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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.

169,341 papers · 148 categories

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3216429621,283 · Jun 202019922001200920182026
48 results for diagonal consistency method

Improved susceptibility propagation for Markov random fields using diagonal matching.

problem Approximate computation of Markov random fields with robustness across network structures.
method Combines belief propagation and linear response method with diagonal matching for inverse Ising problems.
result Proposed method reduces to standard susceptibility propagation and Thouless-Anderson-Palmer equation in specific cases.

We prove that certain dual pairs of Calabi-Yau manifolds have matching orbifold Euler characteristics.

problem Constructing mirror symmetric Calabi-Yau manifolds with specific symmetry groups.
method Generalized Berglund-Hübsch-Henningson construction to include permutations of variables.
result Reduced orbifold Euler characteristics of dual pairs coincide up to sign under cyclic permutation groups satisfying parity condition.

Researchers found a canonical form for pairs of Hermitian and antilinear operators.

problem Simultaneous normalization of pairs of Hermitian and antilinear operators in differential geometry.
method Finding a canonical form for pairs of Hermitian and antilinear operators.
result Generalized previous results on simultaneous normalization of such pairs.

The paper simplifies the Fisher information matrix for random deep networks, speeding up learning.

problem Learning deep neural networks efficiently with large parameter spaces.
method Statistical neurodynamical method to reveal Fisher information properties, proving unit-wise block diagonal structure and explicit inverse.
result Explicit natural gradient formula without matrix inversion, speeding up learning.

Study on GD and SGD over diagonal networks, focusing on stepsizes and regularisation.

problem Understanding the impact of stochasticity and large stepsizes on gradient descent and SGD solutions.
method Investigation of GD and SGD over diagonal linear networks with macroscopic stepsizes, proving convergence and characterizing solutions.
result Large stepsizes consistently benefit SGD for sparse regression problems, but can hinder GD recovery of sparse solutions, especially in the edge of stability regime.

Study left-invariant Codazzi tensors and harmonic curvature on Lorentzian Lie groups.

problem Characterize left-invariant Codazzi tensors and harmonic curvature on Lorentzian Lie groups.
method Analyze left-invariant Codazzi tensors and harmonic curvature on Lorentzian Lie groups, classify Lie algebras and groups.
result New results on left-invariant Lorentzian metrics with harmonic curvature and non-parallel Ricci operator.

Paper proposes ABDR for convex subspace clustering with adaptive block diagonal representation.

problem Subspace clustering with block diagonal structure for noisy data.
method ABDR explicitly pursues block diagonality without sacrificing convexity, using a specially designed convex regularizer.
result Experimental results show ABDR outperforms state-of-the-arts.

Variable screening is a fast dimension reduction technique for assisting high dimensional feature selection. As a preselection method, it selects a moderate size subset of candidate variables for further refining via feature selection to produce the final model. The performance of variable screening depends on both com…

2015-02-24abs ↗pdf ↗

Develops large-sample theory for non-stationary source separation.

problem Lack of large-sample results for non-stationary source separation methods.
method Large-sample theory for NSS-JD method under specific assumptions.
result Consistency of unmixing estimator and its convergence to Gaussian distribution.

New model reduces matrix factorization bias, yielding truly low-rank solutions.

problem Gradient descent's implicit bias in matrix factorization.
method Introducing a new factorization model with constrained factors and diagonal components.
result The new model consistently exhibits a strong implicit bias, yielding truly low-rank solutions.

New methods incorporate alpha signals into portfolio construction, improving performance.

problem Signal-blindness in existing portfolio construction methods.
method Introduces three methods: HRP-μ\mu, HRP-Σμ\Sigma\mu, and CRISP.
result CRISP at intermediate γ\gamma consistently outperforms other methods.

T-Rex uses EM to fit robust factor models in noisy data.

problem Robustly fitting factor models in high-dimensional data with heavy tails and outliers.
method Expectation-Maximization (EM) algorithm based on Tyler's M-estimator for elliptical distributions.
result Demonstrates robustness in direction-of-arrival estimation and subspace recovery.

In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, options on its implied volatility index (VIX). This created the challenge of developing a pricing framework that can simultaneously handle European options, forward-starts, options on the realized variance and …

2009-05-13abs ↗pdf ↗

Randomized block-diagonal preconditioning improves parallel learning convergence.

problem Improving convergence of gradient-based optimization methods in parallel settings.
method Randomization of coordinates during optimization to repartition tasks.
result Randomization significantly improves convergence of block-diagonal preconditioned methods.

Proposes a new metric selection for VM-PG with improved convergence.

problem Improves convergence of VM-PG methods for ill-conditioned problems.
method Diagonal Barzilai-Borwein stepsize for adaptive metric selection.
result Improved convergence results for ill-conditioned problems.

Researchers find non-diagonal Einstein metrics in various signatures.

problem Finding non-diagonal four-dimensional cohomogeneity-one Einstein metrics in different signatures.
method Explicitly seeking and constructing new examples of non-diagonal Einstein metrics, particularly in neutral signature.
result Construct new examples of neutral signature non-diagonal Bianchi type VIII Einstein metrics with self-dual Weyl tensor.

Gradient methods work well on overparameterized diagonal linear networks.

problem Understanding why gradient-based methods work well in overparameterized models.
method Study of Deep Diagonal Linear Networks with gradient flow analysis.
result Gradient flow on layer parameters induces a mirror-flow dynamic in the effective parameter space, leading to explicit convergence guarantees.

An irreducible representation of the free group on two generators X,Y into SL(2,C) is determined up to conjugation by the traces of X,Y and XY. We study the diagonal slice of representations for which X,Y and XY have equal trace. Using the three-fold symmetry and Keen-Series pleating rays we locate those groups which a…

2014-09-24abs ↗pdf ↗

A new method solves diagonally constrained SDPs quickly and accurately.

problem Solving large-scale diagonally constrained SDPs efficiently.
method Combines momentum from convex optimization with coordinate descent and matrix factorization.
result Local linear convergence and first-order critical point convergence proved.

Extends method for solving certain hydrodynamic systems.

problem Solving non-diagonalisable integrable systems of hydrodynamic type.
method Generalised hodograph method applied to F-manifolds with compatible connections.
result Provides general solution under certain assumptions.

The paper studies Bergman kernels for analytic Kähler potentials on compact Kähler manifolds.

problem Analyzing the asymptotic behavior of Bergman kernels for analytic Kähler potentials.
method Using the method of Berman-Berndtsson-Sjöstrand to find upper bounds of Bergman coefficients.
result Improved asymptotic expansion of Bergman kernels for analytic Kähler potentials, with a shrinking neighborhood size of $k^{- rac14}$.

New method improves deep learning model robustness and accuracy for long sequences.

problem Challenges in learning long-range sequence tasks using state-space models.
method Proposes a perturb-then-diagonalize (PTD) methodology to address ill-posed diagonalization problems in SSMs.
result Demonstrates improved robustness and accuracy of S5-PTD model on Long-Range Arena benchmark.