unstable open-loop matrices from state trajectories.

problem System identification for stochastic continuous-time dynamics.
method Employing randomized control inputs to estimate unstable open-loop matrix.
result Estimation error decays with trajectory length, signal-to-noise ratio, and excitability.

We model how Lipschitz continuity changes during neural network training.

problem Understanding how Lipschitz continuity evolves during training.
method We use a system of stochastic differential equations to capture the dynamics of Lipschitz continuity under SGD.
result We identify three factors driving the evolution of Lipschitz continuity: gradient flow projection, gradient noise, and Hessian projection.

Deep Jump Gaussian Processes model high-dimensional piecewise functions.

problem Modeling high-dimensional piecewise continuous functions with limited accuracy.
method Integrates region-specific locally linear projections with Jump Gaussian Processes (JGP) to capture local low-dimensional subspace structures.
result DJGP achieves superior predictive accuracy and more reliable uncertainty quantification compared to existing methods.

CMF is a technique for simultaneously learning low-rank representations based on a collection of matrices with shared entities. A typical example is the joint modeling of user-item, item-property, and user-feature matrices in a recommender system. The key idea in CMF is that the embeddings are shared across the matrice…

2013-12-20abs ↗pdf ↗

This note classifies splittable lattices in a specific Lie group.

problem Classifying splittable lattices in a metabelian solvable Lie group.
method Description and classification of splittable lattices in G:=RntimesηRmG:=\mathbb{R}^n times_η\mathbb{R}^m.
result Classification of splittable lattices in the specified Lie group.

Paper develops new method for detecting latent structure in large symmetric data matrices.

problem Testing for latent structure in large symmetric data matrices.
method Introduces Wilcoxon--Wigner random matrices based on normalized rank statistics.
result Establishes asymptotic Gaussian fluctuations for leading eigenvalue and eigenvector of Wilcoxon--Wigner matrices.

InQMAD detects anomalies in streaming data using quantum measurements and density matrices.

problem Detecting anomalies in streaming data with challenges like conceptual drift and continuous learning.
method Incremental anomaly detection based on random Fourier features and quantum measurements.
result InQMAD outperforms 12 state-of-the-art methods in a systematic evaluation.

NeuralSort optimizes sorting networks using continuous relaxations.

problem Non-differentiability of sorting operator hinders gradient-based optimization.
method Continuous relaxation of sorting operator to unimodal row-stochastic matrices, enabling gradient-based optimization.
result Gradient-based stochastic optimization over permutations is achieved.

TVS-FNNs can approximate any continuous function on expanded input spaces.

problem Processing a broader range of inputs like sequences and matrices.
method Proving a universal approximation theorem for TVS-FNNs.
result TVS-FNNs can approximate any continuous function on expanded input spaces.

A novel approach stores encoded images as centroids and covariance matrices to improve classification accuracy with less memory.

problem Catastrophic forgetting and memory limitations in continual learning.
method Trains autoencoders with Neural Style Transfer to encode images, replay encoded episodes to avoid forgetting, and use centroids and covariance matrices for pseudo-images when memory is full.
result Increases classification accuracy by 13-17% over state-of-the-art methods on benchmark datasets, while requiring 78% less storage space.

We develop a geometric scattering theory for a geometrically finite group acting on (a vector bundle over) a symmetric space of negative curvature. In particular, we obtain the meromorphic continuation of Eisenstein series and scattering matrices and their functional equations.

1999-04-24abs ↗pdf ↗

Characterizes the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.

problem Characterizing the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.
method Introduce the diffeomorphic logarithm of special orthogonal matrices and an efficient algorithm.
result The region containing the principal logarithm has a special multiplicity structure.

New algorithm detects block-exchangeable structure in large correlation matrices.

problem Detecting hidden dependence patterns in large correlation matrices.
method Robust algorithm based on Kendall's rank correlation.
result The new estimator performs better than sample correlation matrices in structured cases.

Paper proposes continual learning for sentence encoders.

problem Optimize sentence encoders for new corpora while maintaining old corpus accuracy.
method Initialize encoders with corpus-independent features, update using Boolean operations of conceptor matrices.
result Proposed sentence encoder can continually learn features from new corpora.

A new method compares unaligned datasets using log-Euclidean signatures of SPD matrices.

problem Efficiently comparing datasets with unknown alignment.
method Diffusion operators, Riemannian geometry, log-Euclidean metric.
result LES distance recovers meaningful structural differences, outperforming existing methods.

WE constructs GP kernels for mixed inputs using weighted EDMs.

problem Limitation of standard GP models in handling categorical variables.
method WEGP constructs kernel function using weighted EDMs for categorical inputs.
result WEGP improves GP model accuracy in both synthetic and real-world optimization problems.

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

problem Classifying contravariant matrix-valued valuations on polytopes without continuity assumptions.
method Complete classification of contravariant matrix-valued valuations on polytopes in Rn\mathbb{R}^n without continuity assumptions.
result The only such valuation is the general Lutwak-Yang-Zhang matrix in dimension n4n \geq 4, and a new function in dimension 3.

Kernel density matrices simplify probabilistic deep learning.

problem Representing joint probability distributions of continuous and discrete variables.
method Extending density matrices to a reproducing kernel Hilbert space.
result Versatile representation for marginal and joint probability distributions.

Introduces qq-transpose for qq-deformed modular group matrices.

problem Understanding qq-deformed rational numbers and their properties.
method Introduces qq-transpose and applies it to refine qq-deformed modular group actions.
result New proof and refinement of Leclere and Morier-Genoud's trace palindromicity theorem.

A Kleinian manifold Y is a quotient of a rank-one symmetric space of non-compact type by a convex-cocompact discrete group of isometries. We describe the spectral decomposition of the space of square integrable sections of locally homogeneous bundles on Y with respect to locally invariant differential operators. In the…

1996-09-30abs ↗pdf ↗

A new method relaxes Boolean Matrix Factorization to make it more efficient.

problem High computational cost of solving NP-hard combinatorial optimization problems in Boolean Matrix Factorization.
method Proposes a proximal gradient algorithm using an elastic-binary regularizer to relax BMF.
result Demonstrates improved runtime and better recall, loss, and interpretability on real-world data.

Estimates transition rates of continuous-time Markov chains using imprecise probabilistic methods.

problem Estimating transition rate matrix from a finite-duration process.
method Imprecise probabilistic framework with conjugate priors and discrete-time analysis for hyperparameter determination.
result Continuous-time estimator with simple closed-form expression derived from discrete-time model.

We detail the theory of Discrete Riemann Surfaces. It takes place on a cellular decomposition of a surface, together with its Poincaré dual, equipped with a discrete conformal structure. A lot of theorems of the continuous theory follow through to the discrete case, we define the discrete analogs of period matrices, Ri…

2008-02-12abs ↗pdf ↗

We present a technique for clustering categorical data by generating many dissimilarity matrices and averaging over them. We begin by demonstrating our technique on low dimensional categorical data and comparing it to several other techniques that have been proposed. Then we give conditions under which our method shoul…

2015-06-26abs ↗pdf ↗

LEAPS samples discrete distributions via CTMCs and locally equivariant networks.

problem Sampling from discrete distributions with known normalization.
method Continuous-time Markov chain, locally equivariant functions, attention layers, convolutional networks.
result LEAPS minimizes the variance of importance weights, improving sampling efficiency.

Introduces a Boltzmann machine with Riemann-Theta functions for continuous and discrete states.

problem Modeling continuous and discrete states in neural networks.
method Develops a Boltzmann machine with continuous visible and discrete hidden states, solving probability density and conditional expectation analytically.
result Derives a novel parametric density function involving Riemann-Theta functions and uses it as an activation function in a feedforward neural network.

Bayesian algorithm stabilizes unknown continuous-time systems from unstable data.

problem Learning and stabilizing unknown continuous-time systems with uncertain dynamics.
method Bayesian learning algorithm that learns from unstable data to stabilize the system in finite time.
result The algorithm stabilizes unknown continuous-time stochastic linear systems effectively after a short time period.

A new optimizer preserves orthogonality constraints on matrices efficiently.

problem Optimization on Stiefel manifold with orthogonality constraints.
method Interplay between continuous and discrete dynamics leading to a gradient-based optimizer with momentum.
result The method optimizes matrices on Stiefel manifold efficiently and accurately.