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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.

168,695 papers · 148 categories

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48 results for Toeplitz matrix equation

The stability and robustness of compact schemes for parabolic PDEs are analyzed.

problem Stability and robustness of compact schemes for solving parabolic PDEs.
method Compact spatial discretization, Crank-Nicolson temporal discretization, eigenvalue analysis of amplification matrix.
result An upper bound on the condition number of the amplification matrix is derived, showing stability.

Computes isotropy subgroups of orthogonal matrices acting on Hermitian matrices.

problem Computing isotropy subgroups of orthogonal matrices acting on Hermitian matrices.
method Algorithm for solving a matrix equation to compute isotropy subgroups.
result Computed isotropy subgroups of orthogonal matrices acting on Hermitian matrices.

Solves problem of describing transformations for upper triangular Toeplitz operators.

problem Describing coordinate transformations preserving upper triangular Toeplitz form of operator fields.
method Implicit formulas involving matrix-valued functions for describing transformations and Nijenhuis operators.
result Formulas for coordinate transformations and Nijenhuis operators in upper triangular Toeplitz form.

Paper solves a key problem in learning from high-dimensional covariance matrices.

problem Computing normalizing factors for Riemannian Gaussian distributions on high-dimensional covariance matrices.
method Equivalence with random matrix theory and log-normal matrix ensembles to approximate normalizing factors.
result Efficient approximation of normalizing factors with decreasing error as dimension increases.

Enhanced EEG classification improves motor imagery detection with less computation.

problem Improving classification accuracy of motor imagery EEG signals.
method Integrates Block-Toeplitz structure into augmented covariance matrices and uses Siegel metric.
result Significantly reduces computational time without compromising classification accuracy.

Paper speeds up GP inference by reducing precision matrix computation.

problem High computational complexity in computing kernel precision matrices.
method Splitting precision matrix into Hankel-Toeplitz matrices and computing only unique entries.
result Precision matrix computation reduced from O(NM2)\mathcal{O}(NM^2) to O(NM)\mathcal{O}(NM).

New findings on optimization landscape of Toeplitz covariance estimation.

problem Understanding the geometry of the Gaussian maximum-likelihood objective for Toeplitz covariance estimation.
method Overparameterized Carathéodory representation of positive definite Toeplitz covariance matrices, focusing on both amplitudes and frequencies.
result Joint optimization of amplitudes and frequencies leads to a benign population landscape, allowing for global recovery of the true Toeplitz covariance.

Improved singular value approximation for convolutional layers.

problem Improving accuracy of singular value approximation for linear convolutional layers.
method Developed a new spectral density matrix method for singular value approximation with improved accuracy and reduced computational complexity.
result Obtained moderate improvement in singular value distribution compared to circular approximation.

New method tightens Lipschitz bounds for CNNs efficiently.

problem Lipschitz regularization of Convolutional Neural Networks (CNNs).
method Using Toeplitz matrix theory, introduces a tight and computationally efficient upper bound for convolutional layers.
result Developed an algorithm to train Lipschitz regularized CNNs.

Proposes a method for forecasting large-scale interval-valued time series.

problem Modeling and forecasting large-scale interval-valued time series.
method Feature extraction procedure involving auto-segmentation, clustering, and precision matrix estimation.
result The method enhances forecasting performance for large-scale interval-valued time series.

SKI speeds up Toeplitz Neural Networks by avoiding explicit decay bias and using frequency response.

problem Efficiently compute and update Toeplitz matrices in neural networks.
method Sparse plus low-rank decomposition, asymmetric SKI, frequency response modeling.
result Achieved significant speedup with minimal performance loss.

We study the Berezin-Toeplitz quantization on symplectic manifolds making use of the full off-diagonal asymptotic expansion of the Bergman kernel. We give also a characterization of Toeplitz operators in terms of their asymptotic expansion. The semi-classical limit properties of the Berezin-Toeplitz quantization for no…

2008-06-14abs ↗pdf ↗

Quantizes symplectic manifolds with toric singularities using Toeplitz operators.

problem Quantize symplectic manifolds with toric singularities.
method Establishes quantization for compact toric symplectic manifolds with transversal singular real polarizations using Toeplitz operators.
result Toeplitz operators determine a star product on compact toric symplectic manifolds with toric singularities as o0+\hbar o 0^+.

Study small eigenvalues of Toeplitz operators and their relation to Mabuchi geodesics.

problem Analyzing small eigenvalues of Toeplitz operators on complex projective manifolds.
method Proving the existence of exponentially decaying eigenvalues for Toeplitz operators with specific symbols, and establishing a connection to Mabuchi geodesics.
result Logarithmic distribution of small eigenvalues correlates with Mabuchi geodesics between polarizations.

We study the Berezin-Toeplitz quantization on Kaehler manifolds. We explain first how to compute various associated asymptotic expansions, then we compute explicitly the first terms of the expansion of the kernel of the Berezin-Toeplitz operators, and of the composition of two Berezin-Toeplitz operators. As application…

2010-09-22abs ↗pdf ↗

Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.

problem Analyzing the asymptotics of weighted Bergman kernels for submultiplicative filtrations.
method Demonstrated that weight operator is a Toeplitz operator; analyzed asymptotics of weighted Bergman kernels.
result Local refinement of convergence of jumping measures towards geodesic ray pushforward measure.

New algorithm optimizes matrix reordering for noisy disordered matrices.

problem Optimizing matrix reordering for noisy disordered matrices in single-cell biology and metagenomics.
method Proposed a polynomial-time adaptive sorting algorithm to improve upon spectral seriation.
result Our algorithm achieves superior performance compared to existing methods in real datasets.

Study recovers C*-algebra from fields of Toeplitz algebras on specific groups.

problem Recovering C*-algebra from fields of Toeplitz algebras on specific groups.
method Using continuous fields of Toeplitz algebras and a crossed product.
result Algebra of principal symbols can be recovered from fields of Toeplitz algebras.

A new method solves complex financial equations efficiently.

problem Solving worst-case and best-case prices for two-factor uncertain volatility models.
method Decompose and integrate, then optimize; piecewise constant control; closed-form Green's functions; 2D convolution integrals; monotone numerical integration; Fast Fourier Transforms.
result The method efficiently computes the value function and optimal control, converging to the viscosity solution of the HJB equation.

A new model uses Toeplitz matrices to analyze time-series data transitions.

problem Analyzing transitions in time-series data from nonautonomous systems.
method Deep Koopman-layered models with learnable Toeplitz matrices, leveraging Toeplitz matrices' universal property.
result The model demonstrates universality and generalization, outperforming existing methods.

The paper constructs quantizations for symplectic manifolds with specific Laplacian properties.

problem Quantization of compact symplectic manifolds with higher Landau levels.
method Develops Berezin-Toeplitz quantization using a Bochner Laplacian with specific spectral properties.
result The quantization provides a formal star-product for the lowest Landau level.

Let MM be an arbitrary complex manifold and let LL be a Hermitian holomorphic line bundle over MM. We introduce the Berezin-Toeplitz quantization of the open set of MM where the curvature on LL is non-degenerate. The quantum spaces are the spectral spaces corresponding to [0,kN][0,k^{-N}] (N>1N>1 fixed), of the Kodaira…

2014-11-24abs ↗pdf ↗

Invited lecture at the XIV-th workshop on geometric methods in physics, Bialowieza, Poland, July 9-15, 1995. In this lecture results are reviewed obtained by the author together with Martin Bordemann and Eckhard Meinrenken on the Berezin-Toeplitz quantization of compact Kaehler manifolds. Using global Toeplitz operator…

1996-01-18abs ↗pdf ↗

We establish some subprincipal estimates for Berezin-Toeplitz operators on symplectic compact manifolds. From this, we construct a family of subprincipal symbol maps and we prove that these maps are the only ones satisfying some expected conditions.

2014-10-08abs ↗pdf ↗

We show that the (graded) spectral flow of a family of Toeplitz operators on a complete Riemannian manifold is equal to the index of a certain Callias-type operator. When the dimension of the manifold is even this leads to a cohomological formula for the spectral flow. As an application, we compute the spectral flow of…

2018-03-29abs ↗pdf ↗

Study of spectral flow in symmetric Toeplitz operator families.

problem Understanding spectral flow in families of symmetric Toeplitz operators.
method Analog of Atiyah-Singer-Robbin-Salamon theorem for Z2\mathbb{Z}_2-valued spectral flow.
result Graded secondary spectral flow equals secondary index of a Callias-type operator.

Researchers calculate the second coefficient in the expansion of a Toeplitz operator.

problem Analyzing the second coefficient in the semi-classical expansion of Toeplitz operators.
method Functional calculus of Toeplitz operators with Reeb vector fields and asymptotic analysis.
result The second coefficient of the expansion is calculated.