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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.

169,341 papers · 148 categories

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21426283 · May 202619922001200920182026
48 results for Joint diagonalization

Improved spectral methods of moments for robust latent variable model learning.

problem Limited robustness of spectral methods of moments to model misspecification.
method Hierarchical approach using approximate joint diagonalization instead of tensor decomposition.
result Our method outperforms previous tensor decomposition methods in speed and model quality.

Framework for incomplete multi-view learning improves efficiency and clustering accuracy.

problem Incomplete representation in multi-view data.
method Joint Embedding Learning and Low-Rank Approximation (JELLA) framework.
result Improves efficiency and clustering accuracy in incomplete multi-view data.

Develops large-sample theory for non-stationary source separation.

problem Lack of large-sample results for non-stationary source separation methods.
method Large-sample theory for NSS-JD method under specific assumptions.
result Consistency of unmixing estimator and its convergence to Gaussian distribution.

New method approximates geometric mean of covariance matrices efficiently.

problem Estimating geometric mean of SPD matrices efficiently.
method Approximate Joint Diagonalization (AJD) algorithm.
result Quadratic convergence and low computational complexity.

backShift learns causal cyclic models from unknown shift interventions.

problem Learning causal cyclic graphs in the presence of latent variables.
method backShift uses second moments and joint matrix diagonalization to estimate shift interventions.
result backShift can identify causal cyclic models under certain conditions.

Bayesian hyperprior stabilizes image restoration for noisy and missing data.

problem Stability and adaptability in image restoration for noisy and missing data.
method Proposes a hyperprior approach to stabilize Bayesian image restoration.
result Effective restoration of high dynamic range images from a single sensor.

In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, options on its implied volatility index (VIX). This created the challenge of developing a pricing framework that can simultaneously handle European options, forward-starts, options on the realized variance and …

2009-05-13abs ↗pdf ↗

Researchers find non-diagonal Einstein metrics in various signatures.

problem Finding non-diagonal four-dimensional cohomogeneity-one Einstein metrics in different signatures.
method Explicitly seeking and constructing new examples of non-diagonal Einstein metrics, particularly in neutral signature.
result Construct new examples of neutral signature non-diagonal Bianchi type VIII Einstein metrics with self-dual Weyl tensor.

Proposes a method to predict responses from covariates over time.

problem Predicting responses from covariates with changing conditional distributions over time.
method Invariant Subspace Decomposition (ISD) framework that splits the conditional distribution into time-invariant and time-dependent components.
result The decomposition can be used for zero-shot and time-adaptation prediction tasks.

Quaternionic Brownian motion on flag manifold linked to sphere diffusion.

problem Modeling quaternionic stochastic areas on quaternionic flag manifolds.
method Relating quaternionic Brownian motion to symplectic Brownian motion and using radial dynamics.
result Quaternionic stochastic areas follow a multivariate normal distribution.

Proposes a new algorithm to estimate invariant subspaces across multilayer networks.

problem Estimating invariant subspaces across heterogeneous multiple networks.
method Bias-corrected joint spectral embedding algorithm that recursively calibrates diagonal bias and iteratively updates the subspace estimator.
result Established entrywise subspace perturbation bound and entrywise eigenvector central limit theorem for the algorithm.

Diagonal linear networks converge to lasso regularization path during training.

problem Understanding the regularization behavior of diagonal linear networks.
method Analyzing the training trajectory of diagonal linear networks and comparing it to the lasso regularization path.
result The training trajectory of diagonal linear networks is closely related to the lasso regularization path.

Develops a new method to compute risk-sharing allocations using Laplace transforms.

problem Complex integrals in computing conditional mean risk-sharing allocations.
method Uses Laplace-Stieltjes transforms to compute risk-sharing allocations from joint transforms.
result Provides closed-form or semi-analytic solutions for a broad class of distributions.

We show that a basis of a semisimple Lie algebra of compact type, for which any diagonal left-invariant metric has a diagonal Ricci tensor, is characterized by the Lie algebraic condition of being "nice". Namely, the bracket of any two basis elements is a multiple of another basis element. This extends the work of Laur…

2019-12-29abs ↗pdf ↗

Quantum probability theory reveals hidden structure in joint probability distributions.

problem Understanding hidden structure in joint probability distributions.
method Modeling joint probability distributions as density operators and applying partial trace.
result Decoding extra information in reduced density operators that captures subsystem interactions.

Study grid homology of diagonal knots, finding key terms related to prime factors and decompositions.

problem Determine grid homology of diagonal knots and compare them to other knot types.
method Use grid diagrams and combinatorial knot Floer homology to analyze diagonal knots.
result Grid homology detects the number of prime factors and decompositions of the knot into non-integer tangles.

Study on stability of non-diagonal Einstein metrics on specific homogeneous spaces.

problem Stability analysis of non-diagonal Einstein metrics on HimesH/ΔKH imes H/ΔK.
method Formula for scalar curvature, study of stability with Hilbert action.
result Non-diagonal Einstein metrics on MM are unstable with different coindexes.

Paper proposes ABDR for convex subspace clustering with adaptive block diagonal representation.

problem Subspace clustering with block diagonal structure for noisy data.
method ABDR explicitly pursues block diagonality without sacrificing convexity, using a specially designed convex regularizer.
result Experimental results show ABDR outperforms state-of-the-arts.

Paper studies deep diagonal circulant neural networks and introduces training techniques.

problem Understanding and training deep neural networks with structured weight matrices.
method Theoretical analysis and practical training techniques including initialization and non-linearity use.
result Deep diagonal circulant networks outperform other structured models in accuracy and weight efficiency.

Classify projective subvarieties in Bogomolov-Guan manifolds using quasi-diagonals.

problem Classify projective subvarieties in non-Kahler holomorphically symplectic manifolds.
method Use quasi-diagonals to classify projective subvarieties.
result Prove that any projective subvariety belongs to a fiber of the Lagrangian fibration.