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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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126252377503 · Jun 202019922001200920172026
48 results for Hilbert spectral analysis

Study cryptocurrency price dynamics using adaptive EMD and spectral analysis.

problem Analyze the time-varying volatility of cryptocurrency prices.
method Adaptive complementary ensemble empirical mode decomposition (ACE-EMD) and Hilbert spectral analysis.
result Reveal the properties of various timescales in cryptocurrency price dynamics.

Defines and computes a generalized spectral action for Lorentz warped products.

problem Computing spectral actions for Lorentz warped products.
method Defines and computes the bimetric spectral Einstein-Hilbert action for Lorentz warped products.
result Derives a Kastler-Kalau-Walze type theorem for Lorentz warped products.

New methods avoid spectral pollution in transfer operators for accurate analysis.

problem Spectral pollution in finite-dimensional approximations of transfer operators.
method Algorithms for computing spectral properties of transfer operators without spectral pollution.
result Accurate spectral estimation across various applications, including protein folding models.

Harmonic gauge simplifies geometric analysis of Riemannian metrics.

problem Analyzing the Hilbert-Einstein functional and its stability.
method Developed a harmonic gauge to eliminate divergence terms and induce elliptic structure.
result Positivity of curvature operator implies spectral stability of the functional.

Novel framework for learning infinitesimal generator of stochastic processes.

problem Challenges in learning infinitesimal generator due to unbounded nature and state space dimensionality.
method Introduces a novel framework based on energy functional, integrates physical priors, and uses reduced-rank estimator in RKHS.
result Learning bounds independent of state space dimension and non-spurious spectral estimation.

Spectral algorithms improve under covariate shift with novel weighted techniques.

problem Improving spectral algorithms' performance under covariate shift.
method Analysis of spectral algorithms in non-parametric regression over RKHS, proposing a weighted spectral algorithm with clipped weights.
result Normalized weighted spectral algorithm achieves optimal capacity-independent convergence rates, and clipped weights can approach optimal capacity-dependent rates.

We study the spectrum of the Finsler--Laplace operator for regular Hilbert geometries, defined by convex sets with C2C^2 boundaries. We show that for an nn-dimensional geometry, the spectral gap is bounded above by (n1)2/4(n-1)^2/4, which we prove to be the infimum of the essential spectrum. We also construct examples of c…

2012-11-27abs ↗pdf ↗

Random feature approximation speeds up spectral methods and improves learning rates.

problem Improving the efficiency and generalization of spectral methods in large-scale algorithms.
method Combining random feature approximation with spectral regularization methods.
result Optimal learning rates for estimators over various regularity classes, including those not in the RKHS.

Paper analyzes spectral algorithms under covariate shift, providing convergence rates.

problem Addressing distributional mismatch in regression models.
method Incorporates importance weights into spectral algorithms in RKHS.
result Establishes minimax-optimal convergence rates for misspecified cases.

Extends random feature analysis to spectral methods and improves learning rates.

problem Improving generalization properties of spectral methods in large-scale learning.
method Extends random feature analysis to a broad class of spectral regularization techniques, including gradient descent and Nesterov method.
result Obtains optimal learning rates for regularity classes, including those not in the RKHS.

HHT feature generation enhances financial time series forecasting.

problem Forecasting nonstationary financial time series.
method CEEMD and HHT for decomposition, machine learning integration.
result HHT-enhanced models outperform traditional models in forecasting.

In this note we make an attempt to compare a cohomological theory of Hilbert spaces of ground states in the N=(2,2){\cal N}=(2,2) 2d Landau-Ginzburg theory in models describing link embeddings in R3{\mathbb{R}}^3 to Khovanov and Khovanov-Rozansky homologies. To confirm the equivalence we exploit the invariance of Hilbert sp…

2017-02-23abs ↗pdf ↗

We consider a continuous curve of self-adjoint Fredholm extensions of a curve of closed symmetric operators with fixed minimal domain DmD_m and fixed {\it intermediate} domain DWD_W. Our main example is a family of symmetric generalized operators of Dirac type on a compact manifold with boundary with varying well-posed…

2004-06-08abs ↗pdf ↗

We study learning properties of accelerated gradient descent methods for linear least-squares in Hilbert spaces. We analyze the implicit regularization properties of Nesterov acceleration and a variant of heavy-ball in terms of corresponding learning error bounds. Our results show that acceleration can provides faster …

2019-05-30abs ↗pdf ↗

In this paper we introduce the curvature of densely defined universal connections on Hilbert CC^{*}-modules relative to a spectral triple (or unbounded Kasparov module), obtaining a well-defined curvature operator. Fixing the spectral triple, we find that modulo junk forms, the curvature only depends on the represente…

2019-11-12abs ↗pdf ↗

The paper studies convergence of kernel autocovariance operators for stationary processes.

problem Estimating autocovariance operators of stationary processes on Polish spaces.
method Investigates convergence of empirical estimates of autocovariance operators under various conditions.
result Provides consistency results for kernel PCA and spectral analysis methods.

In this paper we study the spectral asymmetry of (possibly nonselfadjoint) elliptic PsiDO's in terms of the difference of zeta functions coming from different cuttings. Refining previous formulas of Wodzicki in the case of odd class elliptic PsiDO's, our main results have several consequence concerning the local indepe…

2003-10-08abs ↗pdf ↗

Researchers approximate conditional expectation operators using kernel methods.

problem Statistical approximation of conditional expectation operators under minimal assumptions.
method Modifying the domain of the operator, approximating it by Hilbert-Schmidt operators in a reproducing kernel Hilbert space.
result The nonparametric estimate of the operator converges to a specific limiting object.

We show how spectral filters can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the fast Fourier transform. This is relevant, for example, for the computation of fluctuation identities, which give the distribution of the maxi…

2017-06-29abs ↗pdf ↗

We study the bottom of the spectrum in Hilbert geometries, we show that it is zero if and only if the geometry is amenable, in other words if and only if it admits a Fölner sequence. We also show that the bottom of the spectrum admits an upper bound, which depends only on the dimension and which is the bottom of the sp…

2007-12-10abs ↗pdf ↗

We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the case of restriction…

2008-01-26abs ↗pdf ↗

Spectral algorithms on manifolds using diffusion kernels improve convergence rates.

problem The limitations of existing spectral algorithms in RKHSs for data on manifolds.
method Integrating manifold structure into spectral algorithms using heat kernel diffusion spaces.
result Spectral algorithms converge to the target function and its derivatives in a strong sense, with rates dependent on manifold intrinsic dimension.

New scalable geometric framework for SPD matrices.

problem Costly spectral computations in SPD matrix analysis.
method Efficient computation of extreme generalized eigenvalues through Hilbert and Thompson geometries of the semidefinite cone.
result Existence and uniqueness of a novel iterative mean of SPD matrices.

Paper proves uniqueness of solutions to a geometric inequality problem.

problem Uniqueness of solutions to the isotropic LpL_p Minkowski problem.
method Analysis of the Hilbert-Brunn-Minkowski operator LKL_K to derive stability estimates.
result Uniqueness of S2S_2-isotropic solutions to the isotropic LpL_p Minkowski problem in Rn\mathbb{R}^{n} for specific ranges of pp.

Stochastic gradient descent achieves polynomial convergence rates for noiseless linear models.

problem Convergence analysis of stochastic gradient descent in noiseless linear models.
method Fixed step-size stochastic gradient descent on least-square risk.
result Polynomial convergence rates depend on the regularities of the optimum and feature vectors.

Unified analysis of kernel-based and locally adaptive bandit optimization methods.

problem Performance of bandit optimization algorithms in RKHS functions.
method Investigates the relationship between kernel regularity and algorithmic performance, characterizing spectral properties of various kernels.
result Unified framework for analyzing kernel-based and locally adaptive bandit algorithms, deriving explicit regret bounds.

To a compact hyperbolic Riemann surface, we associate a finitely summable spectral triple whose underlying topological space is the limit set of a corresponding Schottky group, and whose ``Riemannian'' aspect (Hilbert space and Dirac operator) encode the boundary action through its Patterson-Sullivan measure. We prove …

2007-08-03abs ↗pdf ↗

Study of conformal logarithmic Laplacian on sphere, connecting Yamabe problems and Sobolev spaces.

problem Yamabe-type problems and Sobolev spaces on the sphere.
method Detailed spectral analysis, conformal invariance, and Hilbert space introduction.
result Established precise connection between sphere and \(\mathbb{R}^N\) logarithmic Laplacian.