arXiv research

Complex systems are typically represented by large ensembles of observations. Correlation matrices provide an efficient formal framework to extract information from such multivariate ensembles and identify in a quantifiable way patterns of activity that are reproducible with statistically significant frequency compared…

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…

Gradient descent recovers principal components of overparametrized asymmetric matrices without explicit regularization.

A family of parsimonious shifted asymmetric Laplace mixture models is introduced. We extend the mixture of factor analyzers model to the shifted asymmetric Laplace distribution. Imposing constraints on the constitute parts of the resulting decomposed component scale matrices leads to a family of parsimonious models. An…

We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special structure superimposed due to the time-shift. We demonstrate that the associated eigen…

Study uncovers new phase transitions in asymmetric causal inference scenarios.

Extends multidimensional scaling to analyze three-way asymmetric proximities.

Financial markets are highly correlated systems that reveal both the inter-market dependencies and the correlations among their different components. Standard analyzing techniques include correlation coefficients for pairs of signals and correlation matrices for rich multivariate data. In the latter case one constructs…

Multiresolution Matrix Factorization (MMF) was recently introduced as an alternative to the dominant low-rank paradigm in order to capture structure in matrices at multiple different scales. Using ideas from multiresolution analysis (MRA), MMF teased out hierarchical structure in symmetric matrices by constructing a se…

Gradient descent solves asymmetric low-rank matrix sensing without balancing.

The paper studies phase transitions in random matrices and tensor unfolding for detecting signals.

Random feature matrices' singular values concentrate near their full expectation in high dimensions.

Edge subdivision affects the Perron eigenvalue of tree Ricci matrices.

Non-orthogonal joint diagonalization (NJD) free of prewhitening has been widely studied in the context of blind source separation (BSS) and array signal processing, etc. However, NJD is used to retrieve the jointly diagonalizable structure for a single set of target matrices which are mostly formulized with a single da…

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

Paper studies asymmetric matrix sensing, proving gradient descent converges to low-rank solutions.

This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix $\mathbf{M}^{\star}\in \mathbb{R}^{n\times n}$, yet only a randomly perturbed version $\mathbf{M}$ is observed. The noise matrix $\mathbf{M}-\mathbf{M}^{\s…

Paper studies tensor models using random matrix theory.

Robust clustering of high-dimensional data is an important topic because clusters in real datasets are often heavy-tailed and/or asymmetric. Traditional approaches to model-based clustering often fail for high dimensional data, e.g., due to the number of free covariance parameters. A parametrization of the component sc…

Study of geometric analysis on asymmetric metric spaces, including heat flow and Sobolev spaces.

New metrics for Anosov representations defined from Thurston's asymmetric metrics.

Generalizes Thurston's asymmetric metric to flat metrics.

This study examines asymmetric cross-correlations in cryptocurrency markets using fractal analysis.

Theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.

This work presents deep asymmetric networks with a set of node-wise variant activation functions. The nodes' sensitivities are affected by activation function selections such that the nodes with smaller indices become increasingly more sensitive. As a result, features learned by the nodes are sorted by the node indices…

In this paper we study the matrix completion problem: Suppose $X \in {\mathbb R}^{n_r \times n_c}$ is unknown except for a known upper bound $r$ on its rank. By measuring a small number $m \ll n_r n_c$ of elements of $X$, is it possible to recover $X$ exactly with noise-free measurements, or to construct a good approxi…

We consider the problem of designing locality sensitive hashes (LSH) for inner product similarity, and of the power of asymmetric hashes in this context. Shrivastava and Li argue that there is no symmetric LSH for the problem and propose an asymmetric LSH based on different mappings for query and database points. Howev…

New asymmetric kernel methods improve feature learning.

Paper proposes new methods for improving interatomic potentials.

The article confirms two quasi-alternating surgeries for 9 asymmetric L-space knots.

Asymmetric expansion preserves convexity in hyperbolic geometry.

The paper improves asymmetric causality tests by addressing inefficiencies and statistical significance issues.

We propose Deep Asymmetric Multitask Feature Learning (Deep-AMTFL) which can learn deep representations shared across multiple tasks while effectively preventing negative transfer that may happen in the feature sharing process. Specifically, we introduce an asymmetric autoencoder term that allows reliable predictors fo…

In this paper we show how the study of asymmetric R&D alliances, that are those between young and small firms and large and MNEs firms for knowledge exploration and/or exploitation, requires the adoption of a coopetitive framework which consider both collaboration and competition. We draw upon the literature on asymmet…

Bayesian VI copula models capture asymmetric intraday equity dependence.

This work describes compactifications of metric spaces and vector spaces using asymmetric norms.

The paper introduces new portfolio rules beyond mean-variance, addressing asymmetry and uncertainty.

Extends metric to Margulis spacetimes for convex properties.

In recent years, correntropy has been seccessfully applied to robust adaptive filtering to eliminate adverse effects of impulsive noises or outliers. Correntropy is generally defined as the expectation of a Gaussian kernel between two random variables. This definition is reasonable when the error between the two random…

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to create generalized asymmetric versions of the Laplace and normal distributions, whic…

Enhances reinforcement learning with partial state information.

This paper studies gradient flows in asymmetric metric spaces and proves existence results.

Paper defines saddle points in asymmetric Dynkin games using martingale theory.

Modified asymmetric hidden Markov models for time series with autoregressive components.

Mixtures of multivariate contaminated shifted asymmetric Laplace distributions are developed for handling asymmetric clusters in the presence of outliers (also referred to as bad points herein). In addition to the parameters of the related non-contaminated mixture, for each (asymmetric) cluster, our model has one param…

In this paper, we propose a novel asymmetric $ε$-insensitive pinball loss function for quantile estimation. There exists some pinball loss functions which attempt to incorporate the $ε$-insensitive zone approach in it but, they fail to extend the $ε$-insensitive approach for quantile estimation in true sense. The propo…

Study proves value of non-Markovian games with partial, asymmetric info.

Universal preconditioning reduces sequential prediction regret.