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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.

169,341 papers · 148 categories

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48 results for Symmetric data matrix

SymNMF finds a simpler matrix approximating a given symmetric nonnegative matrix.

problem Finding a simpler matrix that approximates a given symmetric nonnegative matrix.
method Simple and efficient coordinate descent schemes.
result The methods effectively solve symNMF for large and sparse matrices.

We simplify symmetric NMF by transforming it into a nonsymmetric problem, enabling faster and more efficient solutions.

problem Efficiently solving symmetric nonnegative matrix factorization (NMF).
method Transforming symmetric NMF into a nonsymmetric problem, applying fast alternating algorithms, and rigorously proving convergence.
result Fast algorithms for symmetric NMF can converge to a critical point at least at a sublinear rate.

Introduces matrix MLP for learning symmetric positive definite matrices.

problem Learning structured parameters like symmetric positive definite matrices.
method Develops matrix multilayer perceptron (matrix MLP) for structured parameter learning.
result Extends variational autoencoder (VAE) for dense covariance matrices.

Study differential properties of matrix square roots in specific cases.

problem Understanding matrix square roots in semi-simple, symmetric, and orthogonal cases.
method Analysis of differential and metric structures of real square roots of matrices under specific conditions.
result Differential properties of matrix square roots in semi-simple, symmetric, and orthogonal cases.

A new method solves SymNMF problems faster and more efficiently.

problem Symmetric nonnegative matrix factorization (SymNMF) for data analytics.
method Nonconvex variable splitting method.
result The method converges to KKT points and has a global sublinear convergence rate.

A symmetric matrix invariant is defined for oriented link diagrams.

problem Defining an invariant for oriented link diagrams.
method Defining a symmetric map τD\operatornameτ_{D} from regions of an oriented link diagram to Z[x]\mathbb{Z}[x], corrected by the writhe.
result The negative signature of τD\operatornameτ_{D}, corrected by the writhe, conjecturally equals twice the Tristram-Levine signature function.

We present a formula for the trace of any symmetric power of a n×nn\times n matrix (with coefficients in a field) in terms of the ordinary powers of the matrix, an arbitrarily chosen linear function which vanishes on the identity matrix, and n2n-2 polynomial functions defined recursively.

2014-11-03abs ↗pdf ↗

Gradient descent achieves exact linear convergence rate for symmetric matrix completion.

problem Low-rank symmetric matrix completion using gradient descent.
method Local analysis of gradient descent for symmetric matrices without additional assumptions.
result Closed-form expression of exact linear convergence rate matches practice.

Paper tackles small eigen-gap estimation and inference for noisy symmetric matrices.

problem Estimating eigenvectors with small eigen-gap and fine-grained statistical reasoning.
method Eigen-decomposition of asymmetric data matrix, distribution-free procedures, adaptive to heteroscedastic noise.
result Minimax optimal under Gaussian noise, confidence intervals for eigenvalues, small eigen-gap handling.

Characterizes the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.

problem Characterizing the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.
method Introduce the diffeomorphic logarithm of special orthogonal matrices and an efficient algorithm.
result The region containing the principal logarithm has a special multiplicity structure.

We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson correlation matrices to the realm of complex eigenvalues. We employ some recent random…

2012-01-31abs ↗pdf ↗

Method detects communities in networks using matrix factorization.

problem Community detection in complex networks.
method Orthogonal symmetric non-negative matrix tri-factorization of the normalized Laplacian matrix.
result Consistent for community detection in graphs from stochastic block models.

Study geometric properties of symmetric matrices with repeated eigenvalues.

problem Investigate geometric properties of symmetric matrices with repeated eigenvalues.
method Explicitly compute the volume of the intersection with the sphere and prove an Eckart-Young-Mirsky-type theorem.
result Prove connections to Real Algebraic Geometry and Random Matrix Theory.

Least squares estimation works well for symmetric positive semidefinite matrices without regularization.

problem Estimation of symmetric positive semidefinite matrices without regularization.
method Simple least squares estimation with extsf{spd} constraint.
result Constrained least squares estimation performs as well as regularization-based approaches.

The paper models financial correlation matrices using permutation invariant Gaussian models and predicts market anomalies.

problem Modeling and predicting financial correlation matrices from high-frequency data.
method Constructing permutation invariant Gaussian matrix models with 4 parameters, using graph theory and polynomial functions.
result The permutation invariant Gaussian matrix model predicts the expectation values of cubic and quartic polynomials with strong evidence of fit.

Improves matrix multiplication throughput for asymmetric bit-width operands.

problem Matrix multiplications between asymmetric bit-width operands, especially 8- and 4-bit, are not efficiently handled by existing SIMD instructions.
method Proposes a new SIMD matrix multiplication instruction that uses mixed precision on inputs (8- and 4-bit) and accumulates into 16-bit output, improving throughput.
result Offers 2x improvement in throughput compared to existing symmetric-operand-size instructions, with negligible overflow.

The paper connects Riemannian Gaussian distributions to random matrix theory and diffusion kernels.

problem Analyzing Riemannian Gaussian distributions on symmetric spaces.
method Analytical computation of marginals using orthogonal and skew orthogonal polynomials, and diffusion kernels.
result Riemannian Gaussian distributions are random matrix types, and their probability density functions can be computed analytically.

A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.

problem Efficient computation of derivatives for skew-symmetric matrices.
method Characterization of invertibility, construction of nearby logarithm, and efficient implementation.
result Explicit formulae for differentiation and its inverse of skew-symmetric matrix exponentials.

Determinants of theta curves and symmetric graphs are studied.

problem Understanding the determinants of theta curves and symmetric graphs.
method Combinatorial approach using Kirchhoff's Matrix Tree Theorem and spanning tree enumeration.
result The determinant of a simple theta curve is the product of the determinants of its constituent knots.

Study Spin(7)\mathrm{Spin}(7)-manifolds with a 4-torus action using a symmetric matrix ansatz.

problem Characterize Spin(7)\mathrm{Spin}(7)-manifolds with a 4-torus action.
method Provide a Gibbons-Hawking type ansatz using a symmetric 4imes44 imes4-matrix of functions.
result First known Spin(7)\mathrm{Spin}(7)-manifolds with a rank 4 symmetry group and full holonomy.

Derives a Hamiltonian model for 3D axially symmetric magnetohydrodynamics.

problem Modeling of 3D axially symmetric magnetohydrodynamics.
method Hamiltonian formulation and matrix discretization.
result First discrete model for 3D magnetohydrodynamics compatible with underlying Lie-Poisson structure.

A fast algorithm for generalized matrix regression improves machine learning performance.

problem Efficiently solving generalized matrix regression problems in machine learning.
method Utilizes sketching technique to achieve (1+ε)(1+ε) relative error with sketching sizes of order $\cO(ε^{-1/2})$.
result The Fast GMR algorithm achieves better performance in symmetric positive definite matrix approximation and single pass singular value decomposition.

We are concerned with an approximation problem for a symmetric positive semidefinite matrix due to motivation from a class of nonlinear machine learning methods. We discuss an approximation approach that we call {matrix ridge approximation}. In particular, we define the matrix ridge approximation as an incomplete matri…

2013-12-17abs ↗pdf ↗

Doubly-stochastic normalization improves robustness to heteroskedastic noise.

problem Robustness to heteroskedastic noise in affinity matrix construction.
method Doubly-stochastic normalization of the Gaussian kernel.
result Doubly-stochastic normalization converges to clean matrix with rate m1/2m^{-1/2} under heteroskedastic noise.

Algorithm completes symmetric tensors from few entries, learns product mixtures.

problem Learning product mixtures over the hypercube from incomplete data.
method Tensor completion algorithm applied to matrix completion for adversarially missing entries.
result Recover distributions with many centers in polynomial/quasi-polynomial time.

New algorithm speeds up group equivariant neural networks computations.

problem Challenging computations in group equivariant neural networks.
method Diagrammatic framework based on category theory for matrix multiplication.
result Exponential improvement in time complexity for matrix multiplication.

Efficiently learns gFM on streaming data with linear convergence.

problem Learning generalized Factorization Machine on streaming data.
method Alternating framework with CI-RIP condition.
result Linear convergence and O(ε)O(ε) recovery error after retrieving O(k3dlog(1/ε))O(k^{3}d\log(1/ε)) training instances.

The paper analyzes how over-parameterization affects GD convergence in matrix sensing problems.

problem Matrix sensing problem with over-parameterized gradient descent.
method Analyzes symmetric and asymmetric parameterizations, provides lower bounds and convergence rates.
result Over-parameterization slows down GD convergence, but asymmetric parameterization can speed up convergence.