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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.

168,695 papers · 148 categories

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285684112 · Jun 202019922001200920172026
48 results for Eigenvalue Perturbation

Study eigenvalues of ellipsoids near a sphere, comparing to sphere's.

problem Analyzing changes in Laplacian eigenvalues for ellipsoids near a sphere.
method Comparison with standard Euclidean unit sphere, under Gaussian curvature condition.
result Eigenvalues of ellipsoids near a sphere, with comparison to sphere's.

We study the (massless) Dirac operator on a 3-sphere equipped with Riemannian metric. For the standard metric the spectrum is known. In particular, the eigenvalues closest to zero are the two double eigenvalues +3/2 and -3/2. Our aim is to analyse the behaviour of eigenvalues when the metric is perturbed in an arbitrar…

2016-05-27abs ↗pdf ↗

Consider the massless Dirac operator on a 3-torus equipped with Euclidean metric and standard spin structure. It is known that the eigenvalues can be calculated explicitly: the spectrum is symmetric about zero and zero itself is a double eigenvalue. The aim of the paper is to develop a perturbation theory for the eigen…

2013-06-24abs ↗pdf ↗

Prove that collapsing CSC metrics can be perturbed to invariant collapsing CSC metrics.

problem Prove that collapsing constant scalar curvature metrics can be perturbed to invariant collapsing constant scalar curvature metrics.
method Prove that a sequence of constant scalar curvature metrics which is collapsing with bounded curvature to a manifold can be perturbed to a sequence of invariant collapsing constant scalar curvature metrics.
result Prove that a sequence of constant scalar curvature metrics which is collapsing with bounded curvature to a manifold can be perturbed to a sequence of invariant collapsing constant scalar curvature metrics.

The paper analyzes how quantization affects the Fisher Information Matrix's dominant eigenvalue.

problem The impact of quantization on the Fisher Information Matrix's dominant eigenvalue.
method The study examines spectral perturbation of the empirical Fisher Information Matrix under in-distribution input and quantized parameter perturbations.
result A bound on the eigenvalue under quantization noise, showing it strictly exceeds the unperturbed value at leading order.

The paper proves that most metrics satisfy a strong version of Arnold's conjecture for Laplace eigenvalues.

problem Understanding metrics that satisfy a strong version of Arnold's conjecture for Laplace eigenvalues.
method Using geometric characterizations and perturbation theory, the paper proves the conjecture for most metrics.
result The Strong Arnold Hypothesis is satisfied for all metrics except for a set of infinite codimension.

New bounds for private matrix approximation using Gaussian noise and Dyson Brownian Motion.

problem Private approximation of symmetric matrices with Gaussian noise.
method Viewing Gaussian noise as Dyson Brownian Motion to track eigenvalue and eigenvector evolution.
result Improved bounds on Frobenius-distance utility for private matrix approximation.

We extend the results given by Colbois, Dryden and El Soufi on the relationships between the eigenvalues of the Laplacian and an extrinsic invariant called intersection index, in two directions. First, we replace this intersection index by invariants of the same nature which are stable under small perturbations. Second…

2012-10-29abs ↗pdf ↗

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.

The paper explores how polynomial roots and operator eigenvalues change with parameters.

problem How do roots of polynomials and eigenvalues of operators vary with parameter changes?
method Analyzes parameter dependence of polynomials and linear operators, covering real analytic to differentiable of finite order.
result Definitive optimal results for perturbation theory of polynomials and linear operators, including hyperbolic polynomials.

The paper examines how gradient descent stabilizes low-rank matrix factorization in noisy conditions.

problem Stability of low-rank implicit regularization in perturbed deep matrix factorization.
method Derives spectral conditions for gradient descent to exhibit a low-rank phase in noiseless settings and analyzes perturbed dynamics.
result Gradient descent converges to a low-rank solution under perturbation, with explicit dependence on perturbation size.

A method to explain disease transformation using biomarker covariance matrices.

problem Understanding disease transformation from a healthy baseline.
method Modeling healthy and disease states of biomarker covariance matrices to characterize perturbations.
result Disease perturbs the biomarker covariance structure, allowing for mechanistic explanations and individual patient prognosis.

Classical matrix perturbation results, such as Weyl's theorem for eigenvalues and the Davis-Kahan theorem for eigenvectors, are general purpose. These classical bounds are tight in the worst case, but in many settings sub-optimal in the typical case. In this paper, we present perturbation bounds which consider the natu…

2017-06-20abs ↗pdf ↗

The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50 indices reveal that the dynamics of the small eigenvalues of the cross-correlat…

2010-02-01abs ↗pdf ↗

Let M be a compact Riemannian manifold with boundary. Let b>0 be the number of connected components of its boundary. For manifolds of dimension at least 3, we prove that it is possible to obtain an arbitrarily large (b+1)-th Steklov eigenvalue using a smooth conformal perturbation which is supported in a thin neighbour…

2017-01-15abs ↗pdf ↗

The Yamabe Invariant of a smooth compact manifold is by definition the supremum of the scalar curvatures of unit-volume Yamabe metrics on the manifold. For an explicit infinite class of 4-manifolds, we show that this invariant is positive but strictly less than that of the 4-sphere. This is done by using spin^c Dirac o…

1997-08-01abs ↗pdf ↗

Researchers create metrics for Laplacian eigenfunctions with specific zero sets.

problem Creating Riemannian metrics with prescribed zero sets for Laplacian eigenfunctions.
method Constructing metrics with specific zero sets for Laplacian eigenfunctions.
result Existence of metrics with prescribed zero sets for Laplacian eigenfunctions.

The paper reformulates Bakry-Émery curvature on graphs using eigenvalues.

problem Analyzing curvature on weighted graphs.
method Reformulating curvature as the smallest eigenvalue of a rank one perturbation of the curvature matrix.
result The curvature function is analytic, strictly monotone increasing, and concave until a threshold, after which it is constant.

For a closed Riemannian orbifold OO, we compare the spectra of the Laplacian, acting on functions or differential forms, to the Neumann spectra of the orbifold with boundary given by a domain UU in OO whose boundary is a smooth manifold. Generalizing results of several authors, we prove that the metric of OO can be…

2016-11-23abs ↗pdf ↗

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.

Novel symmetry found in colored HOMFLY polynomials from superalgebras.

problem Understanding symmetries in colored HOMFLY polynomials.
method Exploring the sl(NM)\mathfrak{sl}(N|M) superalgebra to find a symmetry.
result A symmetry relating polynomials colored by different representations.

We obtain upper bounds for the eigenvalues of the Schrödinger operator L=Δg+qL=Δ_g+q depending on integral quantities of the potential qq and a conformal invariant called the min-conformal volume. Moreover, when the Schrödinger operator LL is positive, integral quantities of qq which appear in upper bounds, can be repla…

2012-10-29abs ↗pdf ↗

We address the problem of estimating the mixing time tmixt_{\mathsf{mix}} of an arbitrary ergodic finite-state Markov chain from a single trajectory of length mm. The reversible case was addressed by Hsu et al. [2019], who left the general case as an open problem. In the reversible case, the analysis is greatly facilita…

2019-02-01abs ↗pdf ↗

Minimal Morse functions on Poincaré dodecahedral space are selected via spectral properties.

problem Identifying minimal Morse functions on the Poincaré dodecahedral space.
method Spectral selection property P, obstruction principle, conformal variations, finite dimensional reduction.
result Restoration of minimal Morse selection on the Poincaré dodecahedral space via spectral mechanisms.

Solves boundary Yamabe problem with minimal boundary scenario.

problem Existence of solutions to a conformal metric equation with constant scalar curvature.
method Iteration schemes and perturbation methods to construct sub-solutions and super-solutions.
result Complete solution for three cases based on the sign of the first eigenvalue of the conformal Laplacian.

New framework for higher-order singular-value derivatives of rectangular matrices.

problem Challenging to derive higher-order Fréchet derivatives of singular values in real rectangular matrices.
method Using Kato's analytic perturbation theory for self-adjoint operators and embedding rectangular matrices into block self-adjoint operators.
result Closed-form expressions for the nn-th order spectral variations of singular values.

We investigate the problem of estimating a given real symmetric signal matrix C\textbf{C} from a noisy observation matrix M\textbf{M} in the limit of large dimension. We consider the case where the noisy measurement M\textbf{M} comes either from an arbitrary additive or multiplicative rotational invariant perturbati…

2015-02-24abs ↗pdf ↗

A new method for distributed PCA using matrix β-mean.

problem Efficiently aggregating PCA results across multiple machines with reduced computational overhead.
method Proposes a novel DPCA method that incorporates eigenvalue information using the matrix β-mean.
result The matrix β-mean method improves robustness and stability of eigenvector ordering.

We develop a formalism to study linearized perturbations around the equilibria of a pure exchange economy. With the use of mean field theory techniques, we derive equations for the flow of products in an economy driven by heterogeneous preferences and probabilistic interaction between agents. We are able to show that i…

2009-04-08abs ↗pdf ↗

We prove the analogue of Weyl's law for a noncommutative Riemannian manifold, namely the noncommutative two torus Tθ2\mathbb{T}_θ^2 equipped with a general translation invariant conformal structure and a Weyl conformal factor. This is achieved by studying the asymptotic distribution of the eigenvalues of the perturbed L…

2011-11-05abs ↗pdf ↗