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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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90180269359 · Jun 202019922001200920172026
48 results for Schatten class

The paper studies a special Grassmannian space and shows it's an orbit of a unitary group.

problem Investigating a specific Grassmannian space of infinite-dimensional subspaces.
method Analyzing the restricted pp-Schatten class Grassmannian and showing it's an affine coadjoint orbit of a unitary group.
result The restricted pp-Schatten class Grassmannian is shown to be an affine coadjoint orbit of an infinite-dimensional restricted unitary group.

We study the learnability of a class of compact operators known as Schatten--von Neumann operators. These operators between infinite-dimensional function spaces play a central role in a variety of applications in learning theory and inverse problems. We address the question of sample complexity of learning Schatten-von…

2019-01-29abs ↗pdf ↗

Introduces HTV to measure function complexity in learning schemes.

problem Assessing the complexity of supervised-learning schemes.
method Defines Hessian-Schatten total variation (HTV) as a seminorm to quantify function complexity.
result HTV is invariant to rotations, scalings, and translations, and its minimum value is achieved for linear mappings.

This paper investigates analytic properties of maps between hyperbolic surfaces, focusing on best Lipschitz maps and geodesic laminations.

problem Analyzing the properties of maps between hyperbolic surfaces, particularly best Lipschitz maps and their relationship to geodesic laminations.
method The authors produce best Lipschitz maps as limits of minimizers of p-Schatten integrals, addressing existence and regularity issues.
result The support of the measure dv, the derivative of a Lie algebra valued function v, lies on the canonical geodesic lamination constructed by Thurston.

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for nuclear norm minimization, are too slow or even impractical for large-scale problem…

2016-06-02abs ↗pdf ↗

Let pp be an even positive integer and Up(H)U_p(H) be the Banach-Lie group of unitary operators uu which verify that u1u-1 belongs to the pp-Schatten ideal Bp(H)B_p(H). Let O{\cal O} be a smooth manifold on which Up(H)U_p(H) acts transitively and smoothly. Then one can endow O{\cal O} with a natural Finsler metric in terms…

2008-08-16abs ↗pdf ↗

The Schatten-pp norm (0<p<10<p<1) has been widely used to replace the nuclear norm for better approximating the rank function. However, existing methods are either 1) not scalable for large scale problems due to relying on singular value decomposition (SVD) in every iteration, or 2) specific to some pp values, e.g., $1/…

2016-11-25abs ↗pdf ↗

Online learning of linear operators between infinite-dimensional spaces is possible but with limitations.

problem Learning linear operators between infinite-dimensional Hilbert spaces in an online setting.
method Online learning approach for linear operators with bounded pp-Schatten norm, proving impossibility for operator norm.
result Separation between online learnability and uniform convergence for bounded linear operators.

The Schatten-p quasi-norm (0<p<1)(0<p<1) is usually used to replace the standard nuclear norm in order to approximate the rank function more accurately. However, existing Schatten-p quasi-norm minimization algorithms involve singular value decomposition (SVD) or eigenvalue decomposition (EVD) in each iteration, and thus may…

2016-06-04abs ↗pdf ↗

We introduce a new framework for optimal transport using Schatten-p regularization to recover low-rank structures.

problem Optimal transport problems with low-rank structure recovery.
method Schatten-p norm regularization to promote low-rank structure in transport maps and plans.
result Unified convex programs for low-rank structure recovery with theoretical guarantees and efficient algorithms.

We discuss structured Schatten norms for tensor decomposition that includes two recently proposed norms ("overlapped" and "latent") for convex-optimization-based tensor decomposition, and connect tensor decomposition with wider literature on structured sparsity. Based on the properties of the structured Schatten norms,…

2013-03-26abs ↗pdf ↗

The paper proposes an efficient algorithm for solving Schatten-pp quasi-norm problems.

problem Finding low-rank solutions of linear inverse problems with Schatten-pp quasi-norm regularization.
method Dynamic proximal gradient algorithm using Cayley transformation and adaptive step size selection.
result The algorithm converges to a stationary point of the objective function under mild assumptions.

Density matrices are positively semi-definite Hermitian matrices with unit trace that describe the states of quantum systems. Many quantum systems of physical interest can be represented as high-dimensional low rank density matrices. A popular problem in {\it quantum state tomography} (QST) is to estimate the unknown l…

2016-10-16abs ↗pdf ↗

We consider the construction of the basic bundle gerbe on SU(n) introduced by Meinrenken and show that it extends to a range of groups with unitary actions on a Hilbert space including U(n), diagonal tori and the Banach Lie group of unitary operators differing from the identity by an element of a Schatten ideal. In all…

2008-04-22abs ↗pdf ↗

Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as collaborative filtering and network analysis, we only get a partial observation.…

2017-03-18abs ↗pdf ↗

New pivoting strategy improves trace norm contraction in low-rank approximation.

problem Finding good low-rank approximations of symmetric, positive-definite matrices.
method Choosing rows with likelihood proportional to Aii2A_{ii}^2 for randomly pivoted partial Cholesky algorithm.
result Same trace norm contraction result in Frobenius norm for improved pivoting strategy.

Let Uc(H)=u:uisunitaryandu1iscompactU_c(H)={u: u is unitary and u-1 is compact} stand for the unitary Fredholm group. We prove the following convexity result. Denote by dd_\infty the rectifiable distance induced by the Finsler metric given by the operator norm in Uc(H)U_c(H). If u0,u1,uUc(H)u_0,u_1,u\in U_c(H) and the geodesic ββ joining u0u_0 and u1u_1 in $U…

2008-12-24abs ↗pdf ↗

Muons and random optimizers perform similarly, challenging geometric optimization theory.

problem Empirical success of Muon optimizer challenges geometric optimization theory.
method Introducing Freon and Kaon optimizers, demonstrating performance without precise geometric structure.
result Performance of optimizers is controlled by alignment and descent potential, not geometric structure.

Let L2L^2 be the Lebesgue space of square-integrable functions on the unit circle. We show that the injectivity problem for Toeplitz operators is linked to the existence of geodesics in the Grassmann manifold of L2L^2. We also investigate this connection in the context of restricted Grassmann manifolds associated to $p…

2016-08-19abs ↗pdf ↗

We set up an abstract framework that allows the investigation of Iwasawa decompositions for involutive infinite-dimensional Lie groups modeled on Banach spaces. As an application, we construct Iwasawa decompositions for classical real or complex Banach-Lie groups associated with the Schatten ideals ${\mathfrak S}_p({\m…

2007-01-15abs ↗pdf ↗

A new distance metric compares probability distributions using kernel covariance operators.

problem Comparing probability distributions in machine learning tasks.
method Introduces a novel distance metric based on Schatten norm of kernel covariance operators.
result The new distance metric is more discriminative and robust to hyperparameters.

Paper proposes a new tensor imputation method for spatiotemporal traffic data with missing patterns.

problem Imputation of corrupted or incomplete traffic data.
method Truncated tensor Schatten p-norm (TSpN) for spatiotemporal traffic data imputation.
result The proposed method outperforms other state-of-the-art tensor-based imputation models in various missing cases.

Let Sm{\mathcal S}_m be the set of all m×mm\times m density matrices (Hermitian positively semi-definite matrices of unit trace). Consider a problem of estimation of an unknown density matrix ρSmρ\in {\mathcal S}_m based on outcomes of nn measurements of observables X1,,XnHmX_1,\dots, X_n\in {\mathbb H}_m (Hm{\mathbb H}_m bei…

2016-04-15abs ↗pdf ↗

In this paper, we consider low rank matrix estimation using either matrix-version Dantzig Selector A^λd\hat{A}_λ^d or matrix-version LASSO estimator A^λL\hat{A}_λ^L. We consider sub-Gaussian measurements, i.e.i.e., the measurements X1,,XnRm×mX_1,\ldots,X_n\in\mathbb{R}^{m\times m} have i.i.d.i.i.d. sub-Gaussian entries. Suppose $\textrm…

2014-03-25abs ↗pdf ↗

Let AA be a positive injective operator in a Hilbert space (\h, <,>), and denote by [,] the inner product defined by A: [f,g]=<Af,g>. A closed subspace $\s \subset \h$ is called A-compatible if there exists a closed complement for $\s$, which is orthogonal to $\s$ with respect to the inner product [,]. Equivalently, i…

2012-08-31abs ↗pdf ↗

Novel tensor perturbation bounds for orthogonal iteration methods.

problem Developing robust bounds for tensor reconstruction and subspace estimation.
method Blockwise tensor perturbation bounds for high-order orthogonal iteration (HOOI).
result Upper bounds for singular subspace estimation converge linearly and tensor reconstruction error bound is characterized by a simple quantity.

Let U be an open subset of R^n. Let L^2=L^2(U,dx) and H^1_0=H^1_0(U) be the standard Lebesgue and Sobolev spaces of complex-valued functions. The aim of this paper is to study the group G of invertible operators on H^1_0 which preserve the L^2-inner product. When U is bounded and the border U\partial U is smooth, this…

2012-03-06abs ↗pdf ↗

The paper reformulates regression in infinite dimensions as an inverse problem, showing it's equivalent to compact inverse problems.

problem Learning a linear operator between Hilbert spaces from empirical observations.
method Reformulates regression as an inverse problem, proving equivalence to compact inverse problems under specific conditions.
result The inverse problem is equivalent to compact inverse problems in terms of spectral properties and regularisation theory.

The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density matrices in trace regression models used in quantum state tomography (in particular, i…

2015-07-17abs ↗pdf ↗

We develop a novel family of algorithms for the online learning setting with regret against any data sequence bounded by the empirical Rademacher complexity of that sequence. To develop a general theory of when this type of adaptive regret bound is achievable we establish a connection to the theory of decoupling inequa…

2017-04-13abs ↗pdf ↗

This work studies the implicit bias of mini-batch SGD in classification.

problem Understanding the implicit bias of mini-batch SGD in multi-class classification.
method Characterizes how batch size, momentum, and variance reduction affect convergence and max-margin behavior under different norms.
result Momentum enables small-batch convergence to an approximate max-margin solution, while variance reduction recovers the exact full-batch bias.

The paper constructs minimizers for deep learning networks and analyzes their geometric structure.

problem Underparametrized deep learning networks and their minimizers.
method Direct construction of minimizers without gradient descent, considering specific settings.
result Explicit family of minimizers for the global minimum and a set of degenerate local minima.