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.

168,738 papers · 148 categories

Trend · papers per month

2457 · Feb 202019922001200920172026
48 results for Schatten p-norm

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 ↗

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.

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 ↗

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 ↗

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.

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.

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 ↗

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 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.

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 ↗

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 ↗

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.

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 ↗

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 ↗

Study improves image classifier robustness to random p-norm corruptions.

problem Improving robustness of image classifiers to real-world imperceptible corruptions.
method Training and testing with random p-norm corruptions, evaluating robustness against different p-norms.
result Training with a combination of p-norm corruptions significantly improves robustness.

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 ↗

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.

In this paper, we study global existence and blow up properties to LpL^p norm preserving non-local heat flows. We first study two kinds of LpL^p norm preserving non-local flows and prove that these flows have the global solutions. Finally, we give a example to show that one kind of this heat flow may blow up in $L^{\in…

2009-10-26abs ↗pdf ↗

New method improves tensor completion by selectively preserving important elements.

problem Recovering corrupted high-dimensional tensor data with missing entries and noise.
method Tensor weighted correlated total variation (TWCTV) regularizer with ADMM algorithm.
result Superior performance in image completion, denoising, and background subtraction tasks.

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.

This paper tackles robustness of ensemble stumps and trees under general ℓ_p norm perturbations.

problem The vulnerability of ensemble stumps and trees to small input perturbations under the ℓ_∞ norm.
method Developed dynamic programming algorithms for robustness verification and certified defense under general ℓ_p norm perturbations.
result First certified defense method for ensemble stumps and trees under ℓ_p norm perturbations.

Proposes a new regression method using LpL_p-norms for non-Gaussian noise.

problem Non-Gaussian noise in residuals affects the performance of local least squares regression.
method Introduces local polynomial LpL_p-norm regression, replacing weighted least squares with weighted LpL_p-norm estimation.
result Demonstrates superior performance over local least squares in one-dimensional data and higher dimensions.

We show that for the problem of testing if a matrix AFn×nA \in F^{n \times n} has rank at most dd, or requires changing an εε-fraction of entries to have rank at most dd, there is a non-adaptive query algorithm making O~(d2/ε)\widetilde{O}(d^2/ε) queries. Our algorithm works for any field FF. This improves upon the previous…

2018-10-18abs ↗pdf ↗

Adversarial attacks aim to confound machine learning systems, while remaining virtually imperceptible to humans. Attacks on image classification systems are typically gauged in terms of pp-norm distortions in the pixel feature space. We perform a behavioral study, demonstrating that the pixel pp-norm for any $0\le p …

2019-06-06abs ↗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.

The paper analyzes the performance of empirical risk minimization for pp-norm linear regression.

problem Empirical risk minimization on pp-norm linear regression.
method Analyzes performance under various conditions and moment assumptions.
result High probability excess risk bounds for empirical risk minimizer, matching asymptotic rates.

Paper addresses concentration of distances for fractional quasi p-norms, identifying conditions for concentration and anti-concentration.

problem Understanding concentration of distances for fractional quasi p-norms in high dimensions.
method Analyzes conditions for concentration and anti-concentration of distances for fractional quasi p-norms.
result Identifies conditions for concentration and anti-concentration of fractional quasi p-norms, ruling out some approaches and specifying conditions for control.

The paper proposes a novel MKL approach for OCC using p\ell_p-norm constraints.

problem Addressing the MKL problem for one-class classification.
method A min-max saddle point Lagrangian optimisation problem is formulated and solved efficiently.
result The proposed method outperforms baselines and other algorithms on various data sets.

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.

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 ↗

In this paper, we propose p\ell_p-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the sparsity of the second-order KKT points of the p\ell_p-norm regularized models…

2013-12-22abs ↗pdf ↗

The paper proposes a new method for dictionary learning using p\ell_p-norm maximization.

problem Complete dictionary learning problem in signal processing and data analytics.
method The paper investigates p\ell_p-norm maximization approaches for complete dictionary learning, proving global maximizers are close to the true dictionary and developing an efficient algorithm based on the generalized power method.
result The p\ell_p-based approaches are more efficient and robust than conventional methods, with p=3p=3 performing best.

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.

We give improved algorithms for the p\ell_{p}-regression problem, minxxp\min_{x} \|x\|_{p} such that Ax=b,A x=b, for all p(1,2)(2,).p \in (1,2) \cup (2,\infty). Our algorithms obtain a high accuracy solution in O~p(mp22p+p2)O~p(m13)\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}}) \le \tilde{O}_{p}(m^{\frac{1}{3}}) iterations, where each iteration requires s…

2019-01-21abs ↗pdf ↗