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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.

168,695 papers · 148 categories

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219437656874 · Jun 202019922001200920172026
48 results for TR algorithms

Scalable and robust TR decomposition for large-scale data with missing entries and outliers.

problem Handling large-scale tensor data with missing entries and outliers.
method Auto-weighted steepest descent method for missing entries and outliers identification, FGMC and RStS strategies.
result Outperforms existing TR decomposition methods in the presence of outliers and runs faster than robust tensor completion algorithms.

BRTR improves robust tensor completion with automatic rank detection.

problem Robust tensor completion from incomplete data with outliers.
method Bayesian robust tensor ring decomposition (BRTR) with variational Bayesian (VB) algorithm.
result Automatic detection of TR rank and improved performance over state-of-the-art methods.

Coupled tensor decomposition reveals the joint data structure by incorporating priori knowledge that come from the latent coupled factors. The tensor ring (TR) decomposition is invariant under the permutation of tensors with different mode properties, which ensures the uniformity of decomposed factors and mode attribut…

2020-01-09abs ↗pdf ↗

Tensor completion recovers a multi-dimensional array from a limited number of measurements. Using the recently proposed tensor ring (TR) decomposition, in this paper we show that a d-order tensor of dimensional size n and TR rank r can be exactly recovered with high probability by solving a convex optimization program,…

2019-03-08abs ↗pdf ↗

In this paper we study properties of the Markov trace trd{\rm tr}_d and the specialized trace trd,D{\rm tr}_{d,D} on the Yokonuma-Hecke algebras, such as behaviour under inversion of a word, connected sums and mirror imaging. We then define invariants for framed, classical and singular links through the trace ${\rm tr}_{d,…

2015-05-25abs ↗pdf ↗

Improved Clipped-SGD achieves near-optimal heavy-tailed statistical estimation in streaming settings.

problem High-dimensional heavy-tailed statistical estimation in streaming with memory constraints.
method Stochastic convex optimization with Clipped-SGD, proving near-optimal sub-Gaussian statistical rates.
result Clipped-SGD achieves an error of Tr(Σ)+Tr(Σ)Σ2log(log(T)δ)T\sqrt{\frac{\mathsf{Tr}(Σ)+\sqrt{\mathsf{Tr}(Σ)\|Σ\|_2}\log(\frac{\log(T)}δ)}{T}} with probability 1δ1-δ.

The trunk of a knot in S3S^3, defined by Makoto Ozawa, is a measure of geometric complexity similar to the bridge number or width of a knot. We prove that for any two knots K1K_1 and K2K_2, we have tr(K1#K2)=max{tr(K1),tr(K2)}tr(K_1 \# K_2) = \max\{tr(K_1),tr(K_2)\}, confirming a conjecture of Ozawa. Another conjecture of Ozawa asserts that any…

2016-07-29abs ↗pdf ↗

New private mean estimation method works well for anisotropic data.

problem Private mean estimation for high-dimensional anisotropic distributions.
method Developed (ε,δ)(\varepsilon,δ)-differentially private estimators with dimension-independent sample complexity.
result Achieved optimal sample complexity for anisotropic subgaussian distributions.

TRS-ODENs learn dynamics with time-reversal symmetry for more efficient learning.

problem Learning dynamics with time-reversal symmetry for more efficient learning.
method Proposed a loss function and a new framework (TRS-ODENs) to learn dynamics efficiently.
result TRS-ODENs can learn dynamics from noisy and complex trajectories efficiently.

We consider the two logarithmic strain measures\[ω_{\rm iso}=\|\mathrm{dev}_n\log U\|=\|\mathrm{dev}_n\log \sqrt{F^TF}\|\quad\text{ and }\quad ω_{\rm vol}=|\mathrm{tr}(\log U)|=|\mathrm{tr}(\log\sqrt{F^TF})|\,,\]which are isotropic invariants of the Hencky strain tensor logU\log U, and show that they can be uniquely char…

2015-05-08abs ↗pdf ↗

Optimal threshold resetting reduces search time for multiple diffusive searchers.

problem Optimizing search time for multiple diffusive searchers in a one-dimensional space.
method Threshold resetting (TR) is introduced as an event-driven optimization strategy, coupling resetting to the internal dynamics of searchers.
result Optimal threshold distance uu significantly reduces mean first-passage time for N2N \geq 2 searchers, with a minimum at Nopt(u)N_{\mathrm{opt}}(u).

NA0_0CT2^2 improves tensor regression predictions with 0\ell_0 regularization.

problem Improving tensor regression predictions with structural information.
method Noise-Augmented 0\ell_0 regularization on Tucker decomposition.
result Achieves exact 0\ell_0 regularization on core tensor in linear and generalized linear tensor regression.

Study on quantitative aspects of trace polynomials in free groups.

problem Understanding the exact formula and bounds for trace polynomials in free groups.
method Proved exact formula for leading homogeneous part, obtained sharp bounds, studied random words, and provided deterministic algorithm.
result Sharp bounds on the degree of trace polynomials and growth rates of polynomial sizes.

Two new algorithms solve nonconvex-strongly concave problems efficiently.

problem Solving nonconvex-strongly concave minimax problems.
method Proposed MINIMAX-TR and MINIMAX-TRACE algorithms.
result Find (ε,ε)(ε, \sqrtε)-second order stationary points within O(ε1.5)\mathcal{O}(ε^{-1.5}) iterations.

The flat trace of geodesic Koopman operators varies with negatively curved surfaces.

problem Understanding how the flat trace of geodesic Koopman operators changes with variations of negatively curved surfaces.
method Computing the first variation of the flat trace as a distribution and analyzing its leading singularity.
result The leading singularity coefficient is a linear functional of length variations, forcing marked lengths to be locally constant.

Tensor completion estimates missing components by exploiting the low-rank structure of multi-way data. The recently proposed methods based on tensor train (TT) and tensor ring (TR) show better performance in image recovery than classical ones. Compared with TT and TR, the projected entangled pair state (PEPS), which is…

2019-03-12abs ↗pdf ↗

We combine concepts from random matrix theory and free probability together with ideas from the theory of commutator length in groups and maps from surfaces, and establish new connections between the two. More particularly, we study measures induced by free words on the unitary groups U(n)U(n). Every word ww in the free…

2015-09-24abs ↗pdf ↗

Let G a be subgroup of SL(2,C), the group of 2x2 matrices of determinant 1 with complex entries. Let h map onto h(G) be a homomorphism. We call h a trace preserving homomorphism if tr(h(g))=tr(g) for all g in G,where tr(g) is the trace of g. We solve the question of when a trace invariant homomorphism is a conjugation …

2016-08-29abs ↗pdf ↗

The conjugacy class of a generic unimodular 2 by 2 complex matrix is determined by its trace, which may be an arbitrary complex number. In the nineteenth century, it was known that a generic pair (X,Y) of such pairs is determined up to conjugacy by the triple of traces (tr(X),tr(Y),tr(XY), which may be an arbitary elem…

2009-01-11abs ↗pdf ↗

Let G be a two generator subgroup of PSL(2,C). The Jorgensen number J(G) of G is defined by J(G)=inf{ |tr^2 A-4|+|tr[A,B]-2| ; G=<A,B>}. If G is a non-elementary Kleinian group, then J(G) >= 1. This inequality is called Jorgensen's inequality. In this paper, we show that, for any r >= 1, there exists a non-elementary K…

2017-03-22abs ↗pdf ↗

We consider a conformal invariant of braids, the extremal length with totally real horizontal boundary values λtrλ_{tr}. The invariant descends to an invariant of elements of BnZn\mathcal{B}_n\diagup\mathcal{Z}_n, the braid group modulo its center. We prove that the number of elements of $\mathcal{B}_3\diagup\mathcal{Z}_3…

2020-01-15abs ↗pdf ↗

Proposes a new method to adapt to covariate shifts in supervised learning.

problem Covariate shift in training and testing samples with different marginal distributions.
method Minimax risk classification (MRC) approach that weights both training and testing samples.
result Significantly enhanced classification performance in synthetic and empirical experiments.

In classical General Relativity, the way to exhibit the equations for the gravitational waves is based on two "tricks" allowing to transform the Einstein equations after linearizing them over the Minkowski metric. With specific notations used in the study of {\it Lie pseudogroups} of transformations of an nn-dimension…

2017-08-22abs ↗pdf ↗

Proposes a new algorithm for solving optimization problems with stochastic objectives and equality constraints.

problem Optimization problems with stochastic objectives and deterministic equality constraints.
method Trust-region stochastic sequential quadratic programming (TR-StoSQP) with adaptive relaxation techniques.
result Established a global almost sure convergence guarantee for TR-StoSQP.

We introduce the probably approximately correct (PAC) \emph{Battling-Bandit} problem with the Plackett-Luce (PL) subset choice model--an online learning framework where at each trial the learner chooses a subset of kk arms from a fixed set of nn arms, and subsequently observes a stochastic feedback indicating prefere…

2018-08-12abs ↗pdf ↗

Bayesian model improves image completion accuracy by automatically learning low rank structure.

problem Improving image completion accuracy with limited data and avoiding overfitting.
method Developed a Bayesian low rank tensor ring model with multiplicative interaction and Student-T distribution for sparse core factors.
result The proposed method outperforms state-of-the-art image completion techniques, especially in recovery accuracy.

Paper analyzes convergence rates of compressed LSR algorithms in federated learning.

problem Impact of compression on convergence rates in distributed learning.
method Analyzes a general stochastic approximation algorithm for LSR with weak assumptions.
result Convergence rates depend on the covariance of additive noise and compression strategy.

The paper finds torsion in Johnson homomorphisms' cokernels for large genus surfaces.

problem Existence of torsion in the cokernels of Johnson homomorphisms.
method Defined a map on Ker(Tr)∩D(H) whose image is 2-torsion and vanishes on the image of τ.
result Found 2-torsion in the cokernels of Johnson homomorphisms for large genus surfaces.

The Bianchi identities for bosonic fluxes in supergravity can receive higher derivative quantum and string corrections, the most well known being that of Heterotic theory dH=14α(tr F2tr R2)d H = \tfrac{1}{4}α'(\text{tr } F^2 - \text{tr } R^2). Less studied are the modifications at order R4R^4 that may arise, for example, in the Bianch…

2019-07-22abs ↗pdf ↗

Let PP be a Laplace type operator acting on a smooth hermitean vector bundle VV of fiber CN\mathbb{C}^N over a compact Riemannian manifold given locally by P=[gμνu(x)μν+vν(x)ν+w(x)]P= - [g^{μν} u(x)\partial_μ\partial_ν+ v^ν(x)\partial_ν+ w(x)] where u,vν,wu,\,v^ν,\,w are MN(C)M_N(\mathbb{C})-valued functions with u(x)u(x) positive and invertible. F…

2017-07-30abs ↗pdf ↗

We consider a standard symplectic dynamics on TM generated by a natural Lagrangian L. The Lagrangian is assumed to be invariant with respect to the action TR_g of a Lie group G lifted from the free and proper action R_g of G on M. It is shown that under these conditions a connection on principal bundle pi: M \rightarro…

1997-02-12abs ↗pdf ↗

Let H\mathcal{H} denote the future outgoing null hypersurface emanating from a spacelike 2-sphere SS in a vacuum spacetime (M,g)(\mathcal{M},\mathbf{g}). In this paper we study the so-called canonical foliation on H\mathcal{H} introduced by Klainerman and Nicolò and show that the corresponding geometry is controlled lo…

2019-09-16abs ↗pdf ↗

Deep neural networks have demonstrated state-of-the-art performance in a variety of real-world applications. In order to obtain performance gains, these networks have grown larger and deeper, containing millions or even billions of parameters and over a thousand layers. The trade-off is that these large architectures r…

2018-02-25abs ↗pdf ↗

This is an English translation of the following paper, published several years ago: Nikonorov Yu.G. On the geodesic diameter of surfaces with involutive isometry (Russian), Tr. Rubtsovsk. Ind. Inst., 2001, V. 9, 62-65, Zbl. 1015.53041. All inserted footnotes provide additional information related to the mentioned probl…

2018-11-03abs ↗pdf ↗