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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.

168,742 papers · 148 categories

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23477093 · Jun 202019922001200920172026
48 results for Moment tensors

This work develops efficient methods for computing moments of Gaussian mixtures.

problem Efficient computation of moments for Gaussian mixtures with large dimensions.
method Theory and numerical methods for implicit computations with moment tensors of Gaussian mixtures.
result Reduced computational and storage costs for moment tensors of Gaussian mixtures.

Optimizes mixture models without parametrizing distributions using tensor decomposition.

problem Estimating conditionally-independent mixture models in high dimensions.
method Alternating least squares optimization scheme for tensor decomposition.
result Competitive performance and applicability to various models and applications.

Machine learning models accurately predict molecular magnetic anisotropy tensors.

problem Accurately modeling molecular magnetic anisotropy tensors.
method Gaussian-moment neural-network approach for machine learning.
result Achieved accuracy of 0.3--0.4 cm1^{-1} for magnetic anisotropy tensor predictions.

Paper identifies tensor ranks via prior predictive matching, solving system of equations.

problem Determining the latent dimensions (ranks) in tensor factorization models.
method Prior predictive moment matching to transform moment matching conditions into a log-linear system of equations.
result Identifies which tensor models have identifiable ranks and derives rank estimators.

We consider moment matching techniques for estimation in Latent Dirichlet Allocation (LDA). By drawing explicit links between LDA and discrete versions of independent component analysis (ICA), we first derive a new set of cumulant-based tensors, with an improved sample complexity. Moreover, we reuse standard ICA techni…

2015-07-07abs ↗pdf ↗

Develops efficient algorithms for learning latent-variable models using implicit moment tensor computation.

problem Learning latent-variable models with moment tensors of super-constant degree.
method Implicit moment tensor computation for general models, extending previous work on clustering mixtures of spherical Gaussians.
result First poly(d, k) time learning algorithms for various models including mixtures of linear regressions, spherical Gaussians, and positive linear combinations of non-linear activations.

Study on estimating rank-one tensors in noisy data with heavy tails.

problem Estimating rank-one spiked tensors in the presence of heavy tailed errors.
method Analysis of spectral norm of random tensors with iid entries.
result Signal strength requirements for optimal estimation are similar for heavy tailed and Gaussian noise, but vanish for noise with finite fourth moment.

Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to model misspecification. In this paper we present a hierarchical approach to methods…

2018-10-17abs ↗pdf ↗

Spectral learning extends matrix methods to tensors for better latent variable modeling.

problem Limitations of matrix-based spectral methods in capturing non-Gaussian data.
method Extend spectral decomposition to tensor-based methods for higher-order moments.
result Tensor decomposition can identify latent effects missed by matrix methods.

This study shows the moment-SOS hierarchy converges in polynomial optimization over product of spheres.

problem Minimizing multihomogeneous polynomials over product of spheres.
method Moment-SOS hierarchy, local optimality conditions, differential geometry, Morse theory.
result The moment-SOS hierarchy has finite convergence for generic multihomogeneous objective functions.

We introduce three novel semi-parametric extensions of probabilistic canonical correlation analysis with identifiability guarantees. We consider moment matching techniques for estimation in these models. For that, by drawing explicit links between the new models and a discrete version of independent component analysis …

2016-02-29abs ↗pdf ↗

Latent variable models with hidden binary units appear in various applications. Learning such models, in particular in the presence of noise, is a challenging computational problem. In this paper we propose a novel spectral approach to this problem, based on the eigenvectors of both the second order moment matrix and t…

2018-02-27abs ↗pdf ↗

This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which exploits a certain tensor structure in their low-order observable moments (typically…

2012-10-29abs ↗pdf ↗

New algorithm learns ReLU networks efficiently using Schur polynomials.

problem PAC learning a linear combination of ReLU activations under Gaussian distribution.
method Uses tensor decomposition and Schur polynomials to identify and analyze higher-order moments.
result Near-optimal sample and computational complexity for learning ReLU networks.

A tensor model for meta-learning adapts to task-specific features.

problem Learning shared representations for diverse tasks without task-specific observable information.
method Modeling meta-parameters as an order-3 tensor, estimating through tensor regression and method of moments.
result Tensor-based approach improves meta-learning performance with fewer samples.

Paper studies statistical-computational trade-offs in tensor PCA and related problems.

problem Statistical-computational gap in tensor PCA estimation.
method Derives computational lower bounds using communication complexity.
result Lower bounds specify trade-off among passes, sample size, and memory.

Study of hyperkähler reduction on abelian varieties and toric manifolds.

problem Understanding hyperkähler reduction on specific manifolds.
method Lifts canonical Kähler reduction to hyperkähler, studies on abelian varieties and toric manifolds.
result Obtains decoupling result, variational characterisation, relation to KK-stability, and proves existence and uniqueness under suitable assumptions.

The paper explores tail diversification in financial markets using entropy and mutual information.

problem Tail diversification in financial time series.
method Statistical independence through differential entropy and mutual information, using moments as contrast functions.
result Tail covariance matrix is a key driver of tail diversification.

In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which ensures exact recovery in the noiseless case and stable recovery in the noisy cas…

2018-01-29abs ↗pdf ↗

Algorithm tackles large-scale portfolio optimization with higher moments, improving computational efficiency.

problem Optimizing portfolios with higher moments (variance, skewness, kurtosis) for large asset universes is computationally infeasible.
method Developed a structure-exploiting algorithm based on Yau's affine-normal descent, working directly with return matrix.
result Algorithm avoids explicit higher-order tensors and exploits quartic structure for efficient computation.

The paper optimizes estimating high-dimensional Gaussian mixtures without separation conditions.

problem Estimating the mixing distribution in high-dimensional Gaussian mixtures without separation conditions.
method The method of moments and careful application of moment tensors.
result The minimax rate of estimating the mixing distribution in Wasserstein distance is Θ((d/n)1/4+n1/(4k2))Θ((d/n)^{1/4} + n^{-1/(4k-2)}).

Study of asymmetric rank-one tensor models with non-Gaussian noise.

problem Analyzing maximum-likelihood estimators for asymmetric rank-one tensor models.
method Spectrally separated branch analysis, resolvent methods, cumulant expansions, Efron-Stein-type variance bounds.
result Asymptotic singular value and mode-wise alignments are robust to non-Gaussian noise.

We present an efficient algorithm for learning mixed membership models when the number of variables pp is much larger than the number of hidden components kk. This algorithm reduces the computational complexity of state-of-the-art tensor methods, which require decomposing an O(p3)O\left(p^3\right) tensor, to factorizing…

2017-02-25abs ↗pdf ↗

New algorithm for tensor decomposition and Gaussian mixture models.

problem Efficiently decompose overcomplete order-3 tensors and estimate parameters of Gaussian mixtures.
method Proposes Jennrich's algorithm adapted for tensor decomposition and Gaussian mixture models.
result Efficient algorithm for decomposing symmetric overcomplete order-3 tensors and estimating parameters of Gaussian mixtures.

We present a novel analysis of the dynamics of tensor power iterations in the overcomplete regime where the tensor CP rank is larger than the input dimension. Finding the CP decomposition of an overcomplete tensor is NP-hard in general. We consider the case where the tensor components are randomly drawn, and show that …

2014-11-06abs ↗pdf ↗

Improved image learning using elliptically contoured tensor-variate distributions.

problem Inadequate statistical analysis for tensor-valued data, especially with heavier or lighter tails.
method Developed a family of elliptically contoured tensor-variate distributions and derived their properties and procedures for estimation.
result Tensor-variate classification rules and tensor-on-tensor regression better predict and characterize data than TVN-based methods.

Corrected whitening restores orthogonality in high-dimensional spherical Gaussian mixtures.

problem In high-dimensional data, standard whitening fails to preserve orthogonality of mixture means.
method Derived exact limits for whitened means dot products using random matrix theory, constructed a corrected whitening matrix.
result Corrected whitening allows for improved estimation of spherical Gaussian mixtures in the large-dimensional regime.

Paper identifies latent factors from noisy measurements using tensor decomposition.

problem Identification of latent factors from noisy, correlated measurements.
method Tensor decomposition of third order cross moments, Kruskal theorem, Kotlarski identity, generalized Kruskal rank.
result Full distribution of latent factors and measurement errors identified without injective measurements.

A new memory-efficient Adam variant reduces second moments when feasible.

problem Memory constraints in training machine learning models.
method Signal-to-Noise Ratio (SNR) analysis to identify dimensions where second moments can be replaced by means.
result Memory-efficient Adam variant (SlimAdam) matches performance and stability of Adam while saving up to 98% of second moments.

Tensor methods have emerged as a powerful paradigm for consistent learning of many latent variable models such as topic models, independent component analysis and dictionary learning. Model parameters are estimated via CP decomposition of the observed higher order input moments. However, in many domains, additional inv…

2015-06-10abs ↗pdf ↗

We introduce polynomial processes taking values in an arbitrary Banach space BB via their infinitesimal generator LL and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions of a system of ODEs on the truncated tensor algebra of dual respectively bidual s…

2019-11-06abs ↗pdf ↗

Research explores the space-like embeddings in pseudo-hyperbolic space, finding geometric frames and actions.

problem Flat maximal space-like embeddings in pseudo-hyperbolic space.
method Description of Codazzi tensors, introduction of pseudo-Kähler metrics, Hamiltonian actions, moment maps, and geometric frames.
result Existence of two Hamiltonian actions with moment maps and geometric global Darboux frame.