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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.

168,695 papers · 148 categories

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295786114 · May 202619922001200920172026
48 results for eigenvalue decomposition

This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also prov…

2019-03-25abs ↗pdf ↗

Proposes a faster Isomap algorithm by reducing eigenvalue decomposition complexity.

problem High computational complexity of Isomap, especially in eigenvalue decomposition stage.
method Introduces a projection operator to reduce the complexity of the eigenvalue decomposition stage to linear order.
result Reduces Isomap's computational complexity to linear order while preserving structural information.

We prove a Lichnerowicz type lower bound for the first nontrivial eigenvalue of the pp-Laplacian on Kähler manifolds. Parallel to the p=2p = 2 case, the first eigenvalue lower bound is improved by using a decomposition of the Hessian on Kähler manifolds with positive Ricci curvature.

2018-04-29abs ↗pdf ↗

Paper proposes a new optimization framework for learning eigenfunctions of operators.

problem Computing eigenvalue decomposition of high-dimensional operators.
method Operator SVD with Neural Networks via Nested Low-Rank Approximation.
result Proposed method efficiently learns top-L singular values and functions in the correct order.

The paper derives upper bounds on eigenvalues of Laplace-Beltrami operator on hyperbolic surfaces.

problem Finding upper bounds on eigenvalues of Laplace-Beltrami operator on hyperbolic surfaces.
method Using spectral decompositions and consistency conditions derived from quadruple overlap integrals in terms of triple overlap integrals.
result Derives upper bounds on eigenvalues, nearly saturated by the Bolza surface.

Paper identifies key function spaces for ReLU networks based on Fisher information.

problem Understanding the structure of Fisher information matrices in ReLU networks.
method Spectral decomposition of Fisher information matrices, focusing on the first three eigenspaces.
result The first three eigenspaces account for 97.7% of the trace of the Fisher information matrix, corresponding to spherical harmonic functions of order ≤2.

Geometric bounds for low Steklov eigenvalues on hyperbolic surfaces with boundaries.

problem Finding lower bounds for low Steklov eigenvalues of hyperbolic surfaces with geodesic boundaries.
method Analysis of eigenfunction behavior on an adapted thick-thin decomposition for hyperbolic surfaces with geodesic boundaries.
result Sharp geometric lower bounds for low Steklov eigenvalues that depend on the shortest multi-geodesic disconnecting the surfaces.

A novel hypergraph partitioning method using tensor eigenvalue decomposition captures super-dyadic interactions.

problem Capturing super-dyadic interactions in k-uniform hypergraphs.
method Tensor-based representation and tensor eigenvalue decomposition for capturing interactions.
result Improved min-cut solution on 2-uniform hypergraphs (graphs) compared to standard spectral partitioning.

Paper uses autoencoders for efficient reduced-order modeling of eigenvalue problems.

problem Efficiently modeling eigenvalue problems in high dimensions.
method Autoencoder-based reduced-order modeling for eigenvalue problems.
result Autoencoder-based models outperform standard POD-Galerkin methods in neutron diffusion applications.

We discuss the decomposition of the zeta-determinant of the square of the Dirac operator into contributions coming from the different parts of the manifold. The easy case was worked in the previous paper of authors. Due to the assumptions made on the operators in the previous paper, we were able to avoid the presence o…

2001-11-05abs ↗pdf ↗

The paper bounds eigenvalues and integrals of eigenfunctions on hyperbolic manifolds.

problem Eigenvalues and integrals of eigenfunctions on compact hyperbolic manifolds.
method Spectral decompositions and consistency conditions derived from quadruple overlap integrals.
result Upper bounds on Laplacian eigenvalues and triple overlap integrals.

Let MM be a finite volume oriented Riemannian manifold of dimension n3n\geq 3 and curvature in [b2,1][-b^2,-1], with thick-thin decomposition M=M(thick)M(thin)M=M(thick)\cup M(thin). Denote by λk(M(thick))λ_k(M(thick)) the k-th eigenvalue for the Laplacian on M(thick)M(thick), with Neumann boundary conditdions. We show that λk(M(thick))/3λk(M)λ_k(M(thick))/3\leq λ_k(M)

2018-10-11abs ↗pdf ↗

We prove conformal versions of the local decomposition theorems of de Rham and Hiepko of a Riemannian manifold as a Riemannian or a warped product of Riemannian manifolds. Namely, we give necessary and sufficient conditions for a Riemannian manifold to be locally conformal to either a Riemannian or a warped product. We…

2004-04-23abs ↗pdf ↗

In this short note, we show the rigidity of a trace estimate for Steklov eigenvalues with respect to functions in our previous work (Trace and inverse trace of Steklov eigenvalues. J. Differential Equations 261 (2016), no. 3, 2026--2040.). Namely, we show that equality of the estimate holds if and only if the manifold …

2019-12-30abs ↗pdf ↗

Eigen-decomposition simplifies quadratic programming with equality constraints.

problem Optimizing solutions under linear equality constraints in quadratic programming.
method Eigenvalue decomposition of the quadratic term matrix to project optimal solutions.
result Established a linear mapping between EQP formulations with and without diagonalized QQ.

Two methods are proposed to filter correlations in DCC-GARCH residuals for foreign exchange rates.

problem Filtering correlations in DCC-GARCH residuals for accurate foreign exchange rate prediction.
method Two approaches: estimating correlation matrix as a parameter and using eigenvalue decomposition.
result The DCC-GARCH residual can be almost independent using these methods.

Graph Neural Networks outperform the Weisfeiler-Lehman algorithm in representation power.

problem Limited representation power of Graph Neural Networks compared to the Weisfeiler-Lehman algorithm.
method Algebraic analysis using eigenvalue decomposition of graph operators.
result Graph Neural Networks produce more discriminative representations than the Weisfeiler-Lehman algorithm.

We propose a method to learn causal response representations through direct effect analysis.

problem Uncovering direct causal effects in complex, multivariate settings.
method Our method bridges conditional independence testing with causal representation learning, formulating an optimisation problem to maximise evidence against conditional independence.
result The largest eigenvalue distribution can be bounded by an FF-distribution, providing testable conditional independence.

In the present paper we show properties of a little-known Laplacian operator acting on symmetric tensors. This operator is an analogue of the well known Hodge-de Rham Laplacian which acts on exterior differential forms. Moreover, this operator admits the Weitzenböck decomposition and we study it using the analytical me…

2014-06-11abs ↗pdf ↗

Study examines how risk tolerance impacts long-term investment returns.

problem Understanding the impact of risk tolerance on investment returns over time.
method Used Malliavin calculus and Hansen--Scheinkman decomposition.
result Risk aversion affects long-term investment utility through eigenvalues and eigenfunctions.

In this article we study the asymptotic behavior of small eigenvalues of Riemann surfaces for large genus. We show that for any positive integer kk, as the genus gg goes to infinity, the smallest kk-th eigenvalue of Riemann surfaces in any thick part of moduli space of Riemann surfaces of genus gg is uniformly comp…

2018-09-20abs ↗pdf ↗

A new metric compares dynamical systems using operator eigenvalues.

problem Comparing and interpolating nonlinear dynamical systems from trajectory data.
method Representing systems as distributions of operator eigenvalues and projectors, defining a spectral-Grassmann Wasserstein metric.
result The proposed metric outperforms standard operator-based distances in machine learning applications.

The study examines Fisher information matrices and neural tangent kernels for simple ReLU networks with random weights.

problem Understanding the relationship between Fisher information matrices and neural tangent kernels for 2-layer ReLU networks.
method Analyzes Fisher information matrices and neural tangent kernels for 2-layer ReLU networks with random hidden weights, focusing on spectral decomposition and eigenfunctions.
result Obtained an approximation formula for functions represented by 2-layer neural networks.

Researchers decompose curvature to confirm Hopf conjecture and prove new rigidity theorems.

problem Confirming the Hopf conjecture on compact Riemannian manifolds of even dimension.
method Decomposing the curvature operator into Hermitian components and developing eigenvalue criteria for sectional curvature.
result Prove vanishing theorems for Betti numbers under integral bounds on the Weyl tensor and confirm the Hopf conjecture for manifolds with sufficiently small Weyl curvature.

For a closed Riemannian orbifold OO, we compare the spectra of the Laplacian, acting on functions or differential forms, to the Neumann spectra of the orbifold with boundary given by a domain UU in OO whose boundary is a smooth manifold. Generalizing results of several authors, we prove that the metric of OO can be…

2016-11-23abs ↗pdf ↗

Derives adjoint formulas for matrix operations and applies them to specific cases.

problem Computing adjoints for matrix operations and specific matrix types.
method Derives adjoint formulas for matrix operations and applies them to specific cases.
result Closed-form expressions for adjoints in specific matrix types.

Extreme classification problems are multiclass and multilabel classification problems where the number of outputs is so large that straightforward strategies are neither statistically nor computationally viable. One strategy for dealing with the computational burden is via a tree decomposition of the output space. Whil…

2015-11-10abs ↗pdf ↗

Study of a G2G_2-equivariant octonionic operator and its right spectrum.

problem Understanding the spectrum of a G2G_2-equivariant octonionic operator.
method Computed the ordinary real spectrum and analyzed the octonionic right-eigenvalue problem using G2G_2-decomposition and residual symmetry analysis.
result Explicit spectral loci (quartic curve and circle) in each complex slice of the octonionic space.

Proposes neural dynamic mode decomposition for end-to-end modeling of nonlinear dynamics.

problem Understanding and modeling nonlinear dynamical systems.
method Trains neural networks to minimize forecast error based on spectral decomposition in the lifted space.
result Demonstrates effectiveness in eigenvalue estimation and forecast performance.

A kk-reflection of the nn-dimensional complex hyperbolic space ${\rm H}_{\C}^n$ is an element in U(n,1){\rm U}(n,1) with negative type eigenvalue λλ, λ=1|λ|=1, of multiplicity k+1k+1 and positive type eigenvalue 11 of multiplicity nkn-k. We prove that a holomorphic isometry of ${\rm H}_{\C}^n$ is a product of at most fou…

2015-03-19abs ↗pdf ↗

The paper finds shape modes for vortices in a specific sigma model.

problem Existence of internal modes in CP1\mathbb{C}P^1 vortices.
method Developed a geometric formalism based on the Bogomol'nyi decomposition of the energy functional.
result Proved the existence of at least one shape mode for a general CP1\mathbb{C}P^1 vortex solution.

Stochastic discount factor (SDF) processes in dynamic economies admit a permanent-transitory decomposition in which the permanent component characterizes pricing over long investment horizons. This paper introduces an empirical framework to analyze the permanent-transitory decomposition of SDF processes. Specifically, …

2014-12-15abs ↗pdf ↗

The paper explores how polynomial roots and operator eigenvalues change with parameters.

problem How do roots of polynomials and eigenvalues of operators vary with parameter changes?
method Analyzes parameter dependence of polynomials and linear operators, covering real analytic to differentiable of finite order.
result Definitive optimal results for perturbation theory of polynomials and linear operators, including hyperbolic polynomials.

Efficiently infers sparse networks from count data with reduced memory usage.

problem Sparse network inference for count data with high dimensions and dependencies.
method Improved Bigraphical Lasso using eigenvalue decomposition of Cartesian product graph.
result Reduced computational complexity from O(n2p2)O(n^2p^2) to O(n2+p2)O(n^2 + p^2).