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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.

168,657 papers · 148 categories

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192385577769 · Jun 202019922001200920172026
48 results for Matrix Product State

We propose a statistical model for natural language that begins by considering language as a monoid, then representing it in complex matrices with a compatible translation invariant probability measure. We interpret the probability measure as arising via the Born rule from a translation invariant matrix product state.

2017-11-04abs ↗pdf ↗

The paper analyzes stability of random matrix products with Markovian noise.

problem Analyzing stability of random matrix products with Markovian noise.
method Using a super-Lyapunov drift condition and controlled growth of matrix-valued functions, the paper provides an exponential stability result for the p-th moment of random matrix product.
result Finite-time p-th moment bounds for linear stochastic approximation and TD learning algorithms.

AMP algorithm for matrix tensor product model provides recovery conditions.

problem Generalization of standard spiked matrix models with multiple pairwise observations.
method Approximate message passing with optimal weighing and combining of estimates.
result Asymptotically exact performance description and necessary/sufficient recovery conditions.

Matrix Product States (MPS), also known as Tensor Train (TT) decomposition in mathematics, has been proposed originally for describing an (especially one-dimensional) quantum system, and recently has found applications in various applications such as compressing high-dimensional data, supervised kernel linear classifie…

2018-12-13abs ↗pdf ↗

The study explores how Matrix Product States can represent boolean and continuous functions.

problem Representing arbitrary boolean and continuous functions using Matrix Product States.
method Developed a construction method for MPS to represent boolean gates and proved density in continuous function space.
result MPS can accurately represent arbitrary boolean functions and continuous functions densely.

Study on Neural Tangent Kernel of Matrix Product States and their convergence.

problem Understanding the convergence of Neural Tangent Kernel of Matrix Product States.
method Analyzing the Neural Tangent Kernel of Matrix Product States and proving its convergence in the infinite bond dimensional limit.
result The Neural Tangent Kernel of Matrix Product States converges to a constant matrix during training.

Tensor networks and RNNs are equivalent, improving wave function encoding.

problem Efficiently encoding quantum states in neural networks.
method Generalized RNN architecture for tensor networks, supporting polynomial time wave function evaluation.
result Tensorial RNNs can encode quantum states with lower bond dimensions and higher accuracy.

Paper proposes algorithms for BMF using integer programming.

problem Approximating binary input matrix as product of two smaller binary factors.
method Alternating optimization strategy using integer programming to solve subproblems and combine solutions.
result Proposed algorithms outperform state of the art on medium-scale problems.

Revisits neural collaborative filtering vs. matrix factorization, showing dot product superiority.

problem Comparing neural collaborative filtering to matrix factorization in recommendation systems.
method Revisited experiments using MLPs as similarity functions, comparing dot product to MLP outputs.
result Simple dot product outperforms MLP-based learned similarities in practical settings.

We present two simple ways of reducing the number of parameters and accelerating the training of large Long Short-Term Memory (LSTM) networks: the first one is "matrix factorization by design" of LSTM matrix into the product of two smaller matrices, and the second one is partitioning of LSTM matrix, its inputs and stat…

2017-03-31abs ↗pdf ↗

Scalable Gaussian processes with latent Kronecker structure for large datasets.

problem Limited scalability of Gaussian processes for large datasets.
method Leveraging latent Kronecker structure, projecting kernel matrix onto latent Kronecker product, using iterative linear system solvers and pathwise conditioning.
result Outperforms state-of-the-art sparse and variational GPs on real-world datasets with up to five million examples.

Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum physics, we propose a generative model using matrix product states, which is a tenso…

2017-09-06abs ↗pdf ↗

New method for inferring Markov chains from large state spaces, applied to epidemic models.

problem Challenging to compute matrix exponentials and derivatives for large state spaces.
method Differentiated uniformization method for continuous-time Markov chains.
result Estimation of infection and recovery rates during the first wave of COVID-19 in Austria.

A new MPS model for both classification and generation.

problem Efficiently representing and manipulating complex, high-dimensional data.
method Inspired by Matrix Product States (MPS) used in quantum computing, applies them in a classical machine learning setting.
result Dual functionality in a supervised learning framework enhances traditional training and generates more realistic samples.

Subspace clustering is a useful technique for many computer vision applications in which the intrinsic dimension of high-dimensional data is often smaller than the ambient dimension. Spectral clustering, as one of the main approaches to subspace clustering, often takes on a sparse representation or a low-rank represent…

2018-03-15abs ↗pdf ↗

Tensor networks improve anomaly detection at LHC for new physics.

problem Identifying new phenomena in proton collision events at LHC.
method Tensor network-based anomaly detection using Matrix Product State with an isometric feature map.
result Tensor networks outperform established quantum methods in identifying new phenomena.

Quantum computing for option pricing using MPS states.

problem Efficiently generating time series for path-dependent options on quantum computers.
method Proposes a Matrix Product State (MPS) model for time series generation and trains it for the Heston model.
result Demonstrates the MPS model's capability to generate paths in the Heston model for path-dependent option pricing.

New methods improve Fisher Matrix approximations for neural networks at low cost.

problem High cost of solving Fisher Information Matrix (FIM) in neural networks.
method Direct minimization via Kronecker product singular value decomposition.
result Improved approximations to FIM provide more accurate and faster optimization.

The aim of this paper is to present a dual-term structure model of interest rate derivatives in order to solve the two hardest problems in financial modeling: the exact volatility calibration of the entire swaption matrix, and the calculation of bucket vegas for structured products. The model takes a series of long-ter…

2016-06-04abs ↗pdf ↗

The tensor-tensor product (t-product) [M. E. Kilmer and C. D. Martin, 2011] is a natural generalization of matrix multiplication. Based on t-product, many operations on matrix can be extended to tensor cases, including tensor SVD, tensor spectral norm, tensor nuclear norm [C. Lu, et al., 2018] and many others. The line…

2018-06-17abs ↗pdf ↗

The paper develops algorithms for Boolean matrix factorization using IP and heuristics.

problem Approximating binary input matrices as products of smaller binary factors.
method Alternating optimization with integer programming and greedy/local-search heuristics.
result Proposed methods improve scalability and performance compared to existing techniques.

Efficiently predicts long-time dynamics of quantum spin models using MLP regression.

problem Challenges in calculating long-time expectation values for quantum spin models.
method Utilized a multi-layer perceptron (MLP) model for regression on matrix product states (MPS) expectation values.
result Significantly reduced computational cost for generating long-time dynamics while maintaining high accuracy.

Study on Gaussian ensemble of matrix products with mixed moments computed.

problem Understanding the statistical properties of matrix products of Gaussian matrices.
method Analysis of a multi-Wishart ensemble and enumeration of non-crossing pairings.
result Mixed moments of the product matrix are computed and found to be weighted by Fuss-Catalan numbers at large NN.

Inspired by the possibility that generative models based on quantum circuits can provide a useful inductive bias for sequence modeling tasks, we propose an efficient training algorithm for a subset of classically simulable quantum circuit models. The gradient-free algorithm, presented as a sequence of exactly solvable …

2019-02-19abs ↗pdf ↗

We consider stochastic partial differential equations appearing as Markovian lifts of matrix valued (affine) Volterra type processes from the point of view of the generalized Feller property (see e.g., \cite{doetei:10}). We introduce in particular Volterra Wishart processes with fractional kernels and values in the con…

2019-07-02abs ↗pdf ↗

A new tensor network method for image classification reduces computation cost.

problem Efficiently classifying images in high-dimensional spaces.
method Proposes a multi-layered tensor network (MLTN) that performs one MPS operation per layer, reducing computation cost.
result Reduces computation cost without degrading performance.

Recent work shows that inference for Gaussian processes can be performed efficiently using iterative methods that rely only on matrix-vector multiplications (MVMs). Structured Kernel Interpolation (SKI) exploits these techniques by deriving approximate kernels with very fast MVMs. Unfortunately, such strategies suffer …

2018-02-24abs ↗pdf ↗

Data often comes in the form of an array or matrix. Matrix factorization techniques attempt to recover missing or corrupted entries by assuming that the matrix can be written as the product of two low-rank matrices. In other words, matrix factorization approximates the entries of the matrix by a simple, fixed function-…

2015-11-19abs ↗pdf ↗

Curious structure of special orthogonal, unitary, and symplectic groups as products of Grassmannians discovered.

problem Understanding the structure of special orthogonal, unitary, and symplectic groups.
method Expressing these groups as products of Grassmannians realized as involution matrices.
result Special orthogonal, special unitary, and symplectic groups can be expressed as products of their corresponding Grassmannians.

Defines cross product for m vectors in n-dimensional spaces.

problem No universal definition for cross product in high-dimensional spaces.
method Defines cross product for m vectors in n-dimensional spaces with any metric matrices.
result Cross product length represents m-dimensional volume, components represent volume directions.

A new matrix concentration inequality for random products of matrices.

problem Understanding the behavior of random matrix products under bounded independent positive semidefinite matrices.
method Developed a non-asymptotic concentration inequality for the product of matrices.
result The inequality provides a bound on the deviation of the matrix product from its expected value.

Few attempts have been proposed in order to describe the statistical features and historical evolution of the export bipartite matrix countries/products. An important standpoint is the introduction of a products network, namely a hierarchical forest of products that models the formation and the evolution of commodities…

2015-08-14abs ↗pdf ↗