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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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48 results for dynamic matrix recovery

The paper tackles dynamic matrix recovery from incomplete data, improving accuracy and sample complexity.

problem Improving matrix recovery from incomplete data using dynamic constraints.
method Proposes LOWEMS framework for dynamic matrix recovery and establishes error bounds.
result Establishes error bounds for LOWEMS in matrix sensing and completion models, quantifying benefits of dynamic constraints.

The study uses Random Matrix Theory to identify structural changes in stock markets during shocks.

problem Understanding structural changes in stock markets during exogenous shocks.
method Random Matrix Theory and complexity gap analysis.
result The complexity gap collapses during shocks, indicating strong synchronization, and widens before shocks, signaling a rich structure.

Paper refines null space conditions for nuclear norm minimization in low-rank matrix recovery.

problem Establishing conditions for successful nuclear norm minimization recovery of low-rank matrices.
method Developed new null space conditions for nuclear norm minimization, proving their necessity and sufficiency.
result Weak null space condition is sufficient but not necessary for nuclear norm minimization recovery, providing a new necessary and sufficient condition.

Flat minima lead to better generalization in low-rank matrix recovery models.

problem Understanding why flat minima generalize well in overparameterized models.
method Analysis of overparameterized matrix and bilinear sensing, robust PCA, covariance matrix estimation, and neural networks with quadratic activation functions.
result Flat minima, measured by the trace of the Hessian, exactly recover the ground truth in low-rank matrix recovery models under standard statistical assumptions.

Efficiently compress overparameterized deep models by focusing on low-dimensional learning dynamics.

problem Overparameterized models increase computational and memory costs.
method Study of learning dynamics reveals updates occur within a low-dimensional subspace, leading to a compression algorithm.
result Compressed deep linear networks converge faster and yield smaller recovery errors.

This paper improves support recovery in universal one-bit compressed sensing.

problem Support recovery in one-bit compressed sensing for sparse signals.
method Proposes approximate support recovery and superset recovery algorithms with polynomial-time complexity.
result Achieves improved support recovery with fewer measurements compared to existing methods.

Global optimization for low-rank matrix recovery from noisy measurements.

problem Low-rank matrix recovery from noisy measurements.
method Factorized parametrization, curvature bound, stochastic gradient descent.
result Global convergence guarantee for stochastic gradient descent from random initialization.

This paper considers the recovery of a low-rank matrix from an observed version that simultaneously contains both (a) erasures: most entries are not observed, and (b) errors: values at a constant fraction of (unknown) locations are arbitrarily corrupted. We provide a new unified performance guarantee on when the natura…

2011-04-03abs ↗pdf ↗

Paper proves conditions for nonconvex matrix recovery to avoid spurious local minima.

problem Ensuring no spurious local minima in nonconvex matrix recovery.
method Sharp restricted isometry bounds proof technique.
result RIP constant of δ < 1/2 is necessary and sufficient for exact recovery.

Sign-RIP improves robust low-rank matrix recovery by preserving norms even with corrupted measurements.

problem Robust low-rank matrix recovery in the presence of corrupted measurements.
method Proposed Sign-RIP, a robust restricted isometry property.
result Sign-RIP guarantees uniform convergence of subdifferentials in robust low-rank matrix recovery.

Study reveals efficient recovery of multi-modal signals via Bayesian methods and sequential learning.

problem Recovering multiple high-dimensional signals from correlated modalities.
method Bayesian Approximate Message Passing and Sequential Curriculum Learning.
result Sequential learning strategy optimally recovers weak signals in multi-modal settings.

Algorithm learns weight matrix from single trajectory of nonlinear dynamical system.

problem Learning weight matrix from a single trajectory of nonlinear dynamical system.
method Algorithm uses global stability and well-conditioned covariance to recover weight matrix.
result Algorithm recovers weight matrix with optimal sample complexity and linear running time.

Improved stability for matrix recovery from rank-one measurements.

problem Phase retrieval problem of recovering rank-one positive semidefinite matrices.
method Developed a smoothing Newton method based on Bures-Wasserstein gradient descent.
result Superlinear convergence with rigorous guarantees and stable implementation.

Paper shows moderate RIP is insufficient for avoiding spurious local minima in matrix recovery.

problem The need for moderate RIP to avoid spurious local minima in matrix recovery.
method Analyzes the necessity of RIP constants and provides counterexamples.
result Counterexamples show spurious local minima exist even with moderate RIP.

Study robust recovery of low-rank matrices from corrupted measurements without rank prior.

problem Robust recovery of low-rank matrices from corrupted Gaussian measurements with unknown rank.
method Subgradient method with diminishing stepsizes for nonconvex nonsmooth problem.
result Subgradient method converges to exact low-rank solution at sublinear rate under RDPP condition.

Paper analyzes structured matrix recovery using generalized Dantzig selector.

problem Structured matrix recovery for applications like recommender systems and computer vision.
method Non-asymptotic analysis of generalized Dantzig selector for estimation of generally structured matrices.
result Estimation error can be expressed in terms of geometric measures of suitable sets.

New method recovers matrix column space with active sampling for better results.

problem Recovering column space of partially observed matrices with limited data.
method Alternating minimization with active sampling strategy.
result Active sampling improves convergence to true column space with higher probability.

Study shows generative priors improve rank-one matrix recovery with optimal sample complexity.

problem Recovering a rank-one signal matrix from noisy data with additional prior information.
method Analysis of a nonlinear least squares objective with a favorable global optimization landscape.
result Established optimal sample complexity for generative priors in rank-one matrix recovery.

Paper recovers multi-subspace matrices from permuted data.

problem Recovering a multi-subspace matrix from permuted data with corrupted columns.
method Four-stage algorithm pipeline: outlier identification, subspace reconstruction, outlier classification, unsupervised sensing.
result The pipeline provides theoretical guarantees for reliable multi-subspace matrix recovery.

Unified framework for solving low-rank plus sparse matrix recovery problems.

problem Solving general low-rank plus sparse matrix recovery problems.
method Unified framework based on matrix factorization, projected gradient descent, and double thresholding operator.
result Our algorithm converges to the unknown low-rank and sparse matrices at a locally linear rate, matching robustness guarantees.

New nonconvex regularizers improve low-rank matrix recovery efficiency and accuracy.

problem Efficiently recover low-rank matrices from incomplete data.
method Factor group-sparse regularization, related to Schatten-p norms.
result Improved generalization error bounds for Schatten-p norms as p decreases.

New algorithm recovers matrices with unknown correspondences.

problem Recovering matrices from observations with unknown correspondences.
method Solves a nuclear norm minimization problem via proximal gradient with a Max-Oracle.
result Achieves state-of-the-art performance and high accuracy in recovering ground-truth correspondences.

Study generalizes matrix completion with side info in low noise settings.

problem Matrix completion with side information in low noise conditions.
method Inductive matrix completion with i.i.d. subgaussian noise, uniform sampling, and side information.
result Generalization bounds with noise scaling, convergence to zero, and logarithmic dependence on matrix size.

The paper examines how gradient descent stabilizes low-rank matrix factorization in noisy conditions.

problem Stability of low-rank implicit regularization in perturbed deep matrix factorization.
method Derives spectral conditions for gradient descent to exhibit a low-rank phase in noiseless settings and analyzes perturbed dynamics.
result Gradient descent converges to a low-rank solution under perturbation, with explicit dependence on perturbation size.

Proposes iVDFM for identifying latent factors in multivariate time series.

problem Identifying latent factors in multivariate time series with structural dynamics.
method Identifiable Variational Dynamic Factor Model (iVDFM) with iVAE-style conditioning.
result Identifiable latent factors up to permutation and component-wise affine transformations.

New approach uses compressible dynamics to train deep models efficiently.

problem Efficient training of deep overparameterized models with low-rank structures.
method Leveraging low-dimensional structures and compressible dynamics within model parameters.
result Improved training efficiency and reduced overfitting in language models.

Enhances NMF for better time series recovery and prediction using side information.

problem Reconstruct and predict electricity consumption time series.
method Extends NMF with side information, proposes HALSX algorithm.
result Improved recovery and prediction performance validated on various datasets.

Enhanced Elastic-Net with box-constraint improves support recovery in noisy measurements.

problem Support recovery of sparse signals from noisy measurements.
method Box-Elastic Net (Box-EN) method with mean squared error and probability of support recovery analysis.
result The Box-Elastic Net outperforms the standard Elastic-Net in support recovery.

Gradient descent recovers low-rank matrices from corrupted measurements with double over-parameterization.

problem Robust recovery of low-rank matrices from grossly corrupted measurements.
method Gradient descent with discrepant learning rates for double over-parameterized models.
result Gradient descent with discrepant learning rates provably recovers the underlying matrix without prior knowledge on rank or sparsity.

Paper proposes a faster method for sparse parameter recovery from noisy linear combinations with low-rank matrices.

problem Recovering sparse parameters from noisy linear combinations with partial matrix information.
method Unified four-step problem combining partial matrix completion and sparse vector recovery, ignoring zero elements in the sparse vector.
result The unified approach achieves best performance with less computational requirements.

New method recovers matrices with nonlinear structures using optimization on Grassmann manifold.

problem Recovering high-rank matrices with nonlinear structures like subspaces or clusters.
method Formulated as rank minimization of a nonlinear feature map, approximated by constrained non-convex optimization on the Grassmann manifold, using Riemannian and alternating minimization schemes.
result Global convergence and worst-case complexity bounds for alternating minimization scheme, leading to unique limit point.

Paper tackles low-rank matrix recovery with column 2,0\ell_{2,0}-norm regularization.

problem Low-rank matrix recovery problems with column sparsity constraints.
method Developed alternating majorization-minimization (AMM) methods with extrapolation and hybrid AMM.
result Global convergence analysis and superior performance in matrix completion problems.

Paper develops methods for non-quadratic loss low-rank matrix recovery.

problem Recovery of low-rank matrices with non-quadratic losses.
method Projected gradient method with a regularity projection oracle.
result Projected gradient method converges globally and linearly.

We propose and study a row-and-column affine measurement scheme for low-rank matrix recovery. Each measurement is a linear combination of elements in one row or one column of a matrix XX. This setting arises naturally in applications from different domains. However, current algorithms developed for standard matrix rec…

2015-05-23abs ↗pdf ↗