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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.

169,051 papers · 148 categories

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68137205273 · Jun 202019922001200920182026
48 results for Rank-Deficient Solutions

Gradient descent converges linearly for deep linear networks under specific conditions.

problem Speed of convergence in gradient descent for deep linear neural networks.
method Analysis of gradient descent training for deep linear neural networks minimizing 2\ell_2 loss.
result Gradient descent converges linearly under specific conditions on layer dimensions, initialization, and initial loss.

A new algorithm solves constrained optimization problems with stochastic gradients.

problem Nonlinear equality constrained optimization with rank-deficient Jacobians.
method Step decomposition strategy combining normal and tangential steps.
result Convergence guarantees in rank-deficient Jacobian cases.

Gradient descent with preconditioning finds global optima in overparameterized nonconvex factorization.

problem Finding global optima in nonconvex Burer-Monteiro factorization.
method Preconditioned gradient descent for overparameterized nonconvex function minimization.
result Gradient descent with preconditioning achieves linear convergence in the overparameterized case.

Soft-Radial Projection solves gradient saturation in constrained deep learning.

problem Gradient saturation in deep learning models when integrating hard constraints.
method Introduces Soft-Radial Projection, a differentiable layer that maps predictions onto constraint boundaries without rank-deficient Jacobians.
result Improves convergence and solution quality over state-of-the-art methods.

New method differentiates square-root Kalman filters robustly.

problem Gradient calculation issues in square-root Kalman filters.
method Closed-form chain rule derived from Gramian identity, resolves non-orthogonal and rank-deficient issues.
result Robust automatic differentiation for Kalman filters, resolving numerical stability and gradient issues.

The paper analyzes a five-factor capital market model and facilitates exact simulation.

problem Analyzing and simulating a five-factor capital market model.
method Using a Vasicek interest rate model, mean-reverting excess return, and realized inflation with expectation, the paper derives the necessary distributional results and describes practical methods to overcome rank deficiency.
result Exact simulation from the model can be achieved by sampling from a seven-dimensional normal distribution.

DBKs enable scalable GPs with tractable inference for large datasets.

problem Scaling Gaussian processes to large and complex datasets while maintaining tractable inference.
method DBKs constructed from neural-network-parameterized basis functions with explicit low-rank structure, enabling linear-complexity inference.
result DBKs provide a unified perspective and improve predictive accuracy, uncertainty quantification, and computational efficiency.

Study nondifferentiable metrics in general relativity, resolving causality issues and limits evolution scenarios.

problem Causality issues and evolution scenarios in black hole interiors with closed timelike geodesics.
method Method of equivalence on Courant algebroids to derive new differential invariants.
result Resolved causality issues and limited evolution scenarios for gravitational collapse.

Efficiently clusters nodes in Gaussian graphical models from data.

problem Clustering nodes in Gaussian graphical models directly from data.
method Clusters nodes based on the similarity of their network neighborhoods defined by partial correlations. Uses matrix factors for limited data.
result Demonstrates improved clustering of nodes in Gaussian graphical models.

Kernel approximation using randomized feature maps has recently gained a lot of interest. In this work, we identify that previous approaches for polynomial kernel approximation create maps that are rank deficient, and therefore do not utilize the capacity of the projected feature space effectively. To address this chal…

2013-12-17abs ↗pdf ↗

Gradient descent recovers planted weights in shallow neural networks with quadratic activations.

problem Learning shallow neural networks with quadratic activations and planted weights.
method Analysis of optimization landscape, gradient descent, semicircle law for Wishart ensemble.
result Gradient descent can recover planted weights if initialized below an energy barrier.

Slow feature analysis (SFA) is a method for extracting slowly varying features from a quickly varying multidimensional signal. An open source Matlab-implementation sfa-tk makes SFA easily useable. We show here that under certain circumstances, namely when the covariance matrix of the nonlinearly expanded data does not …

2009-12-06abs ↗pdf ↗

New method improves cross-validation for sparse reduced rank regression models.

problem Inconsistent parameter selection in cross-validation for high-dimensional data.
method Proposes cross-validation of projection-selection patterns to avoid inconsistency issues.
result Develops new scale-free information criteria for minimax optimal error rate.

SGD's training dynamics align with Hessian and gradient spectra in high-dimensional classification tasks.

problem Understanding the spectra of Hessian and gradient matrices in high-dimensional classification tasks.
method Rigorous analysis of SGD dynamics and spectra of Hessian and gradient matrices.
result SGD trajectory and emergent outlier eigenspaces align with a common low-dimensional subspace in multi-class high-dimensional mixtures and neural networks.

Geometric families of low-rank covariances improve flexibility and tractability in high dimensions.

problem Interpolating and identifying covariance matrices in high dimensions with limited data.
method Differential geometric construction of low-rank covariance families, interpolation on manifolds, and distance minimization for identification.
result Differential geometric covariance families offer significant flexibility and computational tractability.

Develops methods to find most probable paths on complex manifolds.

problem Identifying optimal paths for manifold-valued processes, especially those with non-trivial structures.
method Constructs a general approach to defining and identifying most probable paths by measuring the Onsager-Machlup function on the anti-development of such processes.
result Derives explicit equations for development most probable paths that encompass various manifold-valued processes.

Riemannian gradient descent escapes some spurious critical points on low-rank matrix manifold.

problem Spurious critical points on the boundary of low-rank matrix manifold.
method Riemannian gradient descent with dynamical low-rank approximation and rescaled gradient flow.
result Riemannian gradient descent escapes some spurious critical points on the boundary of the manifold.

Geometric approach to quantum thermodynamics models state spaces and processes.

problem Quantum thermodynamics in the regime of non-equilibrium states.
method Contact geometry and principal fiber bundles to model quantum state spaces and processes.
result Geometric formulation reveals the fundamental thermodynamic relations and unattainability of the third law.

New algorithms for SSMF with weaker identifiability conditions than SSC.

problem Identifying unique decompositions in simplex-structured matrix factorization.
method Extracting facets containing the largest number of points to ensure identifiability.
result Our algorithms recover unique decompositions under weaker conditions than SSC.

New method corrects Laplace/BIC errors in singular models, revealing effective dimension.

problem Laplace/BIC errors in singular models due to incorrect effective dimension assumption.
method RLCT (real log canonical threshold) to correct effective dimension in linear models.
result Correct evidence slope and effective dimension estimation in linear settings.

New method generates synthetic time series paths with more flexibility.

problem Restrictions in generating synthetic paths using Brownian reference.
method Introduces Triangular-Reference Schrödinger Bridges (TR-SBTS) for time series generation.
result Generates synthetic paths with more flexibility in stochastic volatility and correlated noise.

Transformer learns context and regularization for ICL in inverse problems.

problem Learning context and effective regularization for transformer-based in-context learning (ICL) in inverse problems.
method Introduced a linear transformer to learn inverse mapping from contextual examples to weight vectors, addressing rank-deficient problems.
result Transformer implicitly learns a prior distribution and effective regularization strategy, outperforming traditional methods.

New methods predict brain age from MEG/EEG without source modeling.

problem Predicting brain age from MEG/EEG data without source localization.
method Two Riemannian approaches to vectorize rank-reduced covariance matrices for regression.
result Data-driven Riemannian methods outperform sensor-space estimators and biophysics models.

This paper solves the intractability barrier in non-parametric information geometry by introducing a novel framework.

problem The intractability barrier in non-parametric information geometry due to the Fisher-Rao metric being a functional.
method Introducing an Orthogonal Decomposition of the Tangent Space and deriving the Covariate Fisher Information Matrix (cFIM).
result Established a rigorous foundation for the G-entropy and provided fundamental limits of variance for semi-parametric estimators.

The paper examines partial regularity of Lipschitz solutions to minimal surface system.

problem Understanding the regularity of solutions to the minimal surface system.
method Investigation of stationary, integral weak, and viscosity solutions; interior gradient estimate using maximum principle.
result Partial regularity results for Lipschitz solutions, including interior gradient estimate.

The paper constructs solutions to a critical Dirac equation on spheres.

problem Solving the critical Dirac equation on spheres with singularities.
method Constructing Delaunay-type solutions and another kind of singular solutions.
result The constructed solutions are building blocks for singular solutions on Spin manifolds.

We construct low regularity solutions of the vacuum Einstein constraint equations. In particular, on 3-manifolds we obtain solutions with metrics in $H^s\loc$ with s>32s>{3\over 2}. The theory of maximal asymptotically Euclidean solutions of the constraint equations descends completely the low regularity setting. Moreove…

2004-05-17abs ↗pdf ↗

The study approximates nearly optimal Lasso solutions using convex hulls.

problem Finding diverse yet nearly optimal Lasso solutions.
method Formulate problem as approximating nearly optimal solutions with a convex hull of sampled extreme points. Use a greedy algorithm to select a small number of points.
result The proposed algorithm can approximate the solution set well and obtain diverse Lasso solutions.

Let n3n\ge 3 and m=n2n+2m=\frac{n-2}{n+2}. We construct 55-parameters, 44-parameters, 33-parameters ancient solutions of the equation vt=(vm)xx+vvmv_t=(v^m)_{xx}+v-v^m, v>0v>0, in R×(,T)\mathbb{R}\times (-\infty,T) for some TRT\in\mathbb{R}. This equation arises in the study of Yamabe flow. We obtain various properties of the ancient so…

2016-06-09abs ↗pdf ↗