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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.

168,742 papers · 148 categories

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68137205273 · May 202619922001200920172026
48 results for asymptotic rank

In this article we define and study a notion of asymptotic rank for metric spaces and show in our main theorem that for a large class of spaces, the asymptotic rank is characterized by the growth of the higher filling functions. For a proper, cocompact, simply-connected geodesic metric space of non-curvature in the sen…

2007-01-08abs ↗pdf ↗

Proves homological inequality for cycles in Hadamard spaces of asymptotic rank 2.

problem Establishing isoperimetric inequalities in Hadamard spaces of asymptotic rank two.
method Homological inequality for cycles in dimensions at least 2, assuming finite linearly controlled asymptotic dimension.
result Homological inequality for general cycles in Hadamard 3-manifolds and finite-dimensional CAT(0) cube complexes.

The paper tackles learning true rankings from noisy, incomplete data.

problem Learning true rankings from incomplete and noisy data.
method Introduces a selective Mallows model for noisy rankings and derives upper and lower bounds on sample complexity.
result Strong asymptotically tight bounds on sample complexity for learning complete rankings and top-k rankings.

We consider the heat kernel (and the zeta function) associated with Laplace type operators acting on a general irreducible rank 1 locally symmetric space X. The set of Minakshisundaram- Pleijel coefficients {A_k(X)}_{k=0}^{\infty} in the short-time asymptotic expansion of the heat kernel is calculated explicitly.

1998-04-23abs ↗pdf ↗

We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a stochastically independent uniformly distributed unit vector. When the set of unit vectors …

2015-11-19abs ↗pdf ↗

Study on the asymptotic geometry of Higgs bundles over projective line.

problem Understanding the asymptotic behavior of Hitchin's metric on moduli spaces of rank two irregular Higgs bundles.
method Analysis of Hitchin's hyperkähler metric and comparison with semiflat and ALG/ALG^\ast models.
result Hitchin's metric is asymptotic to semiflat and ALG/ALG^\ast models at polynomial and exponential rates.

Low-rank matrix regression refers to the instances of recovering a low-rank matrix based on specially designed measurements and the corresponding noisy outcomes. In the last decade, numerous statistical methodologies have been developed for efficiently recovering the unknown low-rank matrices. However, in some applicat…

2018-05-24abs ↗pdf ↗

New method proves asymptotic normality for matrix sensing problems.

problem Proving asymptotic normality for matrix sensing under general convex losses.
method Riemannian geometry to handle degeneracy of the Hessian due to rotational symmetry.
result Proves n(φ0φ)DN(0,(H)1)\sqrt{n}(φ^0-φ^*)\xrightarrow{D}N(0,(H^*)^{-1}) as non o\infty.

StatLoRA uses statistical inference to allocate ranks in LoRA fine-tuning, improving performance.

problem Balancing efficiency, expressiveness, and generalization in LoRA rank allocation.
method Formulates LoRA rank allocation as a statistical hypothesis testing problem, using estimated p-values to determine component retention or pruning.
result StatLoRA achieves comparable or better performance than existing methods under matched rank budgets.

This paper sets fundamental limits for rank-one matrix estimation with varying noise levels.

problem Estimating a rank-one matrix from Gaussian observations with different noise levels across blocks.
method Novel reduction from heterogeneous noise to homogeneous noise, proving asymptotic error bounds.
result Asymptotically exact formulas for minimum mean-squared error in estimating rank-one matrix and factors.

Myopic procedures are shown to be asymptotically optimal in ranking and selection problems.

problem Selecting the best design from a set with unknown mean performance.
method Myopic procedures that iteratively improve an approximation of the objective measure.
result Myopic procedures satisfy optimality conditions of ranking and selection problems.

The paper improves spectral ranking methods for diverse comparison graphs.

problem Estimating preference scores from multiway comparisons with heterogeneous sizes.
method Develops a two-step spectral method for estimating preference scores and their uncertainties.
result The two-step spectral method achieves the same asymptotic efficiency as the Maximum Likelihood Estimator (MLE).

Proposes a method to optimize budget allocation for collecting and analyzing streaming data.

problem Optimizing resource allocation for collecting and analyzing streaming data.
method Formulates optimization problems to allocate budgets for collecting input data and running simulations, characterizes asymptotic behavior of performance estimators, and develops a multi-stage simultaneous budget allocation procedure.
result Demonstrates competitive performance of the proposed procedure through numerical studies.

We consider the predictive problem of supervised ranking, where the task is to rank sets of candidate items returned in response to queries. Although there exist statistical procedures that come with guarantees of consistency in this setting, these procedures require that individuals provide a complete ranking of all i…

2012-04-07abs ↗pdf ↗

Asymptotically harmonic manifolds are simply connected complete Riemannian manifolds without conjugate points such that all horospheres have the same constant mean curvature hh. In this article we present results for harmonic functions on rank one asymptotically harmonic manifolds XX with mild curvature boundedness c…

2014-04-16abs ↗pdf ↗

Study on complexity of random polynomials with deterministic spikes, identifying phase transitions.

problem Complexity of random Gaussian polynomials with deterministic spikes on a sphere.
method Variational formulas, Kac-Rice formula, determinant asymptotics of finite-rank perturbation of Gaussian Wigner matrices.
result Identification of a topological phase transition in the complexity function.

Efficient tensor decomposition for count data models achieves near-optimal multiway analysis.

problem Efficient tensor decomposition for count data models.
method Rank-constrained maximum-likelihood estimator for tensor decomposition.
result Achieves multiway analysis with variance matching Cramér-Rao Lower Bound up to constants and logarithmic factors.

Study asymptotic properties of generalized shortfall risk measures for heavy-tailed risks.

problem Understanding risk measures for heavy-tailed risks.
method Derive asymptotic expansions for generalized shortfall risk measures.
result Unified theory for risk measures including distortion and utility-based measures.

Study shows generative priors improve rank-one matrix recovery with optimal sample complexity.

problem Recovering a rank-one signal matrix from noisy data with additional prior information.
method Analysis of a nonlinear least squares objective with a favorable global optimization landscape.
result Established optimal sample complexity for generative priors in rank-one matrix recovery.

Let G be a connected semisimple Lie group with at least one absolutely simple factor S such that R-rank(S) is at least 2, and let ΓΓ be a uniform lattice in G. (a) If CHCH holds, then ΓΓ has a unique asymptotic cone up to homeomorphism. (b) If CHCH fails, then ΓΓ has 22ω2^{2^ω} asymptotic cones up to homeomorphism.

2003-06-30abs ↗pdf ↗

Proposes new rule for ranking investment prospects over long horizons.

problem Ranking investment prospects over long horizons considering bounded risk aversion.
method Introduces asymptotic fractional-order stochastic dominance with bounded relative risk aversion.
result Establishes equivalent conditions for the new rule under lognormal returns without mean non-negativity constraint.

A complete Riemannian manifold without conjugate points is called asymptotically harmonic if the mean curvature of its horospheres is a universal constant. Examples of asymptotically harmonic manifolds include flat spaces and rank one locally symmetric spaces of noncompact type. In this paper we show that this list exh…

2012-05-10abs ↗pdf ↗

Sharp asymptotics reveal how network width controls learnability in quadratic neural networks.

problem Understanding learnability in overparameterized quadratic neural networks.
method Mapping ERM to convex matrix sensing with nuclear norm penalization.
result Characterization of global minima and precise generalization thresholds.

We study the large scale geometry of the mapping class group, MCG. Our main result is that for any asymptotic cone of MCG, the maximal dimension of locally compact subsets coincides with the maximal rank of free abelian subgroups of MCG. An application is an affirmative solution to Brock-Farb's Rank Conjecture which as…

2005-12-15abs ↗pdf ↗

We obtain Ricci flat Kähler metrics on complex symmetric spaces of rank two by using an explicit asymptotic model whose geometry at infinity is interpreted in the wonderful compactification of the symmetric space. We recover the metrics of Biquard-Gauduchon in the Hermitian case and obtain in addition several new metri…

2018-07-18abs ↗pdf ↗

The paper ranks items based on top choices in multiway comparisons.

problem Ranking items based on top choices in multiway comparisons.
method Uniform sampling scheme, statistical rates of convergence, asymptotic normality, maximum likelihood estimator, Gaussian multiplier bootstrap.
result Proposed inference framework for ranking items through maximum pairwise difference statistic.

Spectral ranking methods are improved against semi-random graph sampling.

problem Improving spectral ranking methods in semi-random graph sampling.
method Investigating entry-wise error of spectral algorithms against a semi-random adversary.
result Asymptotic performance can be recovered by reweighting observed edges.

Paper establishes limits for accurately estimating low-rank matrices from noisy, non-linear data.

problem Estimating low-rank matrices from noisy, non-linear observations.
method Proves strong universality result with equivalent Gaussian model and effective prior parameters.
result Signal-to-noise ratio requirement grows as $N^{ rac 12 (1-1/k_F)}$ for accurate reconstruction.

We establish a precise asymptotic formula for the number of homotopy classes of periodic orbits for the geodesic flow on rank one manifolds of nonpositive curvature. This extends a celebrated result of G. A. Margulis to the nonuniformly hyperbolic case and strengthens previous results by G. Knieper. We also establish s…

2007-06-19abs ↗pdf ↗

We classify noncompact homogeneous spaces which are Einstein and asymptotically harmonic. This completes the classification of Riemannian harmonic spaces in the homogeneous case: Any simply connected homogeneous harmonic space is flat, or rank-one symmetric, or a nonsymmetric Damek-Ricci space. Independently, Y. Nikola…

2004-09-20abs ↗pdf ↗

Simple algorithms identify best items or full rankings from choice-based feedback.

problem Learning to identify the best item or full ranking from choice-based feedback.
method Nested Elimination (NE) and Nested Partition (NP) algorithms.
result NE is worst-case asymptotically optimal, NP is optimal up to a constant factor.

We prove that the filling order is quadratic for a large class of solvable groups and asymptotically quadratic for all Q-rank one lattices in semisimple groups of R-rank at least 3. As a byproduct of auxiliary results we give a shorter proof of the theorem on the nondistorsion of horospheres providing also an estimate …

2001-10-10abs ↗pdf ↗

This paper is devoted to the bipartite ranking problem, a classical statistical learning task, in a high dimensional setting. We propose a scoring and ranking strategy based on the PAC-Bayesian approach. We consider nonlinear additive scoring functions, and we derive non-asymptotic risk bounds under a sparsity assumpti…

2015-11-09abs ↗pdf ↗

We show that every automorphism αα of a free group FkF_k of finite rank kk has {\it asymptotically periodic} dynamics on FkF_k and its boundary Fk\partial F_k: there exists a positive power αqα^q such that every element of the compactum FkFkF_k \cup \partial F_k converges to a fixed point under iteration of αqα^q.

2004-07-26abs ↗pdf ↗

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on rank-SVM. Data points are first ranked based on scores derived from nearest neighbor graphs on n-point nominal data. We then train a rank-SVM using this ranked data. A test-point is declared as an anomaly at alpha-…

2014-05-02abs ↗pdf ↗

Volume comparison theorem for rank 1 symmetric spaces proved.

problem Volume comparison for symmetric spaces of non-compact type.
method Normalized Ricci--DeTurck flow to analyze volume functional and derive monotonicity properties.
result Volume comparison theorem established for rank 1 symmetric spaces of non-compact type.