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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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48 results for Outlying singular values

In this paper we propose a novel Bayesian methodology for Value-at-Risk computation based on parametric Product Partition Models. Value-at-Risk is a standard tool to measure and control the market risk of an asset or a portfolio, and it is also required for regulatory purposes. Its popularity is partly due to the fact …

2008-09-01abs ↗pdf ↗

The outlying property detection problem is the problem of discovering the properties distinguishing a given object, known in advance to be an outlier in a database, from the other database objects. In this paper, we analyze the problem within a context where numerical attributes are taken into account, which represents…

2013-06-15abs ↗pdf ↗

In this paper, we introduce a non linear ODE method to construct CMC surfaces in Riemannian manifolds with symmetry. As an application we construct unstable CMC spheres and outlying CMC spheres in asymptotically Schwarzschild manifolds with metrics like gij=(1+1l)2δij+O(l2)g_{ij}=(1+\frac{1}{l})^{2}δ_{ij}+O(l^{-2}). The existence of uns…

2015-07-10abs ↗pdf ↗

A new method preserves useful information in data rows with outlying cells.

problem Preserving useful information in data rows with outlying cells.
method Cellwise robust Minimum Covariance Determinant (cellMCD) method using observed likelihood and a penalty term on cellwise outliers.
result The cellMCD method performs well in simulations and on real data.

New technique stabilizes singular values in concatenated matrices.

problem How singular values of concatenated matrices relate to individual components.
method Developed perturbation technique extending classical results to concatenated matrices.
result Dominant singular values remain stable under small perturbations in submatrices.

Study differentiable maps on hypersurface links, finding fold maps with circle singular value sets.

problem Understanding differentiable maps on hypersurface links.
method Restricting holomorphic functions to hypersurface links and analyzing the resulting maps.
result Found fold maps with concentric circle singular value sets.

Study evaluates thresholds for removing noise from DNN weights using random matrix theory.

problem Removing noise from deep neural network weights for better approximation.
method Model weights as signal + noise, use random matrix theory to estimate thresholds, evaluate using cosine similarity.
result Proposed threshold estimation method improves approximation quality.

Study shows XRP price correlates with transaction network metrics.

problem Understanding the relationship between cryptoasset price and network metrics.
method Analysis of correlation tensor spectra, random matrix theory comparison, singular values investigation.
result Distinct correlation between XRP price and singular values during bubble and non-bubble periods.

Cellwise outliers challenge traditional methods in statistics and machine learning.

problem Cellwise outliers contaminate over half cases in data matrices, complicating existing methods.
method Requires techniques different from casewise methods, focusing on non-intuitive equivariance properties.
result Substantial progress in estimating location and covariance matrices, regression methods, and tensor data.

A low rank matrix X has been contaminated by uniformly distributed noise, missing values, outliers and corrupt entries. Reconstruction of X from the singular values and singular vectors of the contaminated matrix Y is a key problem in machine learning, computer vision and data science. In this paper we show that common…

2017-10-26abs ↗pdf ↗

Deterministic bounds for tensor singular values and vectors, differing from matrix cases.

problem Spectral learning of higher-order orthogonally decomposable tensors.
method Deterministic perturbation bounds for singular values and vectors of orthogonally decomposable tensors.
result Perturbation affects each essential singular value/vector in isolation, independent of multiplicity and distance from other singular values.

We introduce the concept of singular values for the Riemann curvature tensor, a central mathematical tool in Einstein's theory of general relativity. We study the properties related to the singular values, and investigate five typical cases to show its relationship to the Ricci scalar and other invariants.

2018-07-23abs ↗pdf ↗

Solves initial value problem for harmonic maps on specific manifolds.

problem Initial value problem for harmonic maps on cohomogeneity one manifolds.
method Setup and solve the initial value problem using equivariant harmonic maps and regular-singular systems.
result Local existence of harmonic maps in a neighborhood of singular orbits.

New robust MPCA method handles casewise and cellwise outliers in tensor data.

problem Outliers, especially casewise and cellwise, affect the performance of standard MPCA.
method Uses a single loss function to reduce the influence of both types of outliers and missing values.
result The new method improves robustness and performance in tensor data analysis.

Improved singular value approximation for convolutional layers.

problem Improving accuracy of singular value approximation for linear convolutional layers.
method Developed a new spectral density matrix method for singular value approximation with improved accuracy and reduced computational complexity.
result Obtained moderate improvement in singular value distribution compared to circular approximation.

The paper solves conditions for extending circle-valued Morse functions.

problem Conditions for extending circle-valued Morse functions on closed orientable surfaces.
method Provided necessary and sufficient conditions for the existence of a non-singular extension.
result Necessary and sufficient conditions for the existence of a non-singular extension of a circle-valued Morse function.

New framework for higher-order singular-value derivatives of rectangular matrices.

problem Challenging to derive higher-order Fréchet derivatives of singular values in real rectangular matrices.
method Using Kato's analytic perturbation theory for self-adjoint operators and embedding rectangular matrices into block self-adjoint operators.
result Closed-form expressions for the nn-th order spectral variations of singular values.

Study optimal liquidation with multiple regimes using BSDEs with singular terminal values.

problem Optimal liquidation with regime switching in dark pools.
method Introduced a system of BSDEs with jumps and singular terminal values.
result Existence and uniqueness results for the BSDE system are obtained.

The complex Lie superalgebras g\mathfrak{g} of type D(2,1;a)D(2,1;a) - also denoted by osp(4,2;a)\mathfrak{osp}(4,2;a) - are usually considered for "non-singular" values of the parameter aa, for which they are simple. In this paper we introduce five suitable integral forms of g\mathfrak{g}, that are well-defined at singular valu…

2017-09-14abs ↗pdf ↗

We give examples of asymptotically flat three-manifolds (M,g)(M,g) which admit arbitrarily large constant mean curvature spheres that are far away from the center of the manifold. This resolves a question raised by G. Huisken and S.-T. Yau in 1996. On the other hand, we show that such surfaces cannot exist when (M,g)(M,g) ha…

2013-03-14abs ↗pdf ↗

Fast and accurate methods for low-rank learning problems.

problem Partial singular value decomposition and numerical rank estimation of huge matrices.
method Krylov subspaces and Ritz vectors for fast and accurate solutions.
result Advantages over traditional methods in accuracy and speed.

Classification is a fundamental problem in machine learning and data mining. During the past decades, numerous classification methods have been presented based on different principles. However, most existing classifiers cast the classification problem as an optimization problem and do not address the issue of statistic…

2019-01-03abs ↗pdf ↗

The paper studies phase transitions in random matrices and tensor unfolding for detecting signals.

problem Phase transitions in singular values and vectors of large random matrices.
method Analysis of singular values and vectors of long rectangular random matrices, and tensor unfolding algorithm for asymmetric rank-one spiked tensor models.
result An exact threshold for tensor unfolding to detect signals, independent of unfolding procedure.

Despite their prevalence in neural networks we still lack a thorough theoretical characterization of ReLU layers. This paper aims to further our understanding of ReLU layers by studying how the activation function ReLU interacts with the linear component of the layer and what role this interaction plays in the success …

2018-12-06abs ↗pdf ↗