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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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3877115153 · Jun 202019922001200920172026
48 results for cross-moment matrix

A new neural network initialization method is proposed for faster and more accurate training.

problem Efficient initialization for training multi-layer feedforward neural networks.
method Initialization based on Stein's identity, using eigenvectors of cross-moment matrix.
result The SteinGLM method is faster and more accurate than other initialization methods.

In the setting of polynomial jump-diffusion dynamics, we provide an explicit formula for computing correlators, namely, cross-moments of the process at different time points along its path. The formula appears as a linear combination of exponentials of the generator matrix, extending the well-known moment formula for p…

2019-06-26abs ↗pdf ↗

Exact simulation of correlated binary outcomes using PMF constraints and linear programming.

problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.

MOMENT selects and estimates mixed-effects models using moment identities.

problem Selecting and estimating random-effects covariance matrix and fixed-effects coefficients in multiresponse linear mixed-effects models.
method MOMENT is a stage-wise moment-based framework that reduces the random-effects selection problem to a smooth constrained convex optimization problem.
result MOMENT performs competitively and can outperform separate univariate analyses for correlated responses.

Paper identifies latent factors from noisy measurements using tensor decomposition.

problem Identification of latent factors from noisy, correlated measurements.
method Tensor decomposition of third order cross moments, Kruskal theorem, Kotlarski identity, generalized Kruskal rank.
result Full distribution of latent factors and measurement errors identified without injective measurements.

We present a novel framework for kernel learning with sequential data of any kind, such as time series, sequences of graphs, or strings. Our approach is based on signature features which can be seen as an ordered variant of sample (cross-)moments; it allows to obtain a "sequentialized" version of any static kernel. The…

2016-01-29abs ↗pdf ↗

Study addresses covariate mismatch in federated learning, improving model accuracy.

problem Learning from clients with different feature sets in federated learning.
method Developed two approaches for linear prediction under covariate mismatch: plug-in estimator and impute-then-regress strategy.
result Proposed methods provide asymptotic and finite-sample learning rates, improving model accuracy.

New matrix reveals cluster info in sparse directed graphs.

problem Analyzing cluster information in directed graphs.
method Proposed complex non-backtracking matrix integrating Hermitian adjacency matrix and non-backtracking matrix properties.
result The complex non-backtracking matrix holds cluster information, especially for sparse directed graphs.

Generalised matrix-matrix multiplication forms the kernel of many mathematical algorithms. A faster matrix-matrix multiply immediately benefits these algorithms. In this paper we implement efficient matrix multiplication for large matrices using the floating point Intel Pentium SIMD (Single Instruction Multiple Data) a…

2019-11-18abs ↗pdf ↗

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.

Unified approach for robust low rank matrix estimation with adversaries.

problem Robust low rank matrix estimation in the presence of adversaries.
method Unified approach combining Huber loss and nuclear norm penalization.
result Sharp estimation error bounds for matrix compressed sensing and completion.

Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is distorted by a (typically unknown) nonlinear transformation. This paper addresses the…

2015-12-29abs ↗pdf ↗

Recommender systems are widely used to recommend the most appealing items to users. These recommendations can be generated by applying collaborative filtering methods. The low-rank matrix completion method is the state-of-the-art collaborative filtering method. In this work, we show that the skewed distribution of rati…

2019-04-22abs ↗pdf ↗

New method improves robust low-rank matrix completion for computer vision.

problem Robust low-rank matrix completion for partially observed data.
method Formulated as a nonsmooth Riemannian optimization problem over Grassmann manifold, solved with an alternating manifold proximal gradient continuation method.
result Demonstrated advantages over existing approaches in background extraction from surveillance videos.

Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion methods often assume a simple uniform missing mechanism. In this work, we study ma…

2018-12-19abs ↗pdf ↗

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the partially observed matrix is of low-rank. We propose a new matrix approximation model w…

2013-01-15abs ↗pdf ↗

Unified framework for nonconvex matrix completion with linearly parameterized factors.

problem Matrix completion with improved accuracy using linearly parameterized factors.
method Unified nonconvex optimization framework with Correlated Parametric Factorization condition.
result Uniform upper bounds for low-rank estimation at any local minimum.

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume that the input partially-observed matrix is low rank. The success of these methods…

2017-04-30abs ↗pdf ↗

3-manifold triangulation can be reconstructed from its intersection matrix.

problem Reconstructing the triangulation of 3-manifolds from their intersection matrix.
method Using the intersection matrix of a simplicial complex to determine the triangulation of a 3-manifold up to isomorphism.
result The intersection matrix is sufficient to determine the triangulation of a 3-manifold up to isomorphism.

We give the first algorithm for Matrix Completion whose running time and sample complexity is polynomial in the rank of the unknown target matrix, linear in the dimension of the matrix, and logarithmic in the condition number of the matrix. To the best of our knowledge, all previous algorithms either incurred a quadrat…

2014-07-15abs ↗pdf ↗

Paper presents a new framework for covariance matrix estimation with geometric insights.

problem Challenges in covariance matrix estimation, especially in finding suitable models and efficient estimation methods.
method General framework for linear restrictions on different transformations of the covariance matrix, including matrix logarithm and its inverse.
result Yields an MM-estimator with MM-estimation allowing for straightforward asymptotic and finite sample analysis.

Study improves fractional posterior for 1-bit matrix completion.

problem Estimating a binary matrix from observed entries.
method Fractional posterior approach with low-rank factorization and spectral scaled Student priors.
result Concentration results for fractional posterior, demonstrating effectiveness in matrix recovery.

In this paper, we propose an online algorithm to compute matrix factorizations. Proposed algorithm updates the dictionary matrix and associated coefficients using a single observation at each time. The algorithm performs low-rank updates to dictionary matrix. We derive the algorithm by defining a simple objective funct…

2015-06-14abs ↗pdf ↗

Incorporates matrix exponential into generative flows for improved performance.

problem Improving generative flow models for better density estimation.
method Integrates matrix exponential into generative flows, proposing new layers and modifying network architecture.
result The proposed model achieves great performance on density estimation.

Consider a movie recommendation system where apart from the ratings information, side information such as user's age or movie's genre is also available. Unlike standard matrix completion, in this setting one should be able to predict inductively on new users/movies. In this paper, we study the problem of inductive matr…

2013-06-04abs ↗pdf ↗

Matrix SMD converges to unique solution minimizing Bregman divergence.

problem High-dimensional multi-output classification and matrix completion problems.
method Stochastic Mirror Descent with matrix parameters and matrix mirror functions.
result Matrix SMD converges exponentially to the unique solution minimizing Bregman divergence.

Paper derives matrix formulae and proves skein relations for non-orientable surfaces in quasi-cluster algebras.

problem Understanding quasi-cluster algebras on non-orientable surfaces.
method Developed matrix formulae and proved skein relations for quasi-cluster variables.
result Laurent expansion and skein relations for quasi-cluster variables on non-orientable surfaces.

Gradient descent proves global convergence for 4-layer matrix factorization.

problem Global convergence of gradient descent on four-layer matrix factorization under random initialization.
method New techniques to show saddle-avoidance properties and extend eigenvalue theories.
result Polynomial-time global convergence guarantee for randomly initialized gradient descent on four-layer matrix factorization.

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.

New method for hyperparameter tuning in sparse matrix factorization.

problem Hyperparameter tuning in sparse matrix factorization.
method Numerical method based on evaluating the zero point of normalization factor in sparse matrix prior.
result Our method outperforms existing algorithms in ground-truth sparse matrix reconstruction.

The warping matrix has been defined for knot projections and knot diagrams by using warping degrees. In particular, the warping matrix of a knot diagram represents the knot diagram uniquely. In this paper we show that the rank of the warping matrix is one greater than the crossing number. We also discuss the linearly i…

2015-08-25abs ↗pdf ↗

In this paper, we consider the streaming memory-limited matrix completion problem when the observed entries are noisy versions of a small random fraction of the original entries. We are interested in scenarios where the matrix size is very large so the matrix is very hard to store and manipulate. Here, columns of the o…

2015-04-13abs ↗pdf ↗

DeepVir uses deep matrix factorization to predict antivirals for COVID-19.

problem Predicting effective antivirals for COVID-19 using known drug-virus associations.
method Graphical deep matrix factorization with HyPALM optimization.
result DeepVir outperforms state-of-the-art techniques in predicting antivirals for COVID-19.