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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.

168,695 papers · 148 categories

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18375573 · May 202619922001200920172026
48 results for Principal eigenvalue

This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also prov…

2019-03-25abs ↗pdf ↗

The paper proves eigenvalues are simple for specific operators on bundles.

problem Eigenvalue simplicity for connection Laplacian and GG-simplicity on bundles.
method Analyzes connections on vector bundles and principal bundles, proving eigenvalue simplicity for a residual set of connections.
result Eigenvalues of the connection Laplacian and Laplace-Beltrami operator are simple for specified conditions.

We study the eigenvalue problem for the Riemannian Pucci operator on geodesic balls. We establish upper and lower bounds for the principal Pucci eigenvalues depending on the curvature, extending Cheng's eigenvalue comparison theorem for the Laplace-Beltrami operator. For manifolds with bounded sectional curvature, we p…

2016-02-01abs ↗pdf ↗

We study geometric first order differential operators on quaternionic Kähler manifolds. Their principal symbols are related to the enveloping algebra and Casimir elements for $\Sp(1)\Sp(n)$. This observation leads to anti-symmetry of the principal symbols and Bochner-Weitzenböck formulas for operators. As an applicatio…

2004-05-20abs ↗pdf ↗

The study proves no L2L^2-eigenvalues for higher rank locally symmetric spaces.

problem Absence of principal eigenvalues for higher rank locally symmetric spaces.
method Derives dynamical assumptions on the Γ-action on geodesics and Satake compactifications.
result Generalization of Patterson's result to higher rank locally symmetric spaces.

Improved convergence speed of principal component analysis through modified learning rules.

problem Slow convergence for covariance matrices with close eigenvalues.
method Introduced an additional term to the objective function to mitigate convergence issues.
result Significantly improved convergence speed confirmed through simulations.

We derive various pinching results for small Dirac eigenvalues using the classification of spinc\text{spin}^c and spin manifolds admitting nontrivial Killing spinors. For this, we introduce a notion of convergence for spinc\text{spin}^c manifolds which involves a general study on convergence of Riemannian manifolds with a pr…

2016-04-06abs ↗pdf ↗

We investigate the difference between using an 1\ell_1 penalty versus an 1\ell_1 constraint in generalized eigenvalue problems, such as principal component analysis and discriminant analysis. Our main finding is that an 1\ell_1 penalty may fail to provide very sparse solutions; a severe disadvantage for variable sel…

2014-10-22abs ↗pdf ↗

We study the existence and properties of metrics maximising the first Laplace eigenvalue among conformal metrics of unit volume on Riemannian surfaces. We describe a general approach to this problem and its higher eigenvalue versions via the direct method of calculus of variations. The principal results include the gen…

2011-03-12abs ↗pdf ↗

We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse inverse covariance (concentration) domain and solve the global eigenvalue problem …

2008-08-18abs ↗pdf ↗

Lower bounds for eigenvalues on manifolds with negative Ricci curvature.

problem Estimating eigenvalues on non-compact manifolds with negative Ricci curvature.
method Using a one-dimensional differential equation model to bound the principal pp-frequency.
result The lower bound for the principal pp-frequency is sharp and depends on the diameter and curvature.

Lower bounds for eigenvalues on manifolds with negative Ricci curvature.

problem Estimating eigenvalues on non-compact manifolds with negative Ricci curvature.
method Using a one-dimensional differential equation model, the paper establishes a lower bound for the principal pp-frequency.
result The lower bound for the principal pp-frequency is sharp and depends on the diameter and curvature.

Study eigenvalues of a nonlinear operator and apply to submanifolds with bounded mean curvature.

problem Eigenvalue of a nonlinear operator and submanifolds with bounded mean curvature.
method Lower estimate for eigenvalue using generalized Hausdorff measure.
result Improves understanding of the spectrum of submanifolds in R^n.

This is a continuation of Tang and Yan, which investigated the first eigenvalues of minimal isoparametric hypersurfaces with g=4g=4 distinct principal curvatures and focal submanifolds in unit spheres. For the focal submanifolds with g=6g=6, the present paper obtains estimates on all the eigenvalues, among others, giving…

2012-11-12abs ↗pdf ↗

We study the small eigenvalues of the Hodge Laplacian on collaping torus bundles with bounded curvature. In the first part of this dissertation, we consider examples of bundles on S^1 and T^2 with homogeneous structure. In the second part, we give a lower bound of the first non-zero eigenvalue of the 1-form Laplacian o…

2005-06-13abs ↗pdf ↗

Global propagator for massless Dirac operator defined and analyzed.

problem Analyzing the massless Dirac operator on 3-manifolds.
method Constructing propagator as sum of oscillatory integrals, providing global definitions and small time expansions.
result Explicit calculation of propagators' symbols and coefficients in eigenvalue counting functions.

The computation of the sparse principal component of a matrix is equivalent to the identification of its principal submatrix with the largest maximum eigenvalue. Finding this optimal submatrix is what renders the problem NP{\mathcal{NP}}-hard. In this work, we prove that, if the matrix is positive semidefinite and its …

2013-12-20abs ↗pdf ↗

In this paper, we establish a kind of splitting theorem for the eigenvalues of a specific family of operators on the base of a warped product. As a consequence, we prove a density theorem for a set of warping functions that makes the spectrum of the Laplacian a warped-simple spectrum. This is then used to study the gen…

2018-04-08abs ↗pdf ↗

We perform a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix. Our minimax optimal test is based on a sparse eigenvalue statistic. Alas, computing this test is known to be NP-complete in general, and we describe a computationally efficient alternativ…

2012-02-23abs ↗pdf ↗

We study global obstructions to the eigenvalues of the Ricci tensor on a Riemannian 3-manifold. As a topological obstruction, we first show that if the 3-manifold is closed, then certain choices of the eigenvalues are prohibited: in particular, there is no Riemannian metric whose corresponding Ricci eigenvalues take th…

2015-08-11abs ↗pdf ↗

In this paper, we consider the principal eigenvalue problem for Hormander's laplacian on RnR^n. We also study a related semi-linear sub-elliptic equation in the whole RnR^n and prove that under a suitable condition, we have infinite many positive solutions of the problem.

2003-05-05abs ↗pdf ↗

Algorithm estimates principal eigenvector with adaptive sensing, improving over non-adaptive methods.

problem Estimating principal eigenvector with limited scalar measurements.
method Compressed variant of Oja's algorithm using two adaptive measurements per sample.
result Convergence rate of O(λ1λ2d2/(Δ2t))\mathcal{O}(λ_1λ_2 d^2 / (Δ^2 t)) after tt iterations, matching information-theoretic lower bound.

Let (Mn,h)(M^n, h) be a compact Hermitian manifold. Suppose λλ is the lowest eigenvalue of the complex Laplacian on MM. We prove that λCλ\geq C where CC depends only on the dimension nn, the diameter dd, the Ricci curvature of the Levi-Civita connection on MM, and a norm, expressed in curvature, that determines how m…

2015-12-16abs ↗pdf ↗

Study detects signal in financial stock correlations using phase-ordering kinetics.

problem Detecting meaningful signals in financial stock return correlations.
method Stochastic field theory model to establish a detection threshold.
result Detection of a signal in the largest eigenvalues of the stock return correlation matrix.

Given an arbitrary closed set A of Rn\mathbf{R}^{n}, we establish the relation between the eigenvalues of the approximate differential of the spherical image map of A and the principal curvatures of A introduced by Hug-Last-Weil, thus extending a well known relation for sets of positive reach by Federer and Zaehle. The…

2017-08-04abs ↗pdf ↗

How does coarsening affect the spectrum of a general graph? We provide conditions such that the principal eigenvalues and eigenspaces of a coarsened and original graph Laplacian matrices are close. The achieved approximation is shown to depend on standard graph-theoretic properties, such as the degree and eigenvalue di…

2018-02-21abs ↗pdf ↗

This paper considers the sparse eigenvalue problem, which is to extract dominant (largest) sparse eigenvectors with at most kk non-zero components. We propose a simple yet effective solution called truncated power method that can approximately solve the underlying nonconvex optimization problem. A strong sparse recove…

2011-12-12abs ↗pdf ↗

We study Lorentz hypersurfaces M1nM_{1}^{n} in E1n+1E_{1}^{n+1} satisfying H=αH\triangle \vec {H}= α\vec {H} with non diagonal shape operator, having complex eigenvalues. We prove that every such Lorentz hypersurface in E1n+1E_{1}^{n+1} having at most five distinct principal curvatures has constant mean curvature.

2016-10-13abs ↗pdf ↗

This paper proves that for large n, the regular polygon minimizes the first eigenvalue of the Laplacian.

problem Finding the polygon with the smallest first eigenvalue of the Laplacian for a given area.
method Constructing polygonal manifolds and using spectral theory, tensor calculus, and symmetrization techniques.
result For large n, the regular polygon minimizes the first eigenvalue of the Laplacian.

Researchers investigate extremal eigenvalues of GJMS operators in fixed conformal classes.

problem Investigating extremal eigenvalues of GJMS operators in fixed conformal classes.
method Developed a general framework for existence theory of extremals, defined and investigated generalised eigenvalues, and established semi-continuity results and Euler-Lagrange equations.
result Proved several new (non)-existence results for extremals of renormalised eigenvalues over the conformal class.

Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. Consider the points X1,X2,...,XnX_1, X_2,..., X_n are vectors drawn i.i.d. from a distribution with mean zero and covariance ΣΣ, where ΣΣ is unknown. Let An=XnXnTA_n = X_nX_n^T, then E[An]=ΣE[A_n] = Σ. This paper …

2018-08-28abs ↗pdf ↗

Suppose that G=(V,E)G=(V, E) is a connected locally finite graph with the vertex set VV and the edge set EE. Let ΩVΩ\subset V be a bounded domain. Consider the following quasilinear elliptic equation on graph GG $$ \left \{ \begin{array}{lcr} -Δ_{p}u= λK(x)|u|^{p-2}u+f(x,u), \ \ x\inΩ^{\circ}, u=0, \ \ x\in\partial Ω, \\…

2019-03-13abs ↗pdf ↗

Paper develops IFTRR to solve sparse generalized eigenvalue problems efficiently.

problem Finding the leading eigenvector with at most k nonzero entries in sparse generalized eigenvalue problems.
method Inverse-free truncated Rayleigh-Ritz method (IFTRR) with a new truncation strategy.
result IFTRR efficiently finds the support set of the leading eigenvector for large scale problems.