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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.

169,181 papers · 148 categories

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285684112 · May 202619922001200920182026
48 results for Eigenvalue Concentration

Study Finsler metric measure manifolds' concentration properties.

problem Understanding concentration properties in Finsler metric measure manifolds.
method Established relationships with observable diameter, isoperimetric inequalities, and first eigenvalue.
result Derived a Cheng type upper bound estimate for the first closed eigenvalue.

The paper provides concentration bounds for kernel matrix eigenvalues.

problem Understanding the distribution of eigenvalues of kernel matrices.
method Developed relative concentration inequalities for kernel matrix eigenvalues.
result Convergence rates of eigenvalues are faster than typical Ø(1n)Ø(\frac{1}{\sqrt n}).

The paper studies concentration of measure on manifolds with boundary, focusing on 11-Lipschitz functions.

problem Concentration of measure phenomena of non-negative 11-Lipschitz functions on manifolds with Dirichlet boundary condition.
method Examined relation between boundary concentration phenomena and large spectral gap phenomena of Dirichlet eigenvalues of Laplacian. Introduced new invariant called the observable inscribed radius.
result Formulated comparison theorems for the observable inscribed radius under lower Ricci curvature and mean curvature bounds for the boundary.

The paper explores how approximation theory can improve understanding of smooth kernels in machine learning.

problem Understanding the inferential properties of smooth kernels in machine learning.
method Analysis of eigenvalue decay, properties of eigenfunctions/eigenvectors, and fitting capacity of kernels.
result Eigenvalues of kernel matrices show nearly exponential decay, highlighting the 'approximation beats concentration' phenomenon.

The paper finds the largest eigenvalue for a specific type of domain in hyperbolic space.

problem Finding the domain with the largest first eigenvalue for a given volume and boundary conditions.
method Shape optimization for the first eigenvalue of the p-Laplace operator in hyperbolic space.
result The concentric annular region maximizes the first eigenvalue among multiply-connected domains.

The paper analyzes the performance of delay-based reservoir computing using eigenvalue analysis.

problem Quantifying the performance of delay-based reservoir computing.
method Eigenvalue analysis of the dynamical system to predict reservoir computing performance.
result The performance of a reservoir computing system can be predicted by analyzing the small signal response and eigenvalue spectrum.

The paper examines how the first Steklov-Dirichlet eigenvalue changes with the distance between two concentric circles.

problem Investigating the monotonicity of the first Steklov-Dirichlet eigenvalue on eccentric annuli.
method The approach involves showing differentiability, deriving integral expressions for the derivative, and using variational formulations to find upper and lower bounds.
result The paper proves the monotonicity of the first Steklov-Dirichlet eigenvalue on eccentric annuli with respect to the distance between the centers of the inner and outer boundaries.

We study global obstructions to the eigenvalues of the Ricci tensor on a Riemannian 3-manifold. As a topological obstruction, we first show that if the 3-manifold is closed, then certain choices of the eigenvalues are prohibited: in particular, there is no Riemannian metric whose corresponding Ricci eigenvalues take th…

2015-08-11abs ↗pdf ↗

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse inverse covariance (concentration) domain and solve the global eigenvalue problem …

2008-08-18abs ↗pdf ↗

We find a deterministic equivalent for random feature regression's test error, independent of feature map dimension.

problem Understanding the generalization performance of random feature ridge regression.
method We derive a deterministic equivalent for the test error of RFRR under a concentration property, showing it can be approximated by a closed-form expression dependent on feature map eigenvalues.
result Our approximation guarantee is non-asymptotic, multiplicative, and independent of the feature map dimension, providing a tight result for the smallest number of features achieving optimal minimax error rate.

The paper proves concentration inequalities for diffusion processes.

problem Proving concentration inequalities for diffusion processes.
method Analysis via the Poisson equation for a broad class of subexponentially ergodic processes.
result Demonstrates power of concentration inequalities in validating conditions for Lasso estimation and sampling algorithms.

Study non-asymptotic bounds on correlation in high-dimensional linear systems, revealing invariant subspaces and bottlenecks.

problem Understanding correlation and mixing in high-dimensional linear systems with Gaussian noise.
method Sampling from sub-trajectories, using Talagrand's inequality, and analyzing invariant subspaces.
result Large discrepancy between algebraic and geometric multiplicity leads to bottlenecks between invariant subspaces.

Study LSTD on LQR, finds sample complexity for value function estimation.

problem Sample complexity of RL on continuous problems.
method Least-Squares Temporal Difference (LSTD) on Linear Quadratic Regulator (LQR).
result First finite-time analysis of LQR value function estimation.

The paper explores how kernel eigenalignments affect generalization in KRR.

problem Achieving robust generalization in kernel methods.
method Direct connection between generalization and matrix eigenvectors/eigenvalues, focusing on finite-sample settings.
result Strong generalization requires increasing eigenvector alignment, eigenvalue magnitude, or gaps between eigenvalues.

We prove a lower bound for the kk-th Steklov eigenvalues in terms of an isoperimetric constant called the kk-th Cheeger-Steklov constant in three different situations: finite spaces, measurable spaces, and Riemannian manifolds. These lower bounds can be considered as higher order Cheeger type inequalities for the Ste…

2017-05-24abs ↗pdf ↗

Let B1B_1 be a ball of radius r1r_1 in $S^n(\Hy^n)$, and let B0B_0 be a smaller ball of radius r0r_0 such that B0ˉB1\bar{B_0}\subset B_1. For SnS^n we consider r1<πr_1< π. Let uu be a solution of the problem $-\La u =1$ in $\Om := B_1\setminus \bar{B_0}$ vanishing on the boundary. It is shown that the associated functional…

2005-03-05abs ↗pdf ↗

Detects non-causal artifacts in multivariate regression models.

problem Identifying non-causal associations in multivariate linear regression models.
method Uses ICA-based model to distinguish between causal and artifact associations by analyzing the orientation of regression coefficients relative to the covariance matrix.
result Regression vectors concentrate in low eigenvalue space for confounding and overfitting, distinguishing them from causal relationships.

New insights into spectral statistics of sample covariance matrix for stable linear systems.

problem Estimating high-dimensional stable state transition matrices from noisy data.
method Combining spectral theorem for non-Hermitian operators, concentration of measure, and perturbation theory.
result The spectral radius of the sample covariance matrix exhibits phase transitions in high dimensions.

Eigenvalue problems for Laplacian in specific domains are studied, showing maximum eigenvalues occur under certain conditions.

problem Eigenvalue problems for Laplacian in doubly connected domains and geodesically symmetric spaces.
method Analytical study of boundary value problems for Laplacian.
result Maximum eigenvalues occur when domains are concentric or geodesic balls.

The paper solves a specific type of Ambrosetti-Prodi problem with solutions having clustering concentration layers.

problem Solving a particular Ambrosetti-Prodi type problem with solutions having concentration layers.
method Using a matrix function and eigenfunction of a related operator, the paper constructs solutions with concentration layers directed along a closed curve.
result Proves the existence of a sequence of solutions with clustering concentration layers directed along a closed curve.

Paper identifies key function spaces for ReLU networks based on Fisher information.

problem Understanding the structure of Fisher information matrices in ReLU networks.
method Spectral decomposition of Fisher information matrices, focusing on the first three eigenspaces.
result The first three eigenspaces account for 97.7% of the trace of the Fisher information matrix, corresponding to spherical harmonic functions of order ≤2.

Study reveals unique spectral features in neural network optimization.

problem Understanding dynamics of optimization in deep neural networks.
method Developed a tool to study Hessian spectrum evolution; analyzed structural features.
result Large isolated eigenvalues and gradient concentration observed in non-batch normalized networks.

High-dimensional models become unstable when sample size falls below a critical level, leading to a phase transition.

problem Instability in high-dimensional learning models when sample size is insufficient.
method Proved the necessity of a Fisher eigenvalue threshold for stability, introduced Fisher floor for verification.
result A sharp phase transition between reliable concentration and inevitable failure in high-dimensional learning.

Develops a game-theoretic approach to solve SGEP efficiently.

problem Efficiently solving the symmetric generalized eigenvalue problem for large datasets.
method Formulates SGEP as a Nash equilibrium in a game-theoretic context and develops a parallelizable algorithm.
result Achieves O(dk)O(dk) runtime complexity, making it feasible for large-scale problems.

We study the spectral gap of the Erdős--Rényi random graph through the connectivity threshold. In particular, we show that for any fixed δ>0δ> 0 if p(1/2+δ)lognn,p \ge \frac{(1/2 + δ) \log n}{n}, then the normalized graph Laplacian of an Erdős--Rényi graph has all of its nonzero eigenvalues tightly concentrated around 11. We est…

2012-01-02abs ↗pdf ↗

Power-law spectrum of random feature model is preserved in neural networks.

problem Preserving power-law spectrum in neural networks through random feature model.
method Characterized eigenvalues of population random-feature covariance using dyadic head-tail decomposition and Wick chaos expansions.
result Power-law exponent αα is inherited from input covariance, modified by a logarithmic correction.

Study on stochastic approximation with Polyak-Ruppert averaging for linear systems.

problem Understanding the asymptotic and non-asymptotic properties of stochastic approximation procedures.
method Detailed analysis of linear stochastic approximation with Polyak-Ruppert averaging, focusing on asymptotic and non-asymptotic properties.
result Proves CLT and non-asymptotic concentration inequality for averaged iterates, providing refined understanding of linear stochastic approximation.

The paper examines distances and random walks on hyperbolic surfaces.

problem Analyzing distances and random walks on hyperbolic surfaces.
method Utilizing density theorems of exceptional eigenvalues and algebraic group representations.
result The distances on hyperbolic surfaces are highly concentrated around the minimal value, and the discrete random walk exhibits cutoff.

New method clusters signed graphs using matrix power means.

problem Clustering signed graphs with positive and negative relations.
method Signed Power Mean Laplacian, defined as matrix power mean of normalized standard and signless Laplacians.
result Signed power mean Laplacian captures ground truth clusters under reasonable settings.

Unified signSGD and gradient descent analysis for neural networks.

problem Performance of sign-based optimization methods in neural networks.
method Unified analysis of separable smoothness and \ell_\infty-smoothness, isolating geometric properties affecting performance.
result Sign-based methods are preferable over gradient descent under specific Hessian properties in deep networks.

We provide a necessary and sufficient condition that LpL^p-norms, 2<p<62<p<6, of eigenfunctions of the square root of minus the Laplacian on 2-dimensional compact boundaryless Riemannian manifolds MM are small compared to a natural power of the eigenvalue λλ. The condition that ensures this is that their L2L^2 norms ove…

2009-07-28abs ↗pdf ↗

New algorithm learns LQR with O(T)O(\sqrt{T}) regret using Langevin dynamics and excitation.

problem Learning LQR with a O(T)O(\sqrt{T}) regret bound.
method Thompson sampling with Langevin dynamics and excitation mechanism.
result Achieved O(T)O(\sqrt{T}) regret bound for LQR learning.

In the celebrated book entitled Metric Structures for Riemannian and Non-Riemannian Spaces, so-called Green Book, Gromov presented a problem regarding a metric measure space. Gromov posed the question Bound the expansion coefficient from below in terms of the observable diameter. The overall aim of the current study is…

2016-11-17abs ↗pdf ↗

The paper studies neural networks with wide layers and finds a deformed semicircle law.

problem Investigating spectral distributions of neural networks in the ultra-wide regime.
method Analyzes empirical kernel matrices, proves deformed semicircle law, provides nonlinear Hanson-Wright inequality.
result Emergence of a deformed semicircle law in the ultra-wide neural network regime.

The paper advances U-statistics in dependent settings, improving spectral estimation and goodness-of-fit tests.

problem Non-asymptotic analysis of U-statistics in dependent Markov chain settings.
method Proved new concentration and exponential inequalities for U-statistics, applied to spectral estimation, online algorithms, and goodness-of-fit tests.
result Established new results for spectral estimation, online algorithms, and goodness-of-fit tests in Markov chain settings.

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.