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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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4.2%8.3%12.5%16.7% · Apr 199519922001200920182026
48 results for Hankel Matrix

The paper tackles system identification via Hankel nuclear norm regularization, improving estimation rates and singular value gaps.

problem Identifying low-order linear systems from limited data.
method Hankel nuclear norm regularization to encourage low-rankness of the Hankel matrix.
result Hankel regularization enables optimal system recovery with fewer observations and better estimation rates.

Spectral regularization simplifies sequence models by focusing on grammatical simplicity.

problem Sequence modeling challenges in learning tasks.
method Introduces spectral regularization based on Hankel matrices and trace norm, addressing bi-infinite matrices with an unbiased estimator.
result Demonstrates spectral regularization's potential benefits on Tomita grammars.

The paper reviews Hankel low-rank methods for time series analysis and forecasting.

problem Developing efficient methods for time series analysis and forecasting.
method Hankel low-rank approximation and completion techniques.
result Discussion of methods and challenges in obtaining optimal solutions.

Paper speeds up GP inference by reducing precision matrix computation.

problem High computational complexity in computing kernel precision matrices.
method Splitting precision matrix into Hankel-Toeplitz matrices and computing only unique entries.
result Precision matrix computation reduced from O(NM2)\mathcal{O}(NM^2) to O(NM)\mathcal{O}(NM).

Noise-robust Koopman operator framework for control with improved stability and performance.

problem Developing a stable and noise-robust Koopman operator for control tasks.
method Proposes a learning framework using Hankel matrix and neural network approximations for system dynamics, ensuring long-term stability and noise robustness.
result Demonstrates improved model performance and noise robustness in control tasks compared to existing methods.

This paper proposes a method to select bases for spectral learning of PSRs using model entropy.

problem Learning PSR models with limited data and computational resources.
method Adopting model entropy to select columns for spectral learning of PSRs.
result The proposed method can effectively select bases for spectral learning of PSRs.

The paper tackles estimation of hidden state LTI systems of unknown order.

problem Estimation of Markov parameters and minimal realization of unknown order LTI systems.
method Hankel penalized least square estimator, Ho-Kalman algorithm, and a combined algorithm.
result Statistical guarantees for estimation error, rank recovery, and sample complexity.

The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension nn is assumed to be a mixture of rr complex multi-dimensional sinusoids, while the underlying frequencies can assume any value in the unit disk…

2013-04-16abs ↗pdf ↗

The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its nn time domain samples. The signal of interest is assumed to be a superposition of rr multi-dimensional complex sinusoids, while the underlying frequencies can assum…

2013-04-30abs ↗pdf ↗

Algorithm uses matrix estimation to impute and forecast time series data.

problem Impute and forecast time series data with missing values and noise.
method Transform time series into a matrix, use matrix estimation for missing values and de-noise, perform linear regression for predictions.
result Established a rigorous link between time series analysis and matrix estimation, providing finite sample analysis and asymptotic consistency.

A k-space deep learning method corrects EPI ghost artifacts without a reference scan.

problem Nyquist ghost artifacts in EPI MRI due to phase mismatch between even and odd echoes.
method Structured low-rank Hankel matrix approaches combined with data-driven Hankel matrix decomposition and deep convolutional neural networks.
result The proposed k-space deep learning method outperforms existing methods in image quality and computing time.

Improved modeling of chaotic systems using time-delay embeddings and Frenet-Serret frame.

problem Identifying effective coordinate systems for nonlinear dynamical systems.
method Developed a new algorithm to identify more stable and accurate models from less data, leveraging the connection between HAVOK and Frenet-Serret frame.
result The sub- and super-diagonal entries of the linear model correspond to intrinsic curvatures in Frenet-Serret frame.

Recent contributions have framed linear system identification as a nonparametric regularized inverse problem. Relying on 2\ell_2-type regularization which accounts for the stability and smoothness of the impulse response to be estimated, these approaches have been shown to be competitive w.r.t classical parametric met…

2015-08-12abs ↗pdf ↗

HOPE improves SSMs for long-memory tasks with robust initialization and training.

problem Improving state-space models for long-memory tasks with robust initialization and training.
method Developed a new parameterization scheme called HOPE using Hankel operators and Markov parameters.
result HOPE improves SSMs' performance on Long-Range Arena tasks and demonstrates non-decaying memory.

Reservoir computing's success depends on mapping different input time series to separable states.

problem Quantifying the ability of random linear reservoirs to map different input time series.
method Mathematical framework using spectral properties of the connectivity matrix.
result Separation capacity is fully characterized by the spectral properties of the connectivity matrix.

The problem of low-rank approximation with convex constraints, which appears in data analysis, system identification, model order reduction, low-order controller design and low-complexity modelling is considered. Given a matrix, the objective is to find a low-rank approximation that meets rank and convex constraints, w…

2016-06-06abs ↗pdf ↗

Optimal joint separation condition for radar and communications channels in dual-blind deconvolution.

problem Recovering information from overlaid radar and communications signals with unknown channels.
method Extremal functions from Beurling-Selberg interpolation theory for joint separation, nuclear norm minimization for matrix retrieval, and MUSIC for parameter estimation.
result Guaranteed well-conditioned Vandermonde matrix for MUSIC, validating theoretical findings.

Constructs new topological theories in 2D not fitting standard axioms.

problem Developing new topological theories in 2D that don't conform to traditional axioms.
method Universal construction by Blanchet et al., Kronecker's characterization, field extension, Hankel matrices, Schur polynomials, and foam evaluation.
result Introduction of non-multiplicative theories and classification over finite-dimensional state spaces.

A neural network, IHT-Net, improves DOA estimation with sparse arrays.

problem Single-snapshot DOA estimation with sparse arrays in dynamic settings.
method IHT-inspired neural network with recurrent neural network and autoencoders.
result IHT-Net achieves faster convergence and higher accuracy in DOA estimation.

Algorithm learns linear systems from partial observations with near-optimal rate.

problem Identifying linear dynamical systems from partial observations, especially those with long-term memory.
method Multi-scale low-rank approximation using SVD on Hankel matrices of increasing sizes, combined with Fourier domain concentration bounds.
result Near-optimal rate of $\widetilde O\left(\sqrt\frac{d}{T} ight)$ in H2\mathcal{H}_2 error, with logarithmic dependence on memory length.

Let γ:IRnγ: I \rightarrow \mathbb R^n be a parametric curve of class Cn+1C^{n+1}, regular of order nn. The Frenet-Serret apparatus of γγ at γ(t)γ(t) consists of a frame e1(t),,en(t)e_1(t), \dots , e_n(t) and generalized curvature values κ1(t),,κn1(t)κ_1(t), \dots, κ_{n-1}(t). Associated with each point of γγ there are also local singular vecto…

2015-11-16abs ↗pdf ↗

We study power expansions of the characteristic function of a linear operator AA in a pqp|q-dimensional superspace VV. We show that traces of exterior powers of AA satisfy universal recurrence relations of period qq. `Underlying' recurrence relations hold in the Grothendieck ring of representations of $\GL(V)$. The…

2003-09-10abs ↗pdf ↗

Deep convolution framelets improve deep learning for inverse problems.

problem Improving deep learning performance in inverse problems.
method Developed convolution framelets for signal representation, combined with deep neural networks.
result Deep convolution framelets achieve perfect reconstruction (PR) and outperform existing architectures.

The paper introduces a diagnostic method to detect grokking transitions in models before test accuracy improves.

problem Detecting the transition from training to generalization in machine learning models.
method Summarize task-dependent observables as empirical distributions, map them to Wasserstein/quantile coordinates, and analyze using Hankel dynamic mode decomposition.
result The diagnostic method achieves AUROC \(\approx\) 0.93 for grokking-vs-non-grokking discrimination at the run level.

New matrix reveals cluster info in sparse directed graphs.

problem Analyzing cluster information in directed graphs.
method Proposed complex non-backtracking matrix integrating Hermitian adjacency matrix and non-backtracking matrix properties.
result The complex non-backtracking matrix holds cluster information, especially for sparse directed graphs.