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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.

168,657 papers · 148 categories

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336598130 · May 202619922001200920172026
48 results for Spectral truncation

Paper estimates spectral risk measures for insurance data with truncated and censored data.

problem Estimating spectral risk measures for insurance data with left truncation and right censoring.
method Proposes a non-parametric estimator using product limit estimator and establishes asymptotic normality.
result Proposed estimator outperforms existing methods for small k and small sample sizes.

Kernel ridge regression (KRR) is a well-known and popular nonparametric regression approach with many desirable properties, including minimax rate-optimality in estimating functions that belong to common reproducing kernel Hilbert spaces (RKHS). The approach, however, is computationally intensive for large data sets, d…

2019-06-14abs ↗pdf ↗

New kernels capture both local and non-local interactions efficiently.

problem Designing kernels that capture both local and non-local interactions while remaining computationally tractable.
method Spectral truncation kernels based on CC^*-algebra.
result Spectral truncation kernels induce interactions across the data function domain and reduce computational cost.

TKRR improves KRR performance by aligning target functions with kernels.

problem Improving kernel ridge regression performance through target alignment.
method Focuses on truncated kernel ridge regression (TKRR) with an additional spectral truncation parameter.
result TKRR can achieve faster rates than full KRR, reaching parametric rates.

A large class of machine learning techniques requires the solution of optimization problems involving spectral functions of parametric matrices, e.g. log-determinant and nuclear norm. Unfortunately, computing the gradient of a spectral function is generally of cubic complexity, as such gradient descent methods are rath…

2018-02-18abs ↗pdf ↗

Continuing the previous work, we propose a further extension of the structure equation for a truncated CMC hierarchy by the non-commuting, truncated Virasoro algebra of non-local symmetries. Via a canonical dressing transformation, we first define a wave function for the CMC hierarchy. This leads to a pair of additiona…

2014-08-14abs ↗pdf ↗

High-dimensional inference for sparse spectral precision matrices

problem Inference on the spectral precision matrix at a fixed frequency
method Full likelihood-based inference using neighboring discrete Fourier transforms
result Simultaneous control of regularization, finite-sample truncation, and smoothing biases

New spectral clustering method for graphs with uneven node degrees.

problem Challenges in community detection for graphs with heterogeneous degree distributions.
method Spectral clustering on spherical coordinates with degree correction.
result Improved performance in representing computer networks.

The paper improves alignment methods for deep neural networks using geometric and spectral analysis.

problem Improving alignment methods for deep neural networks.
method Geometric and spectral analysis of residual Jacobian chains.
result Deterministic and margin-verified results on the transport of dominant singular subspaces across layers.

Recursive training of generative models can lead to model collapse, and the recursion converges to a unique limiting distribution.

problem Model collapse in recursive training of generative models
method Recursive training on their own outputs
result Recursive training converges to a unique limiting distribution

LASE improves local network structure visualization by targeting locally low-dimensional regions.

problem Global spectral embedding fails to capture local geometric features in sparse, transitive networks.
method Local Adjacency Spectral Embedding (LASE) using weighted spectral decomposition.
result LASE reveals locally low-dimensional structure, improving local reconstruction and visualization.

Discrete Fourier transforms provide a significant speedup in the computation of convolutions in deep learning. In this work, we demonstrate that, beyond its advantages for efficient computation, the spectral domain also provides a powerful representation in which to model and train convolutional neural networks (CNNs).…

2015-06-11abs ↗pdf ↗

Efficiently estimates covariance for sub-Weibull vectors with sub-Gaussian rate.

problem Outliers in high-dimensional covariance estimation.
method Cross-Fitted Norm-Truncated Estimator for Sub-Weibull distributions.
result Achieves optimal sub-Gaussian rate with O(Nd2)O(Nd^2) operations.

Interactive privacy mechanisms improve spectral density estimation under local differential privacy.

problem Estimating spectral density of Gaussian time series with local differential privacy constraints.
method Two-stage process: Laplace mechanism followed by privatized sample analysis.
result Interactive mechanisms achieve faster rates for spectral density estimation.

New method improves DAG learning by using large coefficients for higher-order terms.

problem Recovering DAG structures from observational data is challenging due to combinatorial optimization.
method Proposes truncated matrix power iteration to approximate DAG constraints efficiently.
result Empirically outperforms previous methods by a factor of 3 or more in structural Hamming distance.

This paper presents a new algorithm, termed \emph{truncated amplitude flow} (TAF), to recover an unknown vector x\bm{x} from a system of quadratic equations of the form yi=ai,x2y_i=|\langle\bm{a}_i,\bm{x}\rangle|^2, where ai\bm{a}_i's are given random measurement vectors. This problem is known to be \emph{NP-hard} in genera…

2016-05-26abs ↗pdf ↗

The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gauss…

2010-06-12abs ↗pdf ↗

Constructs QFT on curved surfaces, proving axioms and calculating entropy.

problem Quantum Field Theory on curved surfaces and entanglement entropy.
method Local regularization, spectral truncation, gluing surfaces, CFT correlation functions, zeta determinants.
result Rigorously derived entropy calculation and geometric proofs.

Efficiently estimate Boolean product distribution parameters from truncated samples.

problem Estimating parameters of Boolean product distributions from truncated samples.
method Introducing fatness of truncation set, using membership queries, and adapting Stochastic Gradient Descent.
result Efficiently learn Boolean product distributions from truncated samples with small sample complexity.

Paper analyzes spectral algorithms under covariate shift, providing convergence rates.

problem Addressing distributional mismatch in regression models.
method Incorporates importance weights into spectral algorithms in RKHS.
result Establishes minimax-optimal convergence rates for misspecified cases.

ParPIC clusters directed graphs using random walks and diffusion operators.

problem Challenges in vertex-level clustering for directed graphs due to edge directionality.
method Parametrized Power-Iteration Clustering (ParPIC) based on reversible random walks and diffusion operators.
result ParPIC achieves competitive clustering accuracy with improved scalability compared to spectral and teleportation-based methods.

In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, Wt=Bt+μt,t0,W_t = B_t + μt, t\geq 0, where (Bt)(B_t) is a standard Brownian motion. Truncated variation differs from regular variation by neglect…

2009-12-23abs ↗pdf ↗

Optimal algorithm learns Gaussian under halfspace truncation with minimal samples.

problem Learning a Gaussian distribution truncated to an unknown halfspace.
method Efficient algorithm using n=ildeO(d2/ε2)n = ilde{O}(d^2/\varepsilon^2) samples and runtime dominated by empirical covariance matrix computation.
result Optimal sample and time complexity bounds for learning a Gaussian under halfspace truncation.

Bayesian framework for sphere regression using Gaussian fields.

problem Nonparametric regression on the sphere with Gaussian priors.
method Isotropic Gaussian field priors, harmonic structure, exact posterior distributions, optimal spectral truncation, posterior contraction rates.
result Sharp posterior contraction rates for Gaussian priors with polynomially decaying angular power spectra.

Bayesian method uses data spectra to estimate non-sparse high-dimensional models.

problem Handling many parameters in high-dimensional Bayesian statistics.
method Data-adaptive Gaussian prior aligned with leading eigenvectors of sample covariance.
result Posterior contraction rates reveal the effect of spectral mass on prediction error.

Non-negative matrix factorization (NMF) minimizes the Euclidean distance between the data matrix and its low rank approximation, and it fails when applied to corrupted data because the loss function is sensitive to outliers. In this paper, we propose a Truncated CauchyNMF loss that handle outliers by truncating large e…

2019-06-02abs ↗pdf ↗

Paper proposes approximate Stein classes for efficient truncated density estimation.

problem Difficulties in estimating truncated density models due to intractable normalising constants and boundary conditions.
method Adapts score matching to solve the problem, introduces approximate Stein classes and a novel discrepancy measure, TKSD.
result TKSD does not require a fixed weighting function and can be evaluated using only boundary samples, leading to improved accuracy.

We prove an analogue of the de Rham theorem for the extended L^2-cohomology introduced by M. Farber. This is done by establishing that the de Rham complex over a compact closed manifold with coefficients in a flat Hilbert bundle E of A-modules over a finite von Neumann algebra A is chain-homotopy equivalent (with bound…

1996-10-11abs ↗pdf ↗

A new kernel test reduces noise in MMD by focusing on leading eigen-directions.

problem Noise in trailing directional components degrades power of standard kernel two-sample tests.
method Truncate MMD spectral decomposition, retaining only leading eigen-directions.
result Our method achieves superior power and robustness, especially in high-dimensional and unbalanced settings.

We show that given an estimate A^\widehat{A} that is close to a general high-rank positive semi-definite (PSD) matrix AA in spectral norm (i.e., A^A2δ\|\widehat{A}-A\|_2 \leq δ), the simple truncated SVD of A^\widehat{A} produces a multiplicative approximation of AA in Frobenius norm. This observation leads to many inte…

2017-02-22abs ↗pdf ↗

Score matching method improves density estimation for truncated data on manifolds.

problem Density estimation for truncated data on manifolds with intractable normalising constant.
method Truncated score matching extended to Riemannian manifolds with boundary.
result Score matching estimator approximates true parameter values with low error.