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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.

169,291 papers · 148 categories

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48 results for Full rank matrices

New bound for neural networks with full-rank weights, independent of network width.

problem Understanding generalization of neural networks with full-rank weight matrices.
method Using Koopman operators to derive a tighter generalization bound for full-rank weight matrices.
result The bound is tighter than existing norm-based bounds when condition numbers are small.

New metrics defined for full-rank correlation matrices, ensuring unique operations.

problem No suitable problem statement as the abstract does not describe a problem to be solved.
method New Riemannian metrics defined on full-rank correlation matrices, providing unique operations.
result Unique Riemannian logarithm and Fréchet mean defined for full-rank correlation matrices.

A fast method for multichannel source separation using jointly diagonalizable SCMs.

problem Computational inefficiency and poor performance in multichannel source separation.
method Restricts SCMs to jointly-diagonalizable but full-rank matrices, proposing efficient algorithms.
result Significant speedup and improved performance compared to original methods.

A new method for efficiently updating large-scale matrices in real-time.

problem Updating large-scale matrices with evolving data in real-time.
method Incremental SVD approach that handles row/column appends, rank-1 updates, and refresh strategies.
result Incremental SVD achieves accuracy close to full SVD with a fraction of the computational cost.

Improves BBVI for high-dimensional Gaussian approximations by using low-rank approximations.

problem Scalability issues with BBVI for high-dimensional multivariate Gaussian approximations.
method Extends BaM framework to handle full covariance matrices by integrating patch step for low-rank parameterization.
result Shows improved efficiency and scalability on synthetic and real-world high-dimensional inference problems.

Efficiently implements MEG for low-rank matrix optimization problems.

problem Optimization over spectrahedron with low-rank matrices.
method Matrix Exponentiated Gradient (MEG) method with efficient implementations.
result Methods converge from a warm-start initialization with similar rates to full-SVD-based counterparts.

Efficient and accurate low-rank approximations of multiple data sources are essential in the era of big data. The scaling of kernel-based learning algorithms to large datasets is limited by the O(n^2) computation and storage complexity of the full kernel matrix, which is required by most of the recent kernel learning a…

2016-01-17abs ↗pdf ↗

Researchers develop geodesics for a new metric on correlation matrices.

problem Lack of intrinsic tools for statistical analyses of correlation matrices.
method Developed geodesics for the quotient-affine metric on full-rank correlation matrices.
result Provided fundamental Riemannian operations for the quotient-affine metric.

The paper explains geometrically why certain mappings have singular points.

problem Understanding singular points in mappings from R^2 to R^3 and higher.
method Analyzing full rank matrices constructed from coefficients of mappings.
result Mappings have only one singular point when ℓ=3 and no singular points when ℓ>3.

Article presents QR and LQ decomposition algorithms for various matrix sizes and ranks.

problem Solving least squares problems in machine learning and computer vision.
method Developed novel matrix backpropagation algorithms for QR and LQ decompositions of different matrix sizes and ranks.
result Numerical stability and computational efficiency of the proposed methods.

This paper uses rank correlation methods to construct MSTs from financial returns, finding them more stable and robust.

problem Stability and robustness of MSTs constructed from financial correlation matrices.
method Pearson, Spearman, and Kendall's ττ rank correlation methods applied to daily financial returns.
result Rank MSTs are more stable and robust than MSTs constructed using Pearson correlation.

New methods extend kernel estimators for partial rankings, improving performance in machine learning tasks.

problem Incomplete rankings data in real-world applications.
method Antithetic and Monte Carlo kernel estimators for partial rankings, variance reduction scheme.
result Improved antithetic kernel estimator with lower variance and better performance.

New geometric description of matrix manifolds avoiding equivalence classes.

problem Geometric description of matrix manifolds of fixed rank.
method Introducing a new geometric description of manifolds of matrices of fixed rank, avoiding equivalence classes.
result The matrix space Rnimesm\mathbb{R}^{n imes m} is described as an analytic manifold equipped with a topology for which the matrix rank is a continuous map.

New model for high rank matrix completion with online and batch methods.

problem Matrix completion for high rank matrices with latent structure.
method Kernel trick to map data into a high dimensional feature space, explicit parametrization of low dimensional subspace, online fitting procedure.
result Online method can handle streaming data and adapt to non-stationary latent structure.

The study examines how adding noise to neural networks improves reaching global optima.

problem Improving the optimization of deep neural networks.
method Theoretical analysis of noise's impact on the trajectories of gradient descent in multi-layer linear neural networks.
result Adding noise to a neural network increases the rank of the product of weight matrices, aiding in reaching a global optimum.

New method solves nonsmooth low-rank matrix optimization problems efficiently.

problem Nonsmooth and low-rank matrix optimization problems in statistics and machine learning.
method Low-rank Extragradient Method with warm-start initialization.
result The extragradient method converges to an optimal solution with rate O(1/t)O(1/t) and requires only two low-rank SVDs per iteration.

The paper analyzes how low-rank layers in neural networks improve generalization.

problem Understanding how low-rank layers affect generalization in neural networks.
method Applying Maurer's chain rule for Gaussian complexity to analyze rank and spectral norm constraints.
result Deep networks with low-rank layers achieve better generalization than those with full-rank layers.

Optimizes neural network training by dynamically updating Tucker decomposition ranks.

problem Redundant parameters in neural network architectures.
method Geometry-aware training of factorized layers in tensor Tucker format.
result Optimal locally approximating the original dynamics without initial rank knowledge.

This paper tackles fitting multilevel low rank matrices by addressing three problems.

problem Fitting a given matrix by an MLR matrix in the Frobenius norm.
method Factor fitting, rank allocation, and hierarchical partitioning.
result The proposed methods can fit a given matrix by an MLR matrix in the Frobenius norm.

New analysis shows how attention masks and LayerNorm prevent rank collapse in transformers.

problem Rank collapse in transformer models with increasing depth.
method General analysis of rank collapse under self-attention, considering attention masks and LayerNorm.
result Self-attention with LayerNorm can prevent rank collapse and maintain a rich set of equilibria.

New framework finds more efficient linear layers over structured matrices.

problem Efficient alternatives for dense linear layers in neural networks.
method Unified framework searching over all linear operators, developing a taxonomy based on computational and algebraic properties.
result BTT-MoE provides substantial compute-efficiency gains over dense layers and standard MoE.

Efficiently reduces rank of non-negative matrices with quadratic time complexity.

problem Efficiently reducing the rank of non-negative matrices.
method Formulated rank reduction as a mean-field approximation using a log-linear model.
result Optimal solution for minimizing KL divergence can be computed in closed form.

New methods predict brain age from MEG/EEG without source modeling.

problem Predicting brain age from MEG/EEG data without source localization.
method Two Riemannian approaches to vectorize rank-reduced covariance matrices for regression.
result Data-driven Riemannian methods outperform sensor-space estimators and biophysics models.

New algorithms improve RPCA for large matrices with upper rank bounds.

problem Efficiently decompose large matrices into low-rank and sparse parts.
method Combine regularization and matrix multiplication approaches with upper rank bounds.
result Proposed algorithms are faster and more robust than existing methods.

Low-rank MPPCA improves importance sampling in high dimensions.

problem Estimating full-rank GMM covariance matrices in high dimensions is numerically unstable.
method Use MPPCA mixtures as low-rank proposals for importance sampling in high-dimensional spaces.
result Consistent gains in sample efficiency and quality of failure distribution characterization.

This paper studies geodesics between covariance matrices of different ranks using the Bures-Wasserstein metric.

problem Geodesics between covariance matrices of varying ranks.
method Analyzes the Bures-Wasserstein distance on covariance matrices, completing previous work on geodesics and providing explicit formulas.
result The set of all minimizing geodesics between two covariance matrices is parametrized by a closed unit ball in R(kr)imes(lr)\mathbb{R}^{(k-r) imes(l-r)}.