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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.

168,982 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jul 199219922001200920172026
48 results for bounded entries

Improved matrix completion for non-uniformly sampled data.

problem Estimating unobserved entries in a matrix with varying sampling probabilities.
method Developed entry-specific bounds for low-rank matrix completion under structured non-uniform sampling.
result Error bounds for each entry match minimax lower bounds under certain conditions.

We show that for the problem of testing if a matrix AFn×nA \in F^{n \times n} has rank at most dd, or requires changing an εε-fraction of entries to have rank at most dd, there is a non-adaptive query algorithm making O~(d2/ε)\widetilde{O}(d^2/ε) queries. Our algorithm works for any field FF. This improves upon the previous…

2018-10-18abs ↗pdf ↗

This work generalizes transformer attention to capture higher-order correlations efficiently.

problem Detecting triple-wise connections that were impossible for transformers.
method Developed a generalized attention scheme using Kronecker computation, showing near-linear time algorithms for bounded entries.
result A near-linear time algorithm for generalized attention computation in the bounded-entry setting.

A new tensor completion method handles missing data with missing not at random entries.

problem Handling missing data in tensors where the probability of observation depends on other entries.
method Estimate propensities using convex relaxation, then use higher-order SVD with inverse propensities weights.
result Finite-sample error bounds on the completed tensor are provided.

Algorithm estimates tensors from sparse observations with robust error bounds.

problem Estimating tensors from sparse noisy observations.
method Similarity-based collaborative filtering algorithm for tensor estimation.
result Achieves sample complexity nearly matching conjectured lower bound.

PACE-GGM uses Gaussian mechanism for private covariance estimation.

problem Private estimation of covariance matrices in high dimensions.
method Data-adaptive selection of entries, Gaussian mechanism, maximum-entropy reconstruction.
result Consistent improvements in estimation error compared to Gaussian mechanism and baselines.

Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean square error RMSE <= C(rn/|E|)^0.5 . Further, if r=O(1), M can be reconstructed ex…

2009-01-20abs ↗pdf ↗

The Sinkhorn-Knopp algorithm converges quickly but the number of iterations is poorly understood.

problem Understanding the number of iterations required for the Sinkhorn-Knopp algorithm to converge.
method Analyzing the Sinkhorn-Knopp algorithm for matrices with a specific density threshold.
result The Sinkhorn-Knopp algorithm requires Ω(n1/2/ε)Ω(n^{1/2}/\varepsilon) iterations for matrices with density γ<1/2γ<1/2.

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and each remaining column is partially observed with uniform sampling. To recover the …

2018-06-27abs ↗pdf ↗

A new method for streaming PCA provides confidence intervals for eigenvector entries.

problem Uncertainty quantification for individual entries in streaming PCA.
method Oja's algorithm, Bernstein-type concentration bound, Central Limit Theorem, subsampling algorithm.
result Sharp concentration bound and Central Limit Theorem for streaming PCA entries.

Study heavy-tailed weights' impact on neural network's spectral distribution.

problem Analyzing spectral distribution of conjugate kernel matrices with heavy-tailed weights.
method Computed limiting eigenvalue distribution through moments, considering heavy-tailed distributions and nonlinear activation functions.
result Heavy-tailed weights induce strong correlations, leading to fundamentally different spectral behavior.

Proposes a new matrix factorization model for interval-valued matrices.

problem Matrix factorization for matrices with entries in a given interval.
method Bounded simplex-structured matrix factorization (BSSMF) with fast algorithm for missing data.
result BSSMF provides a unique decomposition under certain conditions.

We consider the problem of exact recovery of any m×nm\times n matrix of rank ϱ\varrho from a small number of observed entries via the standard nuclear norm minimization framework. Such low-rank matrices have degrees of freedom (m+n)ϱϱ2(m+n)\varrho - \varrho^2. We show that any arbitrary low-rank matrices can be recovered exa…

2015-03-22abs ↗pdf ↗

We consider the following general hidden hubs model: an n×nn \times n random matrix AA with a subset SS of kk special rows (hubs): entries in rows outside SS are generated from the probability distribution p0N(0,σ02)p_0 \sim N(0,σ_0^2); for each row in SS, some kk of its entries are generated from p1N(0,σ12)p_1 \sim N(0,σ_1^2), $…

2016-08-12abs ↗pdf ↗

We consider the problem of low canonical polyadic (CP) rank tensor completion. A completion is a tensor whose entries agree with the observed entries and its rank matches the given CP rank. We analyze the manifold structure corresponding to the tensors with the given rank and define a set of polynomials based on the sa…

2017-03-31abs ↗pdf ↗

A determinantal point process (DPP) is a probabilistic model of set diversity compactly parameterized by a positive semi-definite kernel matrix. To fit a DPP to a given task, we would like to learn the entries of its kernel matrix by maximizing the log-likelihood of the available data. However, log-likelihood is non-co…

2014-11-04abs ↗pdf ↗

The paper tackles matrix estimation from noisy data, focusing on low-rank matrices.

problem Estimating a low-rank matrix from noisy observations.
method The paper analyzes several estimators, including constrained nuclear-norm minimization, nuclear-norm regularized least squares, and a nonconvex constrained low-rank optimization problem.
result The estimators provide upper error bounds that depend on matrix rank, observed fraction, and matrix sums, and are minimax optimal.

Study of a generalized geometric Brownian motion with varying entry and exit rates.

problem Understanding the long-run behavior of economic systems with growth, volatility, entry, and exit.
method Generalized geometric Brownian motion framework with varying entry and exit rates, analyzing moments and survival probability.
result Optimal exit rate minimizes mean first-passage time, influencing system outcome.

We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper constraints on the matrix MM, and establish theoretical upper and lower bounds on the rec…

2015-01-26abs ↗pdf ↗

New research shows larger language models improve data processing for diverse entries.

problem Optimizing data processing for tables with diverse string entries.
method Analytical tasks on tables with varying language model sizes and a fuzzy join benchmark.
result Larger language models improve data processing for diverse entries, but fine-tuning is necessary.

Detecting a planted submatrix in random matrices with non-asymptotic methods.

problem Detecting a planted submatrix in random matrices with non-zero entries.
method Established minimax lower bounds and derived optimal tests for distinguishing the null and alternative hypotheses.
result Non-asymptotic upper and lower bounds match for any configuration of matrix dimensions.

New algorithms speed up attention computation for large models by limiting matrix entries.

problem Efficiently compute attention matrices for large language models.
method Developed algorithms that exploit the structure of the attention matrix AA to achieve subquadratic time complexity.
result There is a sharp transition at B=Θ(logn)B = Θ(\sqrt{\log n}) for efficient computation of attention matrices.

For any matrix A in R^(m x n) of rank ρ, we present a probability distribution over the entries of A (the element-wise leverage scores of equation (2)) that reveals the most influential entries in the matrix. From a theoretical perspective, we prove that sampling at most s = O ((m + n) ρ^2 ln (m + n)) entries of the ma…

2013-10-14abs ↗pdf ↗

Matrix completion works well for smooth non-linear structures, even without low-rank assumptions.

problem Matrix completion for smooth non-linear structures.
method Nuclear-norm penalization for matrices lying in a low-dimensional non-linear manifold.
result Nuclear-norm penalization is minimax rate optimal for recovering smooth non-linear matrices with missing data.

We consider the problem of completing a matrix with categorical-valued entries from partial observations. This is achieved by extending the formulation and theory of one-bit matrix completion. We recover a low-rank matrix XX by maximizing the likelihood ratio with a constraint on the nuclear norm of XX, and the obser…

2015-07-02abs ↗pdf ↗

New method estimates tensors from noisy data with missing entries.

problem Tensor estimation from noisy observations with missing entries.
method Sign series representation for tensor completion, addressing low- and high-rank signals.
result Excess risk bounds, estimation error rates, and sample complexities established.

Study on optimal bubble riding with price-dependent entry times in a mean field game model.

problem Optimal bubble riding with price-dependent entry times.
method Mean field game of controls with common noise and random entry time, existence result obtained through discretization and limit analysis.
result Existence of equilibrium in the mean field game model.

Many problems in computer vision and recommender systems involve low-rank matrices. In this work, we study the problem of finding the maximum entry of a stochastic low-rank matrix from sequential observations. At each step, a learning agent chooses pairs of row and column arms, and receives the noisy product of their l…

2017-12-13abs ↗pdf ↗

Research shows how deepfakes can be used to manipulate accounting systems.

problem The vulnerability of CAATs to adversarial attacks.
method Developed a thread model to camouflage anomalies, used adversarial autoencoder neural networks to learn latent factors, demonstrated misuse of model to generate misleading entries.
result Adversarial autoencoder neural networks can learn and manipulate accounting data to deceive CAATs.

In the noisy tensor completion problem we observe mm entries (whose location is chosen uniformly at random) from an unknown n1×n2×n3n_1 \times n_2 \times n_3 tensor TT. We assume that TT is entry-wise close to being rank rr. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…

2015-01-26abs ↗pdf ↗

We present a novel algebraic combinatorial view on low-rank matrix completion based on studying relations between a few entries with tools from algebraic geometry and matroid theory. The intrinsic locality of the approach allows for the treatment of single entries in a closed theoretical and practical framework. More s…

2012-11-17abs ↗pdf ↗

We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We consider the usual matrix recovery formulation through maximum likelihood with pro…

2015-04-20abs ↗pdf ↗

Reducing barriers to entry in large-scale ML markets, study shows multi-objective learning can lower data requirements.

problem Barriers to entry in emerging markets for large-scale machine learning models.
method Defined a multi-objective high-dimensional regression framework to study reputational damage and data requirements.
result The number of data points needed for a new company to enter the market can be significantly smaller than the incumbent company's dataset size.

We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix MM^*. Instead of observing a subset of the noisy continuous-valued entries of a matrix MM^*, we observe a subset of noisy 1-bit (or binary) measurements generated according to a probabilistic model. W…

2015-02-24abs ↗pdf ↗

The systole of a hyperbolic surface is bounded by a logarithmic function of its genus. This bound is sharp, in that there exist sequences of surfaces with genera tending to infinity that attain logarithmically large systoles. These are constructed by taking congruence covers of arithmetic surfaces. In this article we p…

2015-12-21abs ↗pdf ↗

Low rank matrix factorisation is often used in recommender systems as a way of extracting latent features. When dealing with large and sparse datasets, traditional recommendation algorithms face the problem of acquiring large, unrestrained, fluctuating values over predictions especially for users/items with very few co…

2018-07-15abs ↗pdf ↗