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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.

169,181 papers · 148 categories

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4183124165 · Jun 202019922001200920182026
48 results for Lanczos Potential

In all dimensions and arbitrary signature, we demonstrate the existence of a new local potential -- a double (2,3)-form -- for the Weyl curvature tensor, and more generally for all tensors with the symmetry properties of the Weyl curvature tensor. The classical four-dimensional Lanczos potential for a Weyl tensor -- a …

2004-08-20abs ↗pdf ↗

Efficiently differentiate functions of large matrices using new adjoint systems.

problem Differentiating functions of large matrices in scientific and probabilistic machine learning models.
method Deriving and implementing new adjoint systems for Lanczos and Arnoldi iterations in JAX.
result Efficient differentiation of PDEs, Gaussian process models, and Bayesian neural networks.

A new method tackles bilevel optimization using Lanczos process for efficient hyper-gradient computation.

problem Efficiently solving large-scale bilevel optimization problems with gradient-based methods.
method Constructing low-dimensional approximate Krylov subspaces with the Lanczos process to approximate the Hessian inverse vector product.
result Demonstrates a O(ε1)\mathcal{O}(ε^{-1}) convergence rate and efficiency in synthetic and deep learning tasks.

New scalable methods for log determinant computations speed up Gaussian process kernel learning.

problem Prohibitive computational cost of log determinant calculations for Gaussian process kernel learning.
method Stochastic approximations based on Chebyshev, Lanczos, and surrogate models.
result Lanczos method is superior for kernel learning, and surrogate models are highly efficient and accurate.

The study examines algebraic structures of specific tensor forms in four-dimensional spacetimes.

problem Investigating algebraic features of certain tensor forms in spacetimes.
method General treatment followed by specialization to four-dimensional spacetimes, focusing on invariant subspaces and generalizing relations.
result Generalized relations such as the Ruse-Lanczos identity, Bel-Matte decomposition, and Lovelock-like quadratic identities.

A new method speeds up factor analysis for high-dimensional data.

problem Estimating covariance parameters in high-dimensional Gaussian data with limited observations.
method Matrix-free likelihood method using implicitly restarted Lanczos and limited-memory quasi-Newton algorithms.
result Our method is faster than EM without sacrificing accuracy.

New recommendations improve Gaussian process accuracy and stability.

problem Numerical instabilities and poor test likelihoods in iterative Gaussian process learning.
method Investigated CG tolerance, preconditioner rank, and Lanczos decomposition rank. Recommended small CG tolerance and large root decomposition size.
result L-BFGS-B optimizer achieves convergence with fewer gradient updates, improving Gaussian process accuracy.

The paper analyzes contraction rates for GP regression approximations.

problem Computational infeasibility of exact GP posterior in large-scale applications.
method Lanczos and conjugate gradient approximations of the posterior mean.
result Minimax contraction rates for these approximations in large-scale applications.

The purpose if this master's thesis is to study and develop a new algorithmic framework for Collaborative Filtering to produce recommendations in the top-N recommendation problem. Thus, we propose Lanczos Latent Factor Recommender (LLFR); a novel "big data friendly" collaborative filtering algorithm for top-N recommend…

2016-06-14abs ↗pdf ↗

New Krylov subspace methods speed up mixed-effects models with crossed random effects.

problem Slow computations for high-dimensional crossed random effects in mixed-effects models.
method Krylov subspace-based methods for generalized mixed-effects models with cross effects.
result Speedups by factors of up to 10,000 in computations for mixed-effects models.

We develop and analyze efficient "coordinate-wise" methods for finding the leading eigenvector, where each step involves only a vector-vector product. We establish global convergence with overall runtime guarantees that are at least as good as Lanczos's method and dominate it for slowly decaying spectrum. Our methods a…

2017-02-25abs ↗pdf ↗

We analyze the Hessian spectra of large models up to 100B parameters.

problem Accurate Hessian spectra of large foundation models are difficult to obtain.
method We use shard-local finite-difference Hessian vector products and stochastic Lanczos quadrature.
result We produce the first large-scale spectral density estimates of foundation models.

The (2k)(2k)-th Gauss-Bonnet curvature is a generalization to higher dimensions of the (2k)(2k)-dimensional Gauss-Bonnet integrand, it coincides with the usual scalar curvature for k=1k=1. The Gauss-Bonnet curvatures are used in theoretical physics to describe gravity in higher dimensional space times where they are known a…

2007-09-27abs ↗pdf ↗

Quadratic model surprisingly predicts optimization dynamics in large neural networks.

problem Complexity of neural network loss landscapes and optimization dynamics.
method Stress testing the quadratic model, Taylor expansion, Lanczos quadrature, and local linear stability analysis.
result The quadratic model can accurately predict optimization dynamics over long windows in large neural networks.

Match van Stockum dust to vacuum metrics with a single parameter.

problem Matching van Stockum dust to vacuum metrics.
method 1-parametric family of non-static Papapetrou vacuum metrics, Ehlers and Kramer--Neugebauer transformations.
result Explicit examples of matching, including Bonnor metric and Lanczos--van Stockum dust metric.

Study critical metrics on Riemannian manifolds, finding new minimizers and rigidity results.

problem Investigate critical metrics of higher-order curvature functionals on compact Riemannian manifolds.
method Develop variational framework using double forms and generalize Lanczos identity.
result Critical (2k)(2k)-Thorpe and (2k)(2k)-anti-Thorpe metrics are absolute minimizers of G2kG_{2k} in the critical dimension n=4kn=4k.

HybridSVD combines user and item info for efficient, flexible recommendations.

problem Lack of effective methods for incorporating both user and item side information in collaborative filtering.
method Hybrid algorithm using PureSVD with generalized singular value decomposition and cold start solution.
result Superior performance compared to similar hybrid models on various datasets.

Unified framework detects overfitting in crash classification models.

problem Evaluation metrics fail to detect overfitting in crash classification models.
method Random Matrix Theory and Heavy-Tailed Self-Regularization framework applied to various model types.
result Power-law exponent α reliably distinguishes well-regularized from overfit models.

The purpose of this paper is to revisit the Bianchi identities existing for the Riemann and Weyl tensors in the combined framework of the formal theory of systems of partial differential equations (Spencer cohomology, differential systems, formal integrability) and Algebraic Analysis (homological algebra, differential …

2016-03-16abs ↗pdf ↗

Efficient approximations reduce computation of matrix-based Renyi's entropy.

problem High computational complexity of matrix-based Renyi's entropy.
method Taylor, Chebyshev, and Lanczos approximations to reduce complexity.
result Reduced complexity to significantly less than O(n2)O(n^2) with negligible accuracy loss.

New insights into learning rates and batch sizes for neural networks using random matrix theory.

problem Understanding how batch size affects learning rates in neural networks.
method Random matrix theory applied to spiked, field-dependent random matrices.
result Analytical expressions for maximal learning rates as a function of batch size.

A fast spectral algorithm estimates mean of heavy-tailed vectors efficiently.

problem Estimating the mean of heavy-tailed random vectors with optimal error bound.
method Spectral algorithm using eigenvector computations and novel hyperplane connection.
result Achieves optimal sub-gaussian error bound with improved runtime.

This paper deals with finding an nn-dimensional solution xx to a system of quadratic equations of the form yi=ai,x2y_i=|\langle{a}_i,x\rangle|^2 for 1im1\le i \le m, which is also known as phase retrieval and is NP-hard in general. We put forth a novel procedure for minimizing the amplitude-based least-squares empirical los…

2017-05-29abs ↗pdf ↗

In this article we discuss the distribution of asset price movements by the market potential function. From the principle of free energy minimization we analyze two different kinds of market potentials. We obtain a U-shaped potential when market reversion (i.e. contrarian investors) is dominant. On the other hand, if t…

2014-03-13abs ↗pdf ↗

Develops potential theory for WZW equation in Kähler potentials space.

problem Solving the Wess--Zumino--Witten equation in Kähler potentials.
method Introduces ωω-harmonicity on graphs to characterize the WZW equation and uses subharmonic distance.
result Shows solvability of Dirichlet problem and approximation by finite-dimensional maps.

The paper examines stability of harmonic and symphonic maps with forms and potentials.

problem Stability of harmonic and symphonic maps with forms and potentials.
method Analyzes stability of F F -harmonic and F F -symphonic maps with forms and potentials.
result Stability conditions for harmonic and symphonic maps are established.

Extracts interpretable potential energy from Hamiltonian systems.

problem Learning an interpretable potential energy function from Hamiltonian systems.
method Constructs a neural network model of the potential and applies equation discovery to extract a closed-form algebraic expression.
result Close agreement between learned neural potentials and ground truth potentials, including correct effective potential for a central force problem.

The paper examines stability of subelliptic harmonic maps with potential.

problem Stability of subelliptic harmonic maps with potential.
method Derived first and second variation formulas, proved stability conditions, and gave instability results.
result Subelliptic harmonic maps with potential are stable under certain curvature and potential conditions.

A hyperKähler potential is a function rho that is a Kähler potential for each complex structure compatible with the hyperKähler structure. Nilpotent orbits in a complex simple Lie algebra are known to carry hyperKähler metrics admitting such potentials. In this paper, we explicitly calculate the hyperKähler potential w…

2000-01-05abs ↗pdf ↗