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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.

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48 results for Haar unitary matrices

Random representations of surface groups approach asymptotic freeness in large nn limit.

problem Asymptotic freeness of Haar unitary matrices for surface groups.
method Interplay between Dehn's work and classical invariant theory.
result Expected value of trace of a fixed non-identity element is bounded as non o\infty.

Quantum neural networks converge to Gaussian processes as they grow.

problem Understanding the convergence of quantum neural networks to Gaussian processes.
method Analyzing Haar random unitary and orthogonal deep QNNs, considering input states, measurement observables, and non-independence of unitary matrix entries.
result Quantum neural networks outputs converge to Gaussian processes in the limit of large Hilbert space dimension.

We show that for any positive integer nn, the maps xCn{x,zi2}i=14nR4nx \in \mathbb{C}^n \mapsto \{\left|\langle x, z_i \rangle \right|^2\}_{i=1}^{4n} \in \mathbb{R}^{4n}, where ziz_i are the columns of four n×nn\times n unitary matrices, are generically injective modulo multiplication by a global phase factor, yielding a family of emb…

2013-06-05abs ↗pdf ↗

This work proves the asymptotic freeness of layerwise Jacobians in MLPs with Haar orthogonal matrices.

problem Proving the asymptotic freeness of layerwise Jacobians in multilayer perceptrons (MLPs).
method Replacing each layer's parameter matrix with itself multiplied by a Haar orthogonal matrix, and using the invariance of the MLP.
result Proves the asymptotic freeness of layerwise Jacobians in MLPs with Haar orthogonal matrices.

Recurrent neural networks are powerful models for processing sequential data, but they are generally plagued by vanishing and exploding gradient problems. Unitary recurrent neural networks (uRNNs), which use unitary recurrence matrices, have recently been proposed as a means to avoid these issues. However, in previous …

2016-10-31abs ↗pdf ↗

Curious structure of special orthogonal, unitary, and symplectic groups as products of Grassmannians discovered.

problem Understanding the structure of special orthogonal, unitary, and symplectic groups.
method Expressing these groups as products of Grassmannians realized as involution matrices.
result Special orthogonal, special unitary, and symplectic groups can be expressed as products of their corresponding Grassmannians.

A major challenge in the training of recurrent neural networks is the so-called vanishing or exploding gradient problem. The use of a norm-preserving transition operator can address this issue, but parametrization is challenging. In this work we focus on unitary operators and describe a parametrization using the Lie al…

2016-07-17abs ↗pdf ↗

We formulate the unitary rational orbifold conformal field theories in the algebraic quantum field theory framework. Under general conditions, we show that the orbifold of a given unitary rational conformal field theories generates a unitary modular category. Many new unitary modular categories are obtained. We also sh…

2000-04-24abs ↗pdf ↗

Study of Pascal algebra matrices and their jet bundle map for vector bundles.

problem Defining and studying Pascal algebra matrices and their map on jet bundles.
method Identifying Pascal algebra matrices, showing generator well defines Pascal map, using it for intrinsic contact definition.
result Intrinsic definition of point-wise contact between Hermitian vector bundles using unitary equivalence of Pascal maps.

This paper introduces a submanifold of the moduli space of unitary representations of the fundamental group of a punctured sphere with fixed local monodromy. The submanifold is defined via products of involutions through Lagrangian subspaces. We show that the moduli space of Lagrangian representations is a Lagrangian s…

2005-06-06abs ↗pdf ↗

A Hermitian TQFT from non-semisimple quantum sl(2) modules.

problem Constructing a Hermitian TQFT from a non-semisimple category.
method Endowed a non-semisimple category of quantum sl(2) modules with a Hermitian structure and proved the resulting TQFT is Hermitian.
result Projective representations of the mapping class group in indefinite unitary matrices.

Recurrent neural networks (RNNs) are notoriously difficult to train. When the eigenvalues of the hidden to hidden weight matrix deviate from absolute value 1, optimization becomes difficult due to the well studied issue of vanishing and exploding gradients, especially when trying to learn long-term dependencies. To cir…

2015-11-20abs ↗pdf ↗

Graph Neural Networks (GNNs) have become a topic of intense research recently due to their powerful capability in high-dimensional classification and regression tasks for graph-structured data. However, as GNNs typically define the graph convolution by the orthonormal basis for the graph Laplacian, they suffer from hig…

2019-07-10abs ↗pdf ↗

We consider the volumes of classical supermanifolds such as the supersphere, complex projective superspace, and Stiefel and Grassmann supermanifolds, with respect to the natural metrics or symplectic structures. We show that the formulas for the volumes, upon certain universal normalization, can be obtained by an analy…

2015-03-23abs ↗pdf ↗

We combine concepts from random matrix theory and free probability together with ideas from the theory of commutator length in groups and maps from surfaces, and establish new connections between the two. More particularly, we study measures induced by free words on the unitary groups U(n)U(n). Every word ww in the free…

2015-09-24abs ↗pdf ↗

A non-singular sesquilinear form is constructed that is preserved by the Lawrence-Krammer representation. It is shown that if the polynomial variables q and t of the Lawrence-Krammer representation are chosen to be appropriate algebraically independant unit complex numbers, then the form is negative-definite Hermitian.…

2002-02-23abs ↗pdf ↗

Pairs of elements in quaternionic hyperbolic space have zero measure of being strongly doubly reversible.

problem Characterizing pairs of elements in quaternionic hyperbolic space that are strongly doubly reversible.
method Analyzing conjugacy conditions and using Haar measure.
result The set of strongly doubly reversible pairs has Haar measure zero in $\PSp(n,1) imes \PSp(n,1)$.

In this paper, we study robust tensor completion by using transformed tensor singular value decomposition (SVD), which employs unitary transform matrices instead of discrete Fourier transform matrix that is used in the traditional tensor SVD. The main motivation is that a lower tubal rank tensor can be obtained by usin…

2019-07-02abs ↗pdf ↗

Resolution of a compact group action in the sense described by Albin and Melrose is applied to the conjugation action by the unitary group on self-adjoint matrices. It is shown that the eigenvalues are smooth on the resolved space and that the trivial bundle smoothly decomposes into the direct sum of global one-dimensi…

2015-04-28abs ↗pdf ↗

Recurrent Neural Networks (RNNs) are designed to handle sequential data but suffer from vanishing or exploding gradients. Recent work on Unitary Recurrent Neural Networks (uRNNs) have been used to address this issue and in some cases, exceed the capabilities of Long Short-Term Memory networks (LSTMs). We propose a simp…

2017-07-29abs ↗pdf ↗

Solved a specific case of Salter's question on Burau representation.

problem Under what conditions are matrices in the image of the Burau representation of B3B_3.
method Algorithmically constructed a counterexample to Salter's specific question.
result The central quotient of the Burau image group is not the central quotient of a certain subgroup of the unitary group.

Novel Haar-Laplacian for directed graphs enhances spectral graph applications.

problem Lack of suitable Laplacian for directed graphs in spectral graph theory.
method Inspired by Haar-like transformation, introduces a Hermitian matrix preserving direction and weight.
result HaarNet outperforms in weight prediction and denoising on directed graphs.

Paper solves a key problem in learning from high-dimensional covariance matrices.

problem Computing normalizing factors for Riemannian Gaussian distributions on high-dimensional covariance matrices.
method Equivalence with random matrix theory and log-normal matrix ensembles to approximate normalizing factors.
result Efficient approximation of normalizing factors with decreasing error as dimension increases.

Given a positive and unitarily invariant Lagrangian L defined in the algebra of Hermitian matrices, and a fixed interval [a,b]R[a,b]\subset\mathbb R, we study the action defined in the Lie group of n×nn\times n unitary matrices U(n)\mathcal{U}(n) by S(α)=abL(α˙(t))dt, S(α)=\int_a^b L(\dotα(t))\,dt\,, where α:[a,b]U(n)α:[a,b]\to\mathcal{U}(n) is a …

2011-07-13abs ↗pdf ↗

We show that the twisted signature invariants of boundary link concordance derived from unitary representations of the free group are actually ordinary link concordance invariants. We also show how the discontinuity locus of this signature function is determined by Seifert matrices of the link.

2003-06-22abs ↗pdf ↗

Orthogonal random features approximate a Bessel kernel, offering sharper bounds than random Fourier features.

problem Approximating Gaussian kernel efficiently for large datasets.
method Use of Haar orthogonal matrices to construct orthogonal random features and analyze their bias and variance.
result Orthogonal random features approximate a Bessel kernel, not the Gaussian kernel, with sharper bounds.

Adler had shown in 1979 that the Toda system can be given a coad- joint orbit description. We quantize the Toda system by viewing it as a single orbit of a multiplicative group of lower triangular matrices of determinant one with pos- itive diagonal entries. We get a unitary representation of the group with square inte…

2016-12-09abs ↗pdf ↗

Deep Graph Neural Networks (GNNs) are useful models for graph classification and graph-based regression tasks. In these tasks, graph pooling is a critical ingredient by which GNNs adapt to input graphs of varying size and structure. We propose a new graph pooling operation based on compressive Haar transforms -- HaarPo…

2019-09-25abs ↗pdf ↗

The paper provides theoretical guarantees for optimized sampling in compressed sensing, showing error vanishes with more measurements.

problem Theoretical and practical improvements in compressed sensing with optimized sampling schemes.
method Theoretical analysis and empirical experiments with optimized sampling schemes for subsampled unitary matrices.
result The error caused by measurement noise vanishes with an increasing number of measurements for optimized sampling schemes, assuming Gaussian noise.

This paper proposes a new methodology to compute Value at Risk (VaR) for quantifying losses in credit portfolios. We approximate the cumulative distribution of the loss function by a finite combination of Haar wavelets basis functions and calculate the coefficients of the approximation by inverting its Laplace transfor…

2009-04-29abs ↗pdf ↗