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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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21436485 · May 202619922001200920172026
48 results for diagonal dominance

Method estimates M-matrices in graphical models with improved accuracy.

problem Estimating M-matrices as precision matrices in Gaussian graphical models.
method Adaptive multiple-stage estimation method solving weighted ℓ1-regularized problems.
result Method outperforms state-of-the-art methods in precision matrix estimation and graph edge identification.

This work analyzes Adam's preconditioning effect on quadratic functions and quantifies its impact on condition number.

problem Understanding and quantifying the preconditioning effect of Adam to alleviate ill-conditioning in gradient descent.
method Detailed analysis of Adam's preconditioning effect for quadratic functions, including empirical evidence.
result Adam can mitigate the condition number but at a dimension-dependent cost, with specific bounds for different types of Hessians.

This work is motivated by numerical solutions to Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs) associated with combined stochastic and impulse control problems. In particular, we consider (i) direct control, (ii) penalized, and (iii) semi-Lagrangian discretization schemes applied to the HJBQVI proble…

2015-10-13abs ↗pdf ↗

The Bethe free energy approximation is reliable when convex on a submanifold, the 'Bethe box'.

problem Accuracy of the Bethe free energy approximation in probabilistic inference.
method Analysis of convexity and verification conditions based on the Bethe Hessian matrix.
result The Bethe approximation is mostly accurate if it is convex on a submanifold, the 'Bethe box'.

No universal trading strategy exists due to mathematical impossibilities.

problem The impossibility of universally winning trading strategies in competitive markets.
method Three mathematical paradigms: measure-theoretic, No-Free-Lunch theorem, and adversarial Cantor diagonalization.
result No-arbitrage and free-lunch principles are mathematically precluded in competitive markets.

Improved solver maintains positivity and accuracy across all time steps.

problem Linear second-order schemes for Fokker-Planck equation cannot preserve positivity.
method Flux-Corrected Diagonal Frog (FCDF) framework using nonlinear extension and iterative limiter.
result FCDF schemes are unconditionally positive across all time steps and maintain second-order accuracy.

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.

New insights into CE dynamics reveal how Hadamard initialization simplifies softmax.

problem Understanding the dynamics of cross-entropy training loss in deep learning.
method Analyzing a two-layer linear neural network with standard-basis vectors as inputs.
result Gradient flow on cross-entropy converges to neural collapse geometry, proving global convergence.

Improved method for unbiased causal discovery in presence of unobserved confounding.

problem Unbiased data synthesis for causal discovery algorithms in the presence of unobserved confounding.
method Explicit block-hierarchical ancestral sampling to address limitations of implicit parameterization.
result Our approach fully covers the space of causal models, including those generated by implicit parameterization.

Diagonal linear networks converge to lasso regularization path during training.

problem Understanding the regularization behavior of diagonal linear networks.
method Analyzing the training trajectory of diagonal linear networks and comparing it to the lasso regularization path.
result The training trajectory of diagonal linear networks is closely related to the lasso regularization path.

We show that a basis of a semisimple Lie algebra of compact type, for which any diagonal left-invariant metric has a diagonal Ricci tensor, is characterized by the Lie algebraic condition of being "nice". Namely, the bracket of any two basis elements is a multiple of another basis element. This extends the work of Laur…

2019-12-29abs ↗pdf ↗

Study grid homology of diagonal knots, finding key terms related to prime factors and decompositions.

problem Determine grid homology of diagonal knots and compare them to other knot types.
method Use grid diagrams and combinatorial knot Floer homology to analyze diagonal knots.
result Grid homology detects the number of prime factors and decompositions of the knot into non-integer tangles.

Study on stability of non-diagonal Einstein metrics on specific homogeneous spaces.

problem Stability analysis of non-diagonal Einstein metrics on HimesH/ΔKH imes H/ΔK.
method Formula for scalar curvature, study of stability with Hilbert action.
result Non-diagonal Einstein metrics on MM are unstable with different coindexes.

Mini-Hes improves LFA model performance on HDI tasks with missing data.

problem Effective representation of high-dimensional, incomplete data for user behavior understanding.
method Proposes Mini-Hes, a parallelizable second-order LFA model using mini-block diagonal Hessian-free optimization.
result Mini-Hes outperforms state-of-the-art models in missing data estimation tasks on recommender system datasets.

Due to the rapid growth of data and computational resources, distributed optimization has become an active research area in recent years. While first-order methods seem to dominate the field, second-order methods are nevertheless attractive as they potentially require fewer communication rounds to converge. However, th…

2018-06-20abs ↗pdf ↗

Adaptive gradient approaches that automatically adjust the learning rate on a per-feature basis have been very popular for training deep networks. This rich class of algorithms includes Adagrad, RMSprop, Adam, and recent extensions. All these algorithms have adopted diagonal matrix adaptation, due to the prohibitive co…

2019-05-26abs ↗pdf ↗

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.

The approximate joint diagonalization of a set of matrices consists in finding a basis in which these matrices are as diagonal as possible. This problem naturally appears in several statistical learning tasks such as blind signal separation. We consider the diagonalization criterion studied in a seminal paper by Pham (…

2018-11-28abs ↗pdf ↗

We prove a number of convexity results for strata of the diagonal pants graph of a surface, in analogy with the extrinsic geometric properties of strata in the Weil-Petersson completion. As a consequence, we exhibit convex flat subgraphs of every possible rank inside the diagonal pants graph.

2011-11-04abs ↗pdf ↗

Classify projective subvarieties in Bogomolov-Guan manifolds using quasi-diagonals.

problem Classify projective subvarieties in non-Kahler holomorphically symplectic manifolds.
method Use quasi-diagonals to classify projective subvarieties.
result Prove that any projective subvariety belongs to a fiber of the Lagrangian fibration.

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 ↗

The main purpose of this note is to prove that any basis of a nilpotent Lie algebra for which all diagonal left-invariant metrics have diagonal Ricci tensor necessarily produce quite a simple set of structural constants; namely, the bracket of any pair of elements of the basis must be a multiple of some of them and onl…

2011-10-18abs ↗pdf ↗

Harmonic metrics are established for SO0(n,n)-Higgs bundles on non-compact hyperbolic surfaces.

problem Establishing harmonic metrics for SO0(n,n)-Higgs bundles.
method Using canonical line bundle and holomorphic differentials, the existence and uniqueness of harmonic metrics are proven.
result Existence and uniqueness of harmonic metrics compatible with SO0(n,n) structure on non-compact hyperbolic surfaces.

New convergence rates for SGD under heavy-tailed noise with infinite variance.

problem Convergence analysis of SGD under heavy-tailed noise with infinite variance.
method Identifying a condition on the Hessian and providing a convergence rate for the distance to the global optimum.
result SGD can converge to the global optimum under heavy-tailed noise with infinite variance.

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.