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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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18365371 · Jun 202019922001200920172026
48 results for Hilbert-Schmidt norm

Study optimizes KSD estimation from samples, revealing Hilbert-Schmidt vs trace scales.

problem Optimizing estimation of Kernel Stein Discrepancy from samples.
method Identifying and comparing minimax scales for U-statistic and V-statistic.
result Hilbert-Schmidt norm of Stein covariance operator gives optimal scale.

Solves steering problem with continuous time, Hilbert-Schmidt cost, and matrix ODEs.

problem Fixed horizon linear quadratic covariance steering in continuous time with a specific terminal cost.
method Formulates necessary conditions as a coupled matrix ODE two-point boundary value problem, designs a matricial recursive algorithm, and proves convergence.
result Proposes and proves the convergence of a matricial recursive algorithm for solving the steering problem.

Let U2(H)U_2({\cal H}) be the Banach-Lie group of unitary operators in the Hilbert space H{\cal H} which are Hilbert-Schmidt perturbations of the identity 1. In this paper we study the geometry of the unitary orbit {upu:uU2(H)},\{upu^*: u\in U_2({\cal H})\}, of an infinite projection pp in H{\cal H}. This orbit coincides with t…

2008-08-19abs ↗pdf ↗

Study on estimating distances between covariance operators and Gaussian processes.

problem Estimating distances between covariance operators and Gaussian processes.
method Riemannian distances, concentration results for Hilbert space-valued random variables, RKHS covariance and cross-covariance operators.
result Both distances converge in the Hilbert-Schmidt norm and can be consistently and efficiently estimated.

A new metric CKCE improves model calibration comparison.

problem Comparing the calibration of probabilistic models is challenging.
method CKCE based on Hilbert-Schmidt norm of conditional mean operators.
result CKCE provides more consistent and robust model calibration comparisons.

New learning rates for embeddings in RKHSs, even when the target is not Hilbert-Schmidt.

problem Applying conditional mean embeddings to complex ML/RL settings with infinite-dimensional RKHSs.
method Developed novel learning rates using interpolation theory for RKHSs, derived explicit adaptive rates for sample estimator.
result Achieved uniform convergence rates in the output RKHS for certain parameter regimes.

Study resolvent convergence for random matrices with general covariance profiles.

problem Analyzing resolvent convergence for random matrices with non-identically distributed columns.
method Using moments of quadratic forms and deterministic equivalents, the study provides bounds on the trace of matrix products.
result The trace of matrix products is close to the trace of a deterministic equivalent, controlled by matrix norms.

Study convergence and approximations of entropic regularized Wasserstein distances for Gaussian and RKHS measures.

problem Convergence and approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings.
method Analysis of convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings.
result Strictly weaker convergence in 2-Sinkhorn divergence for Gaussian measures compared to exact 2-Wasserstein distance.

The paper develops divergences for Gaussian processes and RKHS settings.

problem Estimating divergences in infinite-dimensional spaces.
method Formulations of Alpha Log-Det divergences, continuity in norm, laws of large numbers, consistent estimation from finite samples.
result Infinite-dimensional divergences can be estimated from finite-dimensional versions with dimension-independent sample complexities.

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.

Optimal transport for functional data using Hilbert-Schmidt operators.

problem Optimal transport for distributions on function spaces with partially represented stochastic maps.
method Regularization technique to restrict transport maps to Hilbert-Schmidt operators, developing an efficient algorithm.
result Existence, uniqueness, and consistency of the Hilbert-Schmidt operator estimate for the transport map.

Study introduces new Bernstein inequalities for dependent data in Hilbert spaces.

problem Learning from non-independent and non-identically distributed data.
method Data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert space.
result Achieved novel risk bounds for covariance operator estimation and operator learning.

The paper studies geometric properties of Grassman manifolds within Euclidean spaces.

problem Understanding the geometric structure of Grassman manifolds.
method Analyzing Grassman manifold G(E)G(E) as a subset of Euclidean space EE and orthogonal projections.
result Explicit formulas for differential geometry of G(E)G(E) as a submanifold.

Develops statistical framework for analyzing functional data extremes.

problem Analyzing extremes of functional data in Hilbert spaces.
method Regular variation in Hilbert spaces, Peaks-Over-Threshold framework, functional PCA.
result Proposes a dimension reduction method for functional extreme observations.

Study of geodesics on SL(n) with Hilbert-Schmidt metric, revealing complex dynamics in higher dimensions.

problem Geodesics on SL(n) with Hilbert-Schmidt metric.
method Analysis of geodesics, use of Virial-identity-based criterion, study of explicit families of solutions, classification of geodesics.
result Complex dynamics in higher dimensions, existence of bounded geodesic motions in even dimensions, instability of swirling and shear flows in even dimensions.

Measuring conditional independence is one of the important tasks in statistical inference and is fundamental in causal discovery, feature selection, dimensionality reduction, Bayesian network learning, and others. In this work, we explore the connection between conditional independence measures induced by distances on …

2019-12-02abs ↗pdf ↗

This work improves fair tensor decomposition using a kernel criterion.

problem Learning fair low-rank tensor decompositions with statistical parity.
method Regularizes Canonical Polyadic Decomposition with KHSIC to ensure approximate statistical parity.
result The proposed algorithm achieves better fairness and fit than state-of-the-art FATR.

We introduce a general non-parametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite collection of weight-indexed log-rank tests, with weight functions belonging to …

2019-12-08abs ↗pdf ↗

Novel tensor perturbation bounds for orthogonal iteration methods.

problem Developing robust bounds for tensor reconstruction and subspace estimation.
method Blockwise tensor perturbation bounds for high-order orthogonal iteration (HOOI).
result Upper bounds for singular subspace estimation converge linearly and tensor reconstruction error bound is characterized by a simple quantity.

Discusses MultiFIT for multivariate dependence, comparing it to HSIC tests.

problem Comparing Multiscale Fisher's Independence Test (MultiFIT) to HSIC tests for multivariate dependence.
method Compares MultiFIT to HSIC tests, highlighting exact level control and performance limitations.
result Observes performance limitations of MultiFIT in terms of test power.

Kernelized cumulants improve statistical analysis in high-dimensional spaces.

problem Statistical analysis in high-dimensional spaces with low variance estimators.
method Extending cumulants to RKHS using tensor algebra and kernel trick.
result Kernelized cumulants provide new all-purpose statistics with computational tractability.

We construct a natural co-Riemannian structure on the manifold of smooth loops in a Riemannian manifold. We show that the smooth loop space of a string manifold is a per-Hilbert-Schmidt locally equivalent co-spin manifold and thus admits a Dirac operator.

2008-09-18abs ↗pdf ↗

Generalizes randomized SVD for better matrix approximations using Gaussian vectors.

problem Computing accurate rank-k approximations of matrices with limited data.
method Extends randomized SVD to multivariate Gaussian vectors, incorporating prior knowledge and using Gaussian processes.
result Demonstrates improved accuracy in approximating matrices and Hilbert-Schmidt operators.

The paper develops robust tests for detecting independence in synchronous stochastic systems with finite sample guarantees.

problem Detecting independence in synchronous stochastic systems with finite sample guarantees.
method Combines confidence region estimates with permutation tests and dependence measures to detect nonlinear dependence.
result Consistent hypothesis tests for detecting independence under mild assumptions.

This paper deals with the problem of nonparametric independence testing, a fundamental decision-theoretic problem that asks if two arbitrary (possibly multivariate) random variables X,YX,Y are independent or not, a question that comes up in many fields like causality and neuroscience. While quantities like correlation o…

2014-06-07abs ↗pdf ↗

Kernel-based tests detect dependencies in multivariate time series, including stationary and non-stationary data.

problem Detecting dependencies in multivariate time series data, especially non-stationary data.
method Kernel-based statistical tests of joint independence, extending dHSIC to handle both stationary and non-stationary processes.
result Robustly uncovers significant higher-order dependencies in synthetic and real-world data.

GraphITE estimates individual effects of graph-structured treatments.

problem Estimating individual effects of complex treatment structures.
method Graph neural networks and Hilbert-Schmidt Independence Criterion regularization.
result GraphITE outperforms baselines in estimating treatment effects for large numbers of treatments.

A novel disentangled graph autoencoder improves treatment effect estimation from networked observational data.

problem Treatment effect estimation from observational data is challenging due to unconfoundedness assumption and latent confounders.
method Proposes a disentangled variational graph autoencoder to disentangle latent factors and enforce factor independence.
result Extensive experiments show superior performance compared to state-of-the-art approaches.

Framework for generating multiple clusterings from multi-view data.

problem Challenges in finding optimal clustering criteria and handling incomplete multi-view data.
method DiMVMC framework that optimizes multiple decoder deep networks to complete data views and generate shared representations.
result DiMVMC outperforms state-of-the-art competitors in generating multiple clusterings with high diversity and quality.

We investigate the use of a non-parametric independence measure, the Hilbert-Schmidt Independence Criterion (HSIC), as a loss-function for learning robust regression and classification models. This loss-function encourages learning models where the distribution of the residuals between the label and the model predictio…

2019-10-01abs ↗pdf ↗

Study optimizes learning rates for conditional mean embedding estimates.

problem Consistency of kernel ridge regression for conditional mean embedding.
method Adaptive statistical learning rate derived for misspecified setting.
result Upper bound matches optimal O(logn/n)O(\log n / n) rates without assuming finite dimensionality.

The Hilbert manifold ΣΣ consisting of positive invertible (unitized) Hilbert-Schmidt operators has a rich structure and geometry. The geometry of unitary orbits ΩΣΩ\subset Σ is studied from the topological and metric viewpoints: we seek for conditions that ensure the existence of a smooth local structure for the set $…

2008-08-07abs ↗pdf ↗

Kernel VICReg improves SSL in RKHS, capturing nonlinear structures.

problem Limited ability of existing SSL methods to handle nonlinear dependencies.
method Kernel VICReg framework in RKHS, kernelizing VICReg objectives.
result Kernel VICReg mitigates representational collapse and improves performance.

We investigate the problem of testing whether dd random variables, which may or may not be continuous, are jointly (or mutually) independent. Our method builds on ideas of the two variable Hilbert-Schmidt independence criterion (HSIC) but allows for an arbitrary number of variables. We embed the dd-dimensional joint …

2016-03-01abs ↗pdf ↗

Kernel dependence measures yield accurate estimates of nonlinear relations between random variables, and they are also endorsed with solid theoretical properties and convergence rates. Besides, the empirical estimates are easy to compute in closed form just involving linear algebra operations. However, they are hampere…

2016-11-02abs ↗pdf ↗