Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

4691137182 · Jun 202019922001200920172026
48 results for affine matrix

Subspace clustering refers to the problem of clustering high-dimensional data into a union of low-dimensional subspaces. Current subspace clustering approaches are usually based on a two-stage framework. In the first stage, an affinity matrix is generated from data. In the second one, spectral clustering is applied on …

2019-10-20abs ↗pdf ↗

We consider stochastic partial differential equations appearing as Markovian lifts of matrix valued (affine) Volterra type processes from the point of view of the generalized Feller property (see e.g., \cite{doetei:10}). We introduce in particular Volterra Wishart processes with fractional kernels and values in the con…

2019-07-02abs ↗pdf ↗

We propose and study a row-and-column affine measurement scheme for low-rank matrix recovery. Each measurement is a linear combination of elements in one row or one column of a matrix XX. This setting arises naturally in applications from different domains. However, current algorithms developed for standard matrix rec…

2015-05-23abs ↗pdf ↗

Incorporates matrix exponential into generative flows for improved performance.

problem Improving generative flow models for better density estimation.
method Integrates matrix exponential into generative flows, proposing new layers and modifying network architecture.
result The proposed model achieves great performance on density estimation.

Long term optimal investment problems are studied in a factor model with matrix valued state variables. Explicit parameter restrictions are obtained under which, for an isoelastic investor, the finite horizon value function and optimal strategy converge to their long-run counterparts as the investment horizon approache…

2014-08-29abs ↗pdf ↗

The affine Grassmannian is a noncompact smooth manifold that parameterizes all affine subspaces of a fixed dimension. It is a natural generalization of Euclidean space, points being zero-dimensional affine subspaces. We will realize the affine Grassmannian as a matrix manifold and extend Riemannian optimization algorit…

2016-07-06abs ↗pdf ↗

We study holomorphic foliations with an affine homogeneous transverse structure. We give a friendly characterization of the case of transversely affine foliations in terms of matrix valued pairs of differential forms. This leads naturally to the study of the case of foliations with singularities. A first extension theo…

2014-11-02abs ↗pdf ↗

This article provides the mathematical foundation for stochastically continuous affine processes on the cone of positive semidefinite symmetric matrices. This analysis has been motivated by a large and growing use of matrix-valued affine processes in finance, including multi-asset option pricing with stochastic volatil…

2009-10-01abs ↗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.

Most existing approaches address multi-view subspace clustering problem by constructing the affinity matrix on each view separately and afterwards propose how to extend spectral clustering algorithm to handle multi-view data. This paper presents an approach to multi-view subspace clustering that learns a joint subspace…

2017-08-29abs ↗pdf ↗

New method computes affine normal directions efficiently for sparse polynomials.

problem Computing affine normal directions is computationally expensive in high dimensions.
method Reduces third-order tensor contraction to matrix-free formulation using log-determinant gradient.
result Scalable implementations with near-linear scaling in dimension and sparsity.

The paper introduces a new class of multivariate mixtures for actuarial applications.

problem Developing a new class of multivariate mixtures for actuarial calculations.
method Proposed a class of multivariate matrix-exponential affine mixtures with matrix-exponential marginals.
result Explicit calculations of actuarial quantities are possible due to the proposed class's properties.

We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly high-rank, but it becomes low-rank after mapping each column to a higher dimensional…

2017-03-28abs ↗pdf ↗

Solitons are special polygon midpoints under affine transformations.

problem Characterizing polygons whose midpoints under affine transformations form a new polygon.
method Analyzing midpoints polygons and their relationship to affine transformations and differential equations.
result A large class of polygons are on an orbit of a one-parameter subgroup of the affine group, and these curves are solutions to a specific differential equation.

MASC balances dataset representation using affinity clustering and distribution discrepancies.

problem Representation bias in datasets due to group imbalance.
method MASC uses affinity clustering and pairwise distribution discrepancies to balance non-protected and protected groups.
result MASC effectively debiases target datasets, comparable to existing methods.

DKLM learns adaptive kernels for robust nonlinear subspace clustering.

problem Nonlinear structures in data and challenges with kernel-based clustering.
method Data-driven kernel learning with adaptive weighting and optimal block-diagonal affinity matrix.
result DKLM enhances robustness and preserves manifold structure in nonlinear space.

New PSDMF algorithms derived from PR and ARM methods.

problem Positive semidefinite matrix factorization (PSDMF) challenges.
method Design PSDMF algorithms based on phase retrieval (PR) and affine rank minimization (ARM) methods.
result New PSDMF algorithms inherit numerical properties from PR and ARM methods.

Spectrahedral regression fits convex functions via a non-convex optimization problem.

problem Fitting convex functions to data sets.
method Fitting a spectrahedral function (maximum eigenvalue of an affine matrix expression) to the data via an alternating minimization algorithm.
result The alternating minimization algorithm converges geometrically to a small ball around the optimal parameter.

New AMP algorithm estimates signals and latent variables in mixed regression models.

problem Estimating signals and latent variables in mixed regression models.
method Approximate Message Passing (AMP) algorithm for matrix GLM.
result State evolution recursion and optimal denoising functions for precise error minimization.

In this paper, we consider the connectedness of planar self-affine set T(A,D)T(A,\mathcal{D}) arising from an integral expanding matrix AA with characteristic polynomial f(x)=x2+bx+cf(x)=x^2+bx+c and a digit set D={0,1,,m}v\mathcal{D}=\{0,1,\dots, m\}v. The necessary and sufficient conditions only depending on b,c,mb,c,m are given for the $T(A…

2014-04-25abs ↗pdf ↗

Let AA be an expanding d×dd\times d matrix with integer entries and DZd{\mathcal D}\subset {\mathbb Z}^d be a finite digit set. Then the pair (A,D)(A, {\mathcal D}) defines a unique integral self-affine set K=A1(K+D)K=A^{-1}(K+{\mathcal D}). In this paper, by replacing the Euclidean norm with a pseudo-norm ww in terms of AA, we…

2017-04-24abs ↗pdf ↗

Multi-view subspace clustering has been applied to applications such as image processing and video surveillance, and has attracted increasing attention. Most existing methods learn view-specific self-representation matrices, and construct a combined affinity matrix from multiple views. The affinity construction process…

2019-12-16abs ↗pdf ↗

We study the connectedness of the planar self-affine sets T(A,D)T(A,{\mathcal{D}}) generated by an integer expanding matrix AA with det(A)=3|\det(A)|=3 and a non-collinear digit set D={0,v,kAv}{\mathcal D}=\{0, v, kAv\} where kZ{0}k\in {\mathbb Z}\setminus\{0\} and vZ2v\in {\mathbb Z}^2 such that {v,Av}\{v, Av\} is linearly independent. By chec…

2012-08-18abs ↗pdf ↗

In this paper we construct a homomorphism of the affine braid group BrnaffBr_n^{aff} in the convolution algebra of the equivariant matrix factorizations on the space X2=bn×GLn×nn\overline{\mathcal{X}}_2=\mathfrak{b}_n\times GL_n\times\mathfrak{n}_n considered in the earlier paper of the authors. We explain that the pull-back on the …

2017-02-12abs ↗pdf ↗

An ε\varepsilon-coreset for Least-Mean-Squares (LMS) of a matrix ARn×dA\in{\mathbb{R}}^{n\times d} is a small weighted subset of its rows that approximates the sum of squared distances from its rows to every affine kk-dimensional subspace of Rd{\mathbb{R}}^d, up to a factor of 1±ε1\pm\varepsilon. Such coresets are useful…

2019-07-02abs ↗pdf ↗

Retrieving the most similar objects in a large-scale database for a given query is a fundamental building block in many application domains, ranging from web searches, visual, cross media, and document retrievals. State-of-the-art approaches have mainly focused on capturing the underlying geometry of the data manifolds…

2018-03-14abs ↗pdf ↗

Spectral Clustering(SC) is a prominent data clustering technique of recent times which has attracted much attention from researchers. It is a highly data-driven method and makes no strict assumptions on the structure of the data to be clustered. One of the central pieces of spectral clustering is the construction of an…

2019-09-17abs ↗pdf ↗

A fast method estimates correlations in hybrid systems using observable market data.

problem Estimating instantaneous correlations in hybrid systems from observable data.
method Empirical correlations between observable market quantities are used to estimate state variables' correlations. Linear systems are involved, and the matrix is converted to positive semidefinite if necessary.
result The estimates are reasonably accurate, especially with more than 1,000 data points.

In the paper, we focus on the connectedness of planar self-affine sets T(A,D)T(A,{\mathcal{D}}) generated by an integer expanding matrix AA with det(A)=3|\det (A)|=3 and a collinear digit set D={0,1,b}v{\mathcal{D}}=\{0,1,b\}v, where b>1b>1 and vR2v\in {\mathbb{R}}^2 such that {v,Av}\{v, Av\} is linearly independent. We discuss the domain of…

2012-05-16abs ↗pdf ↗

Let T:=T(A,D)T:= T(A, {\mathcal D}) be a disk-like self-affine tile generated by an integral expanding matrix AA and a consecutive collinear digit set D{\mathcal D}, and let f(x)=x2+px+qf(x)=x^{2}+px+q be the characteristic polynomial of AA. In the paper, we identify the boundary T\partial T with a sofic system by constructing a ne…

2012-06-02abs ↗pdf ↗

Reconstruction based subspace clustering methods compute a self reconstruction matrix over the samples and use it for spectral clustering to obtain the final clustering result. Their success largely relies on the assumption that the underlying subspaces are independent, which, however, does not always hold in the appli…

2012-06-18abs ↗pdf ↗

Self-affine tiles homeomorphic to a ball proven for a specific digit set.

problem Topology of self-affine tiles with collinear digit sets.
method Proving homeomorphism to a ball using integral self-affine tiles with collinear digit sets.
result A large class of integral self-affine tiles with collinear digit sets is homeomorphic to a closed 3-dimensional ball.

We provide a proof of backpropagation algorithm in matrix notation.

problem The lack of a full induction proof of backpropagation algorithm in matrix notation.
method We provide a full induction proof of the BP algorithm in matrix notation, situating it in the framework of matrix differential calculus.
result We prove the validity of the backpropagation algorithm in inductive form.

No non-product Hessian rank 1 affine homogeneous hypersurfaces exist in dimensions 5 and above.

problem Identifying non-product Hessian rank 1 affine homogeneous hypersurfaces in higher dimensions.
method Developed a normal form for hypersurfaces under the affine group, up to order ≤ n+5, in any dimension n ≥ 2.
result Non-existence of non-product Hessian rank 1 affine homogeneous hypersurfaces in dimensions 5 and above.