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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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0111 · Aug 201719922001200920172026
4 results for block-preconditioning

New algorithm speeds up large-scale statistical inference.

problem Efficiently solving large-scale mean-field variational inference problems.
method Developed a novel primal-dual algorithm (PD-VI) and a block-preconditioned extension (P2^2D-VI) for mean-field variational inference.
result PD-VI and P2^2D-VI achieve faster convergence and better solution quality compared to existing methods.

A fast metric learning framework using Gershgorin disc alignment.

problem Learning effective metrics for graph-based data.
method Fast projection-free metric learning via Gershgorin disc alignment.
result Efficiently computed graph metric matrices outperform competing methods.

A new metric learning framework for signed graphs using Gershgorin disc alignment.

problem Learning Mahalanobis metrics from signed graphs efficiently.
method Proposes a fast metric learning framework using Gershgorin disc perfect alignment (GDPA) to circumvent full eigen-decomposition.
result Proves that Gershgorin disc left-ends of similarity transform are perfectly aligned at the smallest eigenvalue, enabling efficient optimization.