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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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275480107 · May 202619922001200920182026
48 results for Non-diagonal Covariance

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.

Exact recovery method for community detection in Gaussian mixtures with dependent noise.

problem Community detection in Gaussian mixtures with dependent and heterogeneous noise.
method Maximum likelihood estimator (MLE) for constrained quadratic optimization problem, using ΣΣ-whitened separation and local inequalities.
result Sharp exact-recovery threshold and no-gap mechanism in the unknown-size setting.

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.

Extends IBP for non-diagonal latent covariance structures, improving feature recovery and denoising.

problem Modeling latent features with smoothness characteristics.
method Extend Indian Buffet Process to include non-diagonal latent covariance structures.
result Smoothness prior improves feature recovery and denoising under appropriate conditions.

Study of Lorentz hypersurfaces with specific curvature properties.

problem Characterizing Lorentz hypersurfaces with complex eigenvalues and constant mean curvature.
method Analyzing hypersurfaces in E1n+1E_{1}^{n+1} satisfying riangleH=αH riangle \vec {H}= α\vec {H} with non-diagonal shape operator.
result Hypersurfaces with at most five distinct principal curvatures have constant mean curvature.

New integrable systems constructed for non-diagonal Killing tensors.

problem Constructing integrable Hamiltonian systems with quadratic momenta.
method Using Nijenhuis geometry and gl-regular Nijenhuis operators.
result Reproduces classical Stäckel construction and finds new systems for n≥3.

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.

Study shows non-positivity of Einstein-Hilbert action for certain metrics.

problem Analyzing the non-positivity of the Einstein-Hilbert action for specific metrics.
method Using spectral triples and modular operator computations.
result Recovery of earlier results on noncommutative tori and new Gauss-Bonnet theorem.

New method efficiently learns positive-definite curvature for neural nets.

problem Efficiently learn positive-definite curvature for neural net training.
method Spectral-factorized positive-definite curvature learning approach.
result Efficiently applies arbitrary matrix roots and generic curvature learning.

We study the anti-self-dual equation for non-diagonal SU(2)-invariant metrics and give an equivalent ninth-order system. This system reduce to a sixth-order system if the metric is in the conformal class of scalar-flat-Kaehler metric.

2000-07-22abs ↗pdf ↗

Study left-invariant Codazzi tensors and harmonic curvature on Lorentzian Lie groups.

problem Characterize left-invariant Codazzi tensors and harmonic curvature on Lorentzian Lie groups.
method Analyze left-invariant Codazzi tensors and harmonic curvature on Lorentzian Lie groups, classify Lie algebras and groups.
result New results on left-invariant Lorentzian metrics with harmonic curvature and non-parallel Ricci operator.

AlgoPerf competition evaluates neural network training speed-ups.

problem Improving neural network training speed using better algorithms.
method Compared 18 diverse submissions from 10 teams on multiple workloads.
result Schedule Free AdamW algorithm achieved best results in self-tuning ruleset.

Study uses instanton Floer theory to find definite lattices from certain 4-manifolds.

problem Determining definite lattices from smooth 4-manifolds bounded by homology 3-spheres.
method Extends Froyshov's methods using instanton Floer theory.
result Identifies specific definite lattices for +1 surgery on the (2,5) torus knot.

We provide an affirmative answer to a question posed by Tod \cite{Tod:1995b}, and construct all four-dimensional Kahler metrics with vanishing scalar curvature which are invariant under the conformal action of Bianchi V group. The construction is based on the combination of twistor theory and the isomonodromic problem …

2010-10-14abs ↗pdf ↗

VI struggles to fully quantify uncertainty when distributions don't factorize.

problem Uncertainty quantification in non-factorizable distributions.
method Analysis of variational inference trade-offs and divergence choices.
result Different divergences yield different measures of uncertainty in VI.

Study explores new actions on product manifolds with asymmetric factors.

problem Exploring effective circle actions on product manifolds with asymmetric factors.
method Proves existence of infinite families of distinct non-diagonal effective circle actions on products of asymmetric manifolds with SnS^n.
result Infinite family of distinct non-diagonal effective circle actions on MimesS2M imes S^2.

Study on determinant properties of elliptic operators with counterexamples and positive results.

problem Does the determinant of a matrix solution to a second order elliptic equation satisfy the unique continuation property?
method Analyzes counterexamples and positive results for various operators, including reductions to special cases.
result Partial answers and counterexamples provided, with positive results for specific cases.

Paper proposes efficient methods for clustering and signal recovery in high-dimensional data with block structures.

problem High-dimensional clustering and signal recovery under block signal structures.
method CFA-PCA and MA-PCA methods for sparse and dense block signals.
result Proposed methods achieve computational minimax optimality for clustering and signal recovery.

Efficient neural networks compute various differential operators cheaply.

problem Efficient computation of higher time complexity differential operators.
method Restricted neural network architectures with diagonal and hollow Jacobian matrices, allowing efficient extraction of dimension-wise derivatives.
result Demonstrated efficient computation of differential operators for various applications.

Novel duality theory for operator Frobenius algebras solves long-standing hydrodynamic integrable systems problem.

problem Long-standing Eisenhart-Stäckel problem for non-degenerate integrable systems.
method Introduce duality for operator Frobenius algebras and use mutual symmetry assumption.
result Construct new infinite-dimensional integrable systems of hydrodynamic type.

The paper extends statistical manifold structures to generalized warped product manifolds.

problem Generalizing statistical manifold structures to warped product manifolds.
method Developed expressions for curvature and dualistic structures on generalized warped products.
result Dualistic structures on base and fiber induce a dualistic structure on the generalized warped product.

In this paper, We construct the symmetric tensor field Gf1f2G_{f_1f_2} and hf1f2h_{f_1f_2} on a product manifold and we give conditions under which Gf1f2G_{f_1f_2} becomes a metric tensor, theses tensors fields will be called the generalized warped product, and then we develop an expression of curvature for the connection of th…

2015-01-01abs ↗pdf ↗

Algorithm learns both stochastic and adversarial MDPs with best-of-both-worlds guarantees.

problem Learning episodic MDPs with known transition and bandit feedback.
method Follow-the-Regularized-Leader method with a hybrid regularizer.
result Achieves O(logT)\mathcal{O}(log T) regret for stochastic losses and ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) regret for adversarial losses.

We use Chern-Weil theory for Hermitian holomorphic vector bundles with canonical connections for explicit computation of the Chern forms of trivial bundles with special non-diagonal Hermitian metrics. We prove that every del-dellbar exact real form of the type (k,k) on an n-dimensional complex manifold X arises as a di…

2011-02-05abs ↗pdf ↗

K-FAC approximates neural networks' Fisher info matrix for faster optimization.

problem Efficiently optimizing neural networks with natural gradient descent.
method Approximates Fisher information matrix using Kronecker-factored matrices.
result K-FAC produces updates that make more progress than stochastic gradient descent.

The paper analyzes how Gaussian kernel parameters affect posterior covariance in Gaussian processes.

problem Understanding the influence of Gaussian kernel parameters on posterior covariance in Gaussian processes.
method Geometric analysis and a posteriori error estimation techniques from adaptive finite element methods.
result The bandwidth parameter and spatial distribution of observations significantly influence posterior covariance and its matrix.

The paper explores using historical data to improve clinical trial analysis by optimizing covariate weights.

problem Limited covariates in small clinical trials reduce the effectiveness of analysis.
method Leverage historical data to pre-specify covariate weights as a composite covariate.
result A composite covariate improves the cost/benefit ratio and reduces overfitting in small clinical trials.

Enhanced Transformer models predict ETF portfolio performance by optimizing covariance and semi-covariance matrices.

problem Static covariance estimates fail to capture dynamic market fluctuations and non-linear correlations.
method Transformer-based models for real-time covariance and semi-covariance predictions.
result Portfolios optimized with semi-covariance matrix outperform those with standard covariance matrix, especially in volatile conditions.

NeurT-FDR controls FDR by incorporating auxiliary covariates in deep learning.

problem Controlling FDR in complex large-scale problems with indirect relations among covariates.
method NeurT-FDR uses a deep Black-Box framework that parametrizes test-level covariates as a neural network and adjusts auxiliary covariates through a regression framework.
result NeurT-FDR makes substantially more discoveries in real datasets compared to competitive baselines.

We introduce and study covariance fields of distributions on a Riemannian manifold. At each point on the manifold, covariance is defined to be a symmetric and positive definite (2,0)-tensor. Its product with the metric tensor specifies a linear operator on the respected tangent space. Collectively, these operators form…

2008-07-29abs ↗pdf ↗

Deep model predicts shapes of curves with multiple covariates.

problem Predicting shapes of planar curves with various covariates.
method Deep learning model using complex-valued functions, conditional covariance smoother with modality-specific encoders.
result Model accurately predicts shapes of curves with multimodal covariates.