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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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2579 · Jul 201819922001200920172026
48 results for eigenvector delocalization

New method detects global factors near BBP phase transition in high-dimensional data.

problem Detecting the number of global factors in noisy high-dimensional correlation matrices.
method Iterative Global Factor (IGF) algorithm combining adaptive edge recalibration and PR delocalization filter.
result IGF algorithm successfully detects global factors near BBP transition, improving over eigenvalue-only methods.

We define extensions of the L2L^2-analytic invariants of closed manifolds, called delocalized L2L^2-invariants. These delocalized invariants are constructed in terms of a nontrivial conjugacy class of the fundamental group. We show that in many cases, they are topological in nature. We show that the marked length spect…

1996-12-02abs ↗pdf ↗

In this paper we state and prove Morse type inequalities for Morse functions as well as for closed differential 1-forms. These inequalities involve delocalized Betti numbers. As an immediate consequence, we prove the vanishing of delocalized Betti numbers of manifolds fibering over the circle.

2008-07-31abs ↗pdf ↗

Study delocalized eta invariants for signature operators on proper manifolds.

problem Define and analyze delocalized eta invariants for signature operators on proper manifolds.
method Develop detailed heat-kernel analysis and apply to proper manifolds with boundary.
result Prove index formulas relating delocalized eta invariants to Atiyah-Patodi-Singer indices.

The paper defines higher invariants for groups of polynomial growth and proves their convergence.

problem Defining and proving convergence of higher invariants for groups of polynomial growth.
method Using delocalized cyclic cocycles and a determinant map construction.
result A well-defined pairing between delocalized cyclic cocyles and K-theory classes of C*-algebraic secondary higher invariants.

The unadjusted Langevin algorithm converges faster for some variables in high dimensions.

problem Sampling probability distributions in high-dimensional settings.
method Analysis of the unadjusted Langevin algorithm for strongly log-concave distributions.
result The delocalization of bias effect allows for faster convergence for a small number of variables.

New method controls bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin.

problem Bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin samplers.
method Delocalization of bias technique applied to these samplers.
result Control W2W_2 bias with O(K)O(\sqrt{K}) integration steps for high-dimensional distributions.

A new model explains protein interactions via electron delocalization.

problem Understanding how protein interactions affect each other.
method Quantized discrete differential geometry of n-simplices.
result Allosteric regulation follows from the model of interactions.

The paper proves universality in optimization problems with i.i.d. random vectors.

problem Optimization problems with i.i.d. random vectors and their projections.
method Proves universality of empirical risk minimization under specific conditions.
result The minimum value of the optimization problem is universal and depends only on the mean and covariance of the random vectors.

Non-Abelian actions are resolved using equivariant K-theory and delocalized cohomology.

problem Resolving non-Abelian actions on manifolds.
method Using equivariant K-theory and delocalized cohomology, the structure of the quotient space is described.
result A new model for non-Abelian equivariant K-theory and cohomology is developed.

Improved sampling from complex distributions with reduced bias.

problem Reducing bias in high-dimensional sampling algorithms.
method Hierarchical entropy analysis to weaken assumptions and expand scope.
result Bias reduction in low-dimensional marginals scales with lower dimension, not full dimension.

For any closed complex manifold XX, we calculate the Poincaré and Hodge polynomials of the delocalized equivariant cohomology H(Xn,Sn)H^*(X^n, S_n) with a grading specified by physicists. As a consequence, we recover a special case of a formula for the elliptic genera of symmetric products in Dijkgraaf-Moore-Verlinde-Verlin…

1999-10-05abs ↗pdf ↗

Let G be a finitely generated discrete group. In this paper we establish vanishing results for rho-invariants associated to (i) the spin-Dirac operator of a spin manifold with positive scalar curvature (ii) the signature operator of the disjoint union of a pair of homotopy equivalent oriented manifolds with fundamental…

2004-07-22abs ↗pdf ↗

A refined form of the `Folk Theorem' that a smooth action by a compact Lie group can be (canonically) resolved, by iterated blow up, to have unique isotropy type was established by the authors in the context of manifolds with corners; the canonical construction induces fibrations on the boundary faces of the resolution…

2010-12-28abs ↗pdf ↗

We give a description of the delocalized twisted cohomology of an orbifold and the Chern character of a twisted vector bundle in terms of supersymmetric Euclidean field theories. This includes the construction of a twist functor for 111|1-dimensional EFTs from the data of a gerbe with connection.

2018-01-09abs ↗pdf ↗

Machine learning models perform better with location coordinates alone, not Moran Eigenvectors.

problem Improving machine learning models for spatial data.
method Examined Moran Eigenvectors as additional spatial features in machine learning models using synthetic datasets.
result Machine learning models using only location coordinates achieve better accuracies than eigenvector-based approaches.

Paper addresses eigenvector perturbation in small eigen-gap scenarios.

problem Fine-grained behavior of eigenvectors in the presence of small eigen-gaps.
method Develops de-biased estimators for linear functions of an unknown eigenvector.
result Achieves minimax lower bounds for a family of scenarios, even with small eigen-gaps.

In many applications, one has side information, e.g., labels that are provided in a semi-supervised manner, about a specific target region of a large data set, and one wants to perform machine learning and data analysis tasks "nearby" that prespecified target region. For example, one might be interested in the clusteri…

2013-04-28abs ↗pdf ↗

In spectral clustering, one defines a similarity matrix for a collection of data points, transforms the matrix to get the Laplacian matrix, finds the eigenvectors of the Laplacian matrix, and obtains a partition of the data using the leading eigenvectors. The last step is sometimes referred to as rounding, where one ne…

2012-10-16abs ↗pdf ↗

New metric tensor field on symmetric matrices simplifies eigenvector computation.

problem Complex eigenvector computation for 2x2 symmetric matrices.
method Introducing a metric tensor field on the space of symmetric matrices, resulting in a curved manifold.
result Parallel transport simplifies eigenvector computation for one-parameter families of matrices.

Spectral clustering performance depends on eigenvector fluctuations, shown to be Gaussian.

problem Predicting the performance of spectral clustering.
method General spike random matrix model and rotational invariance of noise.
result Fluctuations of eigenvector entries are Gaussian in large-dimensional regime.

New neural architectures invariant to sign flips and basis symmetries for graph representation learning.

problem Learning invariant graph representations from eigenvectors.
method SignNet and BasisNet neural architectures that are invariant to sign flips and basis symmetries.
result Proven to be universal, approximating any continuous function of eigenvectors with desired invariances.

New theory for eigenvectors of generalized Laplacian matrices, addressing dependency issues.

problem Dependency in random matrix theory hinders eigenvector analysis for latent embeddings.
method Introduces generalized Laplacian matrices and a new asymptotic theory framework.
result Established asymptotic normalities for spiked eigenvectors and eigenvalues.

This paper develops the exact linear relationship between the leading eigenvector of the unnormalized modularity matrix and the eigenvectors of the adjacency matrix. We propose a method for approximating the leading eigenvector of the modularity matrix, and we derive the error of the approximation. There is also a comp…

2015-05-09abs ↗pdf ↗

New method improves subspace iteration for eigenvectors in machine learning.

problem Computing eigenvectors for large-scale problems in machine learning.
method Subspace iteration with 2o\ell_{2 o \infty} norm convergence analysis.
result Deterministic bounds and practical stopping criterion for improved performance.

The paper explores how kernel eigenalignments affect generalization in KRR.

problem Achieving robust generalization in kernel methods.
method Direct connection between generalization and matrix eigenvectors/eigenvalues, focusing on finite-sample settings.
result Strong generalization requires increasing eigenvector alignment, eigenvalue magnitude, or gaps between eigenvalues.

Paper tackles small eigen-gap estimation and inference for noisy symmetric matrices.

problem Estimating eigenvectors with small eigen-gap and fine-grained statistical reasoning.
method Eigen-decomposition of asymmetric data matrix, distribution-free procedures, adaptive to heteroscedastic noise.
result Minimax optimal under Gaussian noise, confidence intervals for eigenvalues, small eigen-gap handling.

A multi-scale model predicts atomic-scale properties using both local and long-range information.

problem Inability of machine-learning schemes to capture long-range physical effects.
method Combines local and non-local information in a multipole expansion framework.
result Demonstrates the ability to model electrostatics, polarization, and dispersion.

New insights into spectral clustering reveal strong connections within eigenvectors.

problem Clustering on graphs when there are two underlying clusters.
method Analyzes the eigenvector corresponding to the second largest eigenvalue of the adjacency matrix.
result Vertices with extreme values in the eigenvector are more reliably classified.

Graph convolutional networks fail to use eigenvectors beyond the first, unlike spectral embedding.

problem Understanding when graph convolutional networks fail compared to spectral embedding.
method Presented a simple generative model to illustrate failure.
result Graph convolutional networks fail to use eigenvectors beyond the first in certain graphs.

Study eigenvalues and eigenvectors in neural networks, focusing on signal propagation.

problem Characterize signal eigenvalues and eigenvectors in neural networks.
method Characterizes signal eigenvalues and eigenvectors for a nonlinear spiked covariance model.
result Provides precise quantitative characterizations of signal eigenvalues and eigenvectors in neural networks.

The paper tackles learning symmetries in data without expert knowledge.

problem Learning symmetries in data from raw data without prior knowledge.
method Develops methods to select eigenvectors for orthogonal symmetries and compares their effectiveness.
result The problem of learning symmetries is as hard as the graph automorphism problem in the worst case, but can be simplified with certain restrictions.

Let G be a discrete group, and let M be a closed spin manifold of dimension m>3 with pi_1(M)=G. We assume that M admits a Riemannian metric of positive scalar curvature. We discuss how to use the L2-rho invariant and the delocalized eta invariant associated to the Dirac operator on M in order to get information about t…

2006-04-13abs ↗pdf ↗

New method improves covariance estimation for weighted samples.

problem Improving covariance estimation for weighted sample data.
method Asymptotic non-linear shrinkage formulas for covariance and precision matrix estimators of weighted sample covariances.
result Asymptotic non-linear shrinkage formulas for covariance and precision matrix estimators of weighted sample covariances.