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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.

168,657 papers · 148 categories

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17345067 · Jun 202019922001200920172026
48 results for circulant matrices

Paper offers robust recovery for 1-bit sensing with partial Gaussian circulant matrices.

problem Accurately recovering vectors from 1-bit measurements using structured matrices.
method Correlation-based optimization with randomly signed partial Gaussian circulant matrices and generative models.
result Recovery guarantees match those for i.i.d. Gaussian matrices but with faster computation.

In this paper, we study deep diagonal circulant neural networks, that is deep neural networks in which weight matrices are the product of diagonal and circulant ones. Besides making a theoretical analysis of their expressivity, we introduced principled techniques for training these models: we devise an initialization s…

2019-01-29abs ↗pdf ↗

We consider a 3-dimensional Riemannian manifold V with a metric g and an affinor structure q. The local coordinates of these tensors are circulant matrices. In V we define an almost conformal transformation. Using that definition we construct an infinite series of circulant metrics which are successively almost conform…

2010-10-24abs ↗pdf ↗

We describe new results and algorithms for two different, but related, problems which deal with circulant matrices: learning shift-invariant components from training data and calculating the shift (or alignment) between two given signals. In the first instance, we deal with the shift-invariant dictionary learning probl…

2018-12-03abs ↗pdf ↗

Binary embedding of high-dimensional data requires long codes to preserve the discriminative power of the input space. Traditional binary coding methods often suffer from very high computation and storage costs in such a scenario. To address this problem, we propose Circulant Binary Embedding (CBE) which generates bina…

2014-05-13abs ↗pdf ↗

New algorithms for efficient learning with long-term rewards in contextual bandits.

problem Efficient learning with long-term rewards in contextual bandits.
method Proposes new algorithms leveraging sparsity to discover dependence patterns and arm parameters.
result Regret upper bounds for data-poor and data-rich regimes, showing improved sample complexity.

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on billions of datapoints, without requiring distributed inference, or severe assumption…

2015-11-05abs ↗pdf ↗

We obtain a sharp lower bound on the isoperimetric deficit of a general polygon in terms of the variance of its side lengths, the variance of its radii, and its deviation from being convex. Our technique involves a functional minimization problem on a suitably constructed compact manifold and is based on the spectral t…

2014-02-18abs ↗pdf ↗

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense but are assumed to have a low-rank structure when matricized appropriately. Such a…

2019-04-28abs ↗pdf ↗

A new algorithm for optimizing huge-scale black-box problems with reduced memory usage.

problem Optimizing huge-scale black-box problems with limited vector operations.
method ZO-BCD algorithm for zeroth-order optimization with reduced memory footprint.
result ZO-BCD achieves state-of-the-art adversarial attack success rate of 97.9%.

We consider a class (M, g, q) of four-dimensional Riemannian manifolds M, where besides the metric g there is an additional structure q, whose fourth power is the unit matrix. We use the existence of a local coordinate system such that there the coordinates of g and q are circulant matrices. In this system q has consta…

2014-09-26abs ↗pdf ↗

Novel Bayesian framework for spatio-temporal neuroimaging data.

problem Inference on multi-task sparse hierarchical regression models with complex spatio-temporal dynamics.
method Flexible hierarchical Bayesian framework with Kronecker product covariance structure, majorization-minimization optimization, and Riemannian geometry.
result Improved performance on synthetic and real M/EEG data.

Recurrent Neural Networks (RNNs) are becoming increasingly important for time series-related applications which require efficient and real-time implementations. The recent pruning based work ESE suffers from degradation of performance/energy efficiency due to the irregular network structure after pruning. We propose bl…

2018-03-20abs ↗pdf ↗

The paper uncovers symmetries in large language models through layer-peeled optimization.

problem Understanding geometric structure in large language model weights and context embeddings.
method Constrained layer-peeled optimization program to analyze symmetries in next-token distributions.
result Symmetries in target next-token distributions are transferred to optimal model weights and context embeddings.

A 4-dimensional Riemannian manifold equipped with a circulant structure, which is an isometry with respect to the metric and its fourth power is the identity, is considered. The almost product manifold associated with the considered manifold is studied. The relation between the covariant derivatives of the almost produ…

2017-03-23abs ↗pdf ↗

Study curvature properties of specific Riemannian manifolds with skew-circulant structures.

problem Investigate curvature of Riemannian manifolds with a particular tensor structure.
method Analyze 4D Riemannian manifolds with right skew-circulant tensor S, invariant under S and g, focusing on Ricci tensor and sectional curvatures.
result Obtained properties of curvature tensors and sectional curvatures for specific manifolds.

We have studied the statistical mechanics of money circulation in a closed economic system. An explicit statistical formulation of the circulation velocity of money is presented for the first time by introducing the concept of holding time of money. The result indicates that the velocity is governed by behavior pattern…

2005-07-20abs ↗pdf ↗

We consider a four dimensional Riemannian manifold M with a metric g and an affinor structure q. We note the local coordinates of g and q are circulant matrices. Their first orders are (A, B, C, B)(A, B, C are smooth functions on M) and (0, 1, 0, 0), respectively. Let nabla be the connection of g. Then we obtain: 1) q^…

2011-06-14abs ↗pdf ↗

A 4-dimensional Riemannian manifold equipped with an additional tensor structure, whose fourth power is the identity, is considered. This structure has a circulant matrix with respect to some basis, i.e. the structure is circulant, and it acts as an isometry with respect to the metric. The Riemannian product manifold a…

2019-04-20abs ↗pdf ↗

We prove that Pareto theory of circulation of elites results from our wealth evolution model, Kelly criterion for optimal betting and Keynes' observation of "animal spirits" that drive the economy and cause that human financial decisions are prone to excess risk-taking.

2014-12-15abs ↗pdf ↗

C-OPH improves One Permutation Hashing by using a shorter circulant permutation.

problem Improving the accuracy of One Permutation Hashing (OPH) for Jaccard similarity estimation.
method Develops a new densification method using a shorter circulant permutation.
result Achieves the smallest estimation variance for Jaccard similarity.

Study of spheres and circles on a manifold with a specific metric structure.

problem Understanding geometric objects on a manifold with a skew-circulant structure.
method Analyzing hyper-spheres, spheres, and circles in a tangent space of a 4D manifold with a skew-circulant tensor structure.
result Characterization of geometric objects under an indefinite metric.

A new Riemannian manifold with skew-circulant structures and its associated locally conformal Kähler manifold are studied.

problem Exploring new Riemannian manifolds with specific tensor structures.
method Defined a tensor on a 4D Riemannian manifold with skew-circulant properties, constructed a Lie group, and studied associated Hermitian manifolds.
result The associated Hermitian manifold is a locally conformal Kähler manifold.

We consider a 3-dimensional Riemannian manifold M with two circulant structures -- a metric g and an endomorphism q whose third power is identity. The structure q is compatible with g such that an isometry is induced in any tangent space of M. We obtain some curvature properties of this manifold (M, g, q) and give an e…

2013-08-22abs ↗pdf ↗

We consider a three-dimensional Riemannian manifold equipped with two circulant structures - a metric g and a structure q, which is an isometry with respect to g and the third power of q is minus identity. We discuss some curvature properties of this manifold, we give an example of such a manifold and find a condition …

2013-08-22abs ↗pdf ↗

Tensor methods have emerged as a powerful paradigm for consistent learning of many latent variable models such as topic models, independent component analysis and dictionary learning. Model parameters are estimated via CP decomposition of the observed higher order input moments. However, in many domains, additional inv…

2015-06-10abs ↗pdf ↗

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization problems. Recently, it was shown that the underlying principle behind their succ…

2013-06-18abs ↗pdf ↗

Kernel approximation via nonlinear random feature maps is widely used in speeding up kernel machines. There are two main challenges for the conventional kernel approximation methods. First, before performing kernel approximation, a good kernel has to be chosen. Picking a good kernel is a very challenging problem in its…

2015-03-12abs ↗pdf ↗

We study the convolutional phase retrieval problem, of recovering an unknown signal xCn\mathbf x \in \mathbb C^n from mm measurements consisting of the magnitude of its cyclic convolution with a given kernel aCm\mathbf a \in \mathbb C^m . This model is motivated by applications such as channel estimation, optics, and u…

2017-12-03abs ↗pdf ↗

Recursive Feature Machines show grokking in modular arithmetic without neural networks.

problem Grokking in modular arithmetic tasks.
method Recursive Feature Machines (RFM) with Average Gradient Outer Product (AGOP).
result RFM and neural networks learn block-circulant features to solve modular arithmetic.