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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.

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4998147196 · Jun 202019922001200920172026
48 results for Sparse Matrices

Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of space and run-time. Prompted by this observation, we study a convex optimization…

2016-03-21abs ↗pdf ↗

Random projections help in representing sparse graphs efficiently.

problem Efficiently representing sparse graphs of varying sizes and vertex sets.
method Random projection of adjacency matrices to retain graph functionality and properties.
result Random projections can accurately represent graphs of different sizes and vertex sets in the same space.

A framework estimates multiple precision matrices with shared structures.

problem Estimating multiple precision matrices with shared structures.
method Penalized likelihood framework with iterative algorithm alternating between convex and clustering problems.
result The method outperforms competitors and performs similarly to methods using prior information.

This work compresses heavy-tailed weight matrices for tighter generalization bounds.

problem Empirical evidence linking heavy-tailed weight matrices to test set accuracy but lack of formal relationship with generalization bounds.
method Utilized the compression framework to show that heavy-tailed matrices can be compressed, resulting in sparse weight matrices.
result Demonstrated a non-vacuous generalization bound for compressed networks with heavy-tailed weight matrices.

Given two data matrices XX and YY, sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors uu and vv to maximize the correlation between XuXu and YvYv. However, classical and sparse CCA models consider the contribution of all the samples of data matrices and thus cannot identify an unde…

2017-10-13abs ↗pdf ↗

Origin-destination (OD) matrices are often used in urban planning, where a city is partitioned into regions and an element (i, j) in an OD matrix records the cost (e.g., travel time, fuel consumption, or travel speed) from region i to region j. In this paper, we partition a day into multiple intervals, e.g., 96 15-min …

2018-11-13abs ↗pdf ↗

Improved COD algorithm reduces streaming AMM errors and uses less space.

problem Efficiently approximate matrix multiplication with limited memory.
method Tighter error bound for COD, space optimality, sparse matrix variant.
result Improved COD is space optimal and more efficient for sparse matrices.

We present a theory for Euclidean dimensionality reduction with subgaussian matrices which unifies several restricted isometry property and Johnson-Lindenstrauss type results obtained earlier for specific data sets. In particular, we recover and, in several cases, improve results for sets of sparse and structured spars…

2014-02-17abs ↗pdf ↗

Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF factorization. Empirically, the running time of pMMF scales linearly in the dimension for spa…

2015-07-15abs ↗pdf ↗

Method estimates sparse inverse covariance and partial correlation matrices efficiently.

problem Sparse high-dimensional inverse covariance and partial correlation matrix estimation.
method Two-stage estimation method using partial regression with positive semi-definiteness.
result Efficient estimation of inverse covariance and partial correlation matrices with derived non-asymptotic rates.

New matrix reveals cluster info in sparse directed graphs.

problem Analyzing cluster information in directed graphs.
method Proposed complex non-backtracking matrix integrating Hermitian adjacency matrix and non-backtracking matrix properties.
result The complex non-backtracking matrix holds cluster information, especially for sparse directed graphs.

Sparse matrices simplify computation of GP variances and likelihoods.

problem Efficient computation of posterior variance and log-likelihood for additive Matérn GPs.
method Represented posterior mean, variance, log-likelihood, and gradient using sparse matrices.
result Efficient computation of posterior mean, variance, log-likelihood, and gradient in O(nlogn)O(n \log n) time.

Graph neural networks have become increasingly popular in recent years due to their ability to naturally encode relational input data and their ability to scale to large graphs by operating on a sparse representation of graph adjacency matrices. As we look to scale up these models using custom hardware, a natural assum…

2019-06-27abs ↗pdf ↗

This article provides a new toolbox to derive sparse recovery guarantees from small deviations on extreme singular values or extreme eigenvalues obtained in Random Matrix Theory. This work is based on Restricted Isometry Constants (RICs) which are a pivotal notion in Compressed Sensing and High-Dimensional Statistics a…

2016-04-05abs ↗pdf ↗

New GPU kernels boost deep learning speed and memory efficiency.

problem Sparse deep learning matrices are not well-suited for existing sparse kernels.
method Identified favorable properties of sparse matrices from deep learning, developed high-performance GPU kernels for sparse matrix operations.
result 27% of single-precision peak performance on Nvidia V100 GPUs achieved with new kernels.

Sparse GCA finds linear relationships in multiple datasets, using gradient descent.

problem Finding linear relationships across multiple datasets with sparse loading vectors.
method Formulated as generalized eigenvalue problems, used a thresholded gradient descent algorithm.
result Proposed algorithm yields tight estimation error bounds and demonstrates effectiveness on synthetic datasets.

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense but are assumed to have a low-rank structure when matricized appropriately. Such a…

2019-04-28abs ↗pdf ↗

We develop a class of rules spanning the range between quadratic discriminant analysis and naive Bayes, through a path of sparse graphical models. A group lasso penalty is used to introduce shrinkage and encourage a similar pattern of sparsity across precision matrices. It gives sparse estimates of interactions and pro…

2014-07-17abs ↗pdf ↗

CMF is a technique for simultaneously learning low-rank representations based on a collection of matrices with shared entities. A typical example is the joint modeling of user-item, item-property, and user-feature matrices in a recommender system. The key idea in CMF is that the embeddings are shared across the matrice…

2013-12-20abs ↗pdf ↗

The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in the inverse covariance matrix, commonly referred to as the precision matrix, cor…

2017-10-19abs ↗pdf ↗

Paper proposes a new method to separate low rank and sparse matrices without bias.

problem Recovering low rank and sparse matrices from measurements.
method Uses nonconvex regularizers and alternating proximal gradient descent.
result Error bounds for the algorithm applied to sparse optimization, matrix completion, and robust PCA.

Simplified optimization for structured matrices in deep learning.

problem Computational challenges in Riemannian submanifold optimization for structured symmetric positive-definite matrices.
method Proposed a generalized Riemannian normal coordinates that dynamically orthonormalizes the metric and converts the problem into an unconstrained Euclidean space problem.
result Simplified existing approaches for structured covariances and developed matrix-inverse-free 2nd-order optimizers for deep learning with low precision.

We consider high-dimensional quadratic classifiers in non-sparse settings. The target of classification rules is not Bayes error rates in the context. The classifier based on the Mahalanobis distance does not always give a preferable performance even if the populations are normal distributions having known covariance m…

2015-03-16abs ↗pdf ↗

Graph neural networks improve AMG convergence for sparse systems.

problem Efficiently constructing algebraic multigrid prolongation operators for sparse linear systems.
method Train a graph neural network to learn prolongation operators from matrix classes, using an unsupervised loss function.
result Improved convergence rates compared to classical AMG methods.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

Sparse Gaussian processes with compact kernels for faster inference.

problem Efficient Gaussian process inference with high computational complexity.
method Parametric families of compactly-supported kernels for sparse matrix representations.
result Sub-quadratic inference complexity and improved performance on real-world tasks.

MLP-Mixer achieves better performance through sparsity and wider architecture.

problem Understanding why MLP-Mixer outperforms conventional MLPs.
method Revealed sparseness as a key mechanism, showed effective expression as wider MLP, demonstrated quantitative similarities, and applied a guiding principle.
result MLP-Mixer's performance improvement through sparseness and wider architecture.

Proposes a method for tensor completion with sparse factors and missing data.

problem Recovering nonnegative data from noisy observations with missing values.
method Sparse nonnegative Tucker decomposition with 0\ell_0 norm for sparsity, maximum likelihood estimation, and error bounds.
result The method outperforms existing tensor-based or matrix-based methods in nonnegative tensor data completion.

In this paper, we study the problem of compressed sensing using binary measurement matrices and 1\ell_1-norm minimization (basis pursuit) as the recovery algorithm. We derive new upper and lower bounds on the number of measurements to achieve robust sparse recovery with binary matrices. We establish sufficient conditi…

2018-08-09abs ↗pdf ↗