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.
Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for other methods the spectral information can be used to estimate the excess risk. An …
We study the effect of two types of degeneration of the Riemannian metric on the first eigenvalue of the Laplace operator on surfaces. In both cases we prove that the first eigenvalue of the round sphere is an optimal asymptotic upper bound. The first type of degeneration is concentration of the density to a point with…
The paper studies concentration of measure on manifolds with boundary, focusing on 1-Lipschitz functions.
problem Concentration of measure phenomena of non-negative 1-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.
How many samples are sufficient to guarantee that the eigenvectors and eigenvalues of the sample covariance matrix are close to those of the actual covariance matrix? For a wide family of distributions, including distributions with finite second moment and distributions supported in a centered Euclidean ball, we prove …
Large deviations for fat tailed distributions, i.e. those that decay slower than exponential, are not only relatively likely, but they also occur in a rather peculiar way where a finite fraction of the whole sample deviation is concentrated on a single variable. The regime of large deviations is separated from the regi…
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…
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 …
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.
We prove a lower bound for the k-th Steklov eigenvalues in terms of an isoperimetric constant called the k-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…
Let B1 be a ball of radius r1 in $S^n(\Hy^n)$, and let B0 be a smaller ball of radius r0 such that B0ˉ⊂B1. For Sn we consider r1<π. Let u 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…
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.
From concentration inequalities for the suprema of Gaussian or Rademacher processes an inequality is derived. It is applied to sharpen existing and to derive novel bounds on the empirical Rademacher complexities of unit balls in various norms appearing in the context of structured sparsity and multitask dictionary lear…
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.
We study the spectral gap of the Erdős--Rényi random graph through the connectivity threshold. In particular, we show that for any fixed δ>0 if p≥n(1/2+δ)logn, then the normalized graph Laplacian of an Erdős--Rényi graph has all of its nonzero eigenvalues tightly concentrated around 1. We est…
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.
This article concerns upper bounds for L∞-norms of random approximate eigenfunctions of the Laplace operator on a compact aperiodic Riemannian manifold (M,g). We study fλ chosen uniformly at random from the space of L2-normalized linear combinations of Laplace eigenfunctions with eigenvalues in the inte…
We provide a necessary and sufficient condition that Lp-norms, 2<p<6, of eigenfunctions of the square root of minus the Laplacian on 2-dimensional compact boundaryless Riemannian manifolds M are small compared to a natural power of the eigenvalue λ. The condition that ensures this is that their L2 norms ove…
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…
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.