Research
On-device research index

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

Trend · papers per month

187374560747 · Jun 202019922001200920172026
48 results for Rank-one convex function

Paper develops compact formulations for optimization problems with rank-one convex functions and indicator variables.

problem Optimization problems involving rank-one convex functions with support constraints.
method Perspective reformulation techniques to exploit conic structure and establish convex hull results.
result Systematic perspective formulations for convex hull descriptions of sets with nonlinear separable or non-separable objective functions and combinatorial constraints.

Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with an 0\ell_0 constraint restricting the support of the estimators is a challenging (\NP-hard) non-convex optimization problem. In this paper…

2019-01-29abs ↗pdf ↗

Compact rank one symmetric spaces are rigid under certain curvature conditions.

problem Rigidity of compact rank one symmetric spaces under curvature constraints.
method Examined compact symmetric spaces with metric g0g_0 of rank one, and another metric gg with sectional curvature bounded by 0 to 1.
result If gg equals g0g_0 outside a convex subset, then gg is isometric with g0g_0.

Convex optimization method recovers low-rank matrices from rank-one projections efficiently.

problem Recovering low-rank matrices from limited rank-one projections.
method Unlifted convex optimization with subgradient method.
result The estimator succeeds with high probability if the number of measurements exceeds r2(d1+d2)r^2 (d_1+d_2) up to logarithmic factors.

We develop a notion of rank one properly convex domains (or Hilbert geometries) in the real projective space. This is in the spirit of rank one non-positively curved Riemannian manifolds and CAT(0) spaces. We define rank one isometries for Hilbert geometries and characterize them as being equivalent to contracting elem…

2019-12-30abs ↗pdf ↗

We study infinite covolume discrete subgroups of higher rank semisimple Lie groups, motivated by understanding basic properties of Anosov subgroups from various viewpoints (geometric, coarse geometric and dynamical). The class of Anosov subgroups constitutes a natural generalization of convex cocompact subgroups of ran…

2017-03-05abs ↗pdf ↗

When a discrete group admits a convex-cocompact action on a non-compact rank-one symmetric space, there is a natural lower bound for the Hausdorff dimension of the limit set, given by the Ahlfors regular conformal dimension of the boundary of the group. We show that equality is achieved precisely when the group stabili…

2016-09-09abs ↗pdf ↗

New findings on geometric flows and equidistribution in Hilbert geometry.

problem Characterizing dynamical and counting results in Hilbert geometry.
method Study of dynamical and counting results in rank-one properly convex projective structures with Hilbert metrics.
result Hilbert geodesic flow is strongly mixing and orbits and primitive closed geodesics equidistribute.

Anosov representations give a higher-rank analogue of convex cocompactness in a rank-one Lie group which shares many of its good geometric and dynamical properties; geometric finiteness in rank one may be seen as a controlled weakening of convex cocompactness to allow for isolated failures of hyperbolicity. We introduc…

2019-12-31abs ↗pdf ↗

Totally geodesic submanifolds in convex cores are properly immersed and have finite volume.

problem Characterizing totally geodesic submanifolds in geometrically finite manifolds.
method Analysis of totally geodesic submanifolds in the convex core of geometrically finite rank-one locally symmetric manifolds.
result Every maximal totally geodesic submanifold of dimension at least two in the convex core is properly immersed and has finite volume, and only finitely many such submanifolds can occur.

Low rank tensor learning, such as tensor completion and multilinear multitask learning, has received much attention in recent years. In this paper, we propose higher order matching pursuit for low rank tensor learning problems with a convex or a nonconvex cost function, which is a generalization of the matching pursuit…

2015-03-07abs ↗pdf ↗

The study examines nilpotent similarity structures on manifolds and their properties.

problem Characterizing closed manifolds with nilpotent similarity structures.
method Generalizes convexity arguments to geodesic segments in nilpotent Lie groups.
result Closed manifolds with nilpotent similarity structures are either complete or radiant.

We derive a formula for the regularized trace of operators with compact spectrum which act on the space of square integrable functions on the quotient of a semisimple Liegroup of real rank one by a convex-cocompact subgroup. The sum of normalized orbital integrals associated to the hyperbolic conjugacy classes of this …

2000-03-09abs ↗pdf ↗

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous theoretical analysis. We show that the proposed algorithms enjoy linear convergence a…

2017-05-21abs ↗pdf ↗

The study examines continuous mean curvature functions on manifolds without conjugate points.

problem Understanding properties of manifolds with specific curvature functions.
method Analyzing simply connected Riemannian manifolds with continuous horospherical mean curvature functions.
result Compact rank one manifolds without conjugate points are locally symmetric spaces of negative curvature.

Gradient descent solves rank-one matrix estimation problem with detailed time evolution analysis.

problem Estimating a rank-one symmetric matrix corrupted by noise.
method Gradient descent on a sphere, using local versions of the semi-circle law.
result Explicit formulas for the time evolution of the estimator and cost function, revealing phase transitions.

We study a notion of convex cocompactness for discrete subgroups of the projective general linear group acting (not necessarily irreducibly) on real projective space, and give various characterizations. A convex cocompact group in this sense need not be word hyperbolic, but we show that it still has some of the good pr…

2017-04-27abs ↗pdf ↗

Novel algorithm for Markov decision processes using rank-one approximation.

problem Solving planning and learning problems of Markov decision processes.
method Policy iteration with rank-one approximation of transition probability matrix.
result The proposed algorithm consistently outperforms first-order algorithms and their accelerated versions.

The paper extends geometric results from negatively-curved spaces to strictly convex Hilbert geometry.

problem Extending geometric results from negatively-curved spaces to strictly convex Hilbert geometry.
method Demonstrates dynamical and counting results for geometrically-finite strictly convex projective structures with Hilbert metric.
result Hilbert geodesic flow is strongly mixing and orbits and primitive closed geodesics equidistribute.

Geodesic balls are isoperimetric in hyperbolic spaces with certain densities.

problem Proving isoperimetric properties in hyperbolic spaces with specific densities.
method Using geodesic balls and radial, strictly log-convex densities.
result Geodesic balls are isoperimetric in real hyperbolic space HRnH_{\mathbb R}^n.

Anosov representations of word hyperbolic groups into higher-rank semisimple Lie groups are representations with finite kernel and discrete image that have strong analogies with convex cocompact representations into rank-one Lie groups. However, the most naive analogy fails: generically, Anosov representations do not a…

2017-01-31abs ↗pdf ↗

We show that the spectral norm of a random n1×n2××nKn_1\times n_2\times \cdots \times n_K tensor (or higher-order array) scales as O((k=1Knk)log(K))O\left(\sqrt{(\sum_{k=1}^{K}n_k)\log(K)}\right) under some sub-Gaussian assumption on the entries. The proof is based on a covering number argument. Since the spectral norm is dual to the tensor…

2014-07-07abs ↗pdf ↗

A Kleinian manifold Y is a quotient of a rank-one symmetric space of non-compact type by a convex-cocompact discrete group of isometries. We describe the spectral decomposition of the space of square integrable sections of locally homogeneous bundles on Y with respect to locally invariant differential operators. In the…

1996-09-30abs ↗pdf ↗

We prove a \emph{query complexity} lower bound on rank-one principal component analysis (PCA). We consider an oracle model where, given a symmetric matrix MRd×dM \in \mathbb{R}^{d \times d}, an algorithm is allowed to make TT \emph{exact} queries of the form w(i)=Mv(i)w^{(i)} = Mv^{(i)} for i{1,,T}i \in \{1,\dots,T\}, where v(i)v^{(i)}

2017-04-14abs ↗pdf ↗

The study establishes uncertainty principles on harmonic manifolds of rank one.

problem Developing uncertainty principles for harmonic manifolds of rank one.
method Derivation of various uncertainty principles including Heisenberg, Morgen, Schrödinger, and Hömanders principles.
result Generalization of Hausdorff-Young inequality to harmonic manifolds of rank one.

In this paper, we address the problem of embedded feature selection for ranking on top of the list problems. We pose this problem as a regularized empirical risk minimization with pp-norm push loss function (p=p=\infty) and sparsity inducing regularizers. We leverage the issues related to this challenging optimization…

2012-06-27abs ↗pdf ↗

Improves graph-based active learning for non-Gaussian models.

problem Efficiently selecting data points for labeling in graph-based semi-supervised learning.
method Approximates non-Gaussian distributions, introduces rank-one update and model change acquisition function.
result Enhanced active learning for graph-based SSL under non-Gaussian models.

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.

Frame flows on certain symmetric spaces mix exponentially.

problem Exponential mixing of frame flows in convex cocompact locally symmetric spaces.
method Generalized local non-integrability and non-concentration properties to apply Dolgopyat's method.
result Exponential mixing of frame flows proved for convex cocompact locally symmetric spaces.

Asymptotically harmonic manifolds are simply connected complete Riemannian manifolds without conjugate points such that all horospheres have the same constant mean curvature hh. In this article we present results for harmonic functions on rank one asymptotically harmonic manifolds XX with mild curvature boundedness c…

2014-04-16abs ↗pdf ↗

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization method for stable recovery of low-rank matrices in the noisy case. The procedure is…

2013-10-22abs ↗pdf ↗

We obtain the Plancherel theorem for the quotient of a simple Lie group of real rank one by a convex-cocompact discrete subgroup and its consequences for the spectrum of locally invariant differential operators on bundles over Kleinian manifolds. We develop a geometric version of scattering theory. The paper is an upda…

1998-10-26abs ↗pdf ↗

Improved stability for matrix recovery from rank-one measurements.

problem Phase retrieval problem of recovering rank-one positive semidefinite matrices.
method Developed a smoothing Newton method based on Bures-Wasserstein gradient descent.
result Superlinear convergence with rigorous guarantees and stable implementation.