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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.

168,657 papers · 148 categories

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130261391521 · May 202619922001200920172026
48 results for finite dimensional subspace

Agents collaborate to reduce regret in a multi-agent linear bandit problem with side information.

problem Reducing regret in a multi-agent stochastic linear bandit with side information.
method A decentralized algorithm where agents communicate subspace indices and each plays a projected LinUCB on the corresponding low-dimensional subspace.
result Per-agent finite-time regret is much smaller when agents communicate compared to non-communicating case.

The article presents a description of geometry of Banach structures forming mathematical base of markets arbitrage absence type phenomena. In this connection the role of reflexive subspaces (replacing classically considered finite-dimensional subspaces) and plasterable cones is uncovered.

2014-10-17abs ↗pdf ↗

The paper studies the n-loop Kontsevich invariant of knots with same Alexander polynomial.

problem Understanding the n-loop Kontsevich invariant for knots with identical Alexander polynomials.
method Analyzes the subspace generated by the n-loop Kontsevich invariant of knots with genus ≤ g and same Alexander polynomial.
result For n ≥ 2, the subspace is finite-dimensional.

The paper explores subspaces in hyperbolic lattices and their arithmetic properties.

problem Arithmeticity criterion for hyperbolic lattices and suborbifolds.
method Analysis of totally geodesic suborbifolds and Vinberg's commensurability invariants.
result Arithmeticity of hyperbolic orbifolds is linked to the existence of infinitely many fc-subspaces.

Flow Matching models help generative models stay within the subspace of real data.

problem How do generative models stay within the subspace of real data?
method Flow Matching models using a learned velocity field to transform a simple prior into a complex target distribution.
result Generated samples memorize real data points and represent the sample data subspace exactly.

This paper improves Koopman operator approximations by pruning subspaces in RKHS.

problem Improving predictive accuracy of Koopman operator approximations.
method Computes principal angles and vectors in RKHS to prune subspaces.
result Validated approach enhances Koopman operator approximations for large datasets.

We survey the existing parts of a classification of finite groups generated by orthogonal transformations in a finite-dimensional Euclidean space whose fixed point subspace has codimension one or two and extend it to a complete classification. These groups naturally arise in the study of the quotient of a Euclidean spa…

2015-09-23abs ↗pdf ↗

We compare the risk of ridge regression to a simple variant of ordinary least squares, in which one simply projects the data onto a finite dimensional subspace (as specified by a Principal Component Analysis) and then performs an ordinary (un-regularized) least squares regression in this subspace. This note shows that …

2011-05-04abs ↗pdf ↗

With the scale of data growing every day, reducing the dimensionality (a.k.a. sketching) of high-dimensional data has emerged as a task of paramount importance. Relevant issues to address in this context include the sheer volume of data that may consist of categorical samples, the typically streaming format of acquisit…

2016-09-27abs ↗pdf ↗

I construct an algebraic model for a typical fiber on a 1+1 dimensional spacetime. The vector space comprising the fiber is composed of elements formed from the direct product of two copies of an element x in the D2=C2xC2 finite group algebra over the real numbers. The fiber contains subspaces whose elements are associ…

2000-02-24abs ↗pdf ↗

Study Sp(n)Sp(n)-orbits in complex and ΣΣ-complex subspaces of Hermitian quaternionic vector spaces.

problem Characterize Sp(n)Sp(n)-orbits in Grassmannians of complex and ΣΣ-complex subspaces.
method Decompose subspaces into 4-dimensional complex addends and 2-dimensional totally complex subspace. Use properties of isoclinic subspaces and principal angles.
result Determine full set of invariants for Sp(n)Sp(n)-orbits in GrR(2k,4n)Gr^\R(2k,4n).

By Markowitz geometry we mean the intersection theory of ellipsoids and affine subspaces in a real finite-dimensional linear space. In the paper we give a meticulous and self-contained treatment of this arch-classical subject, which lays a solid mathematical groundwork of Markowitz mean-variance theory of efficient por…

2017-07-12abs ↗pdf ↗

Physics-informed neural networks improve by measuring effective dimensionality of constraints.

problem Task interference in physics-informed neural networks due to shared parameter space.
method Introduce effective dimensionality (deffd_{eff}) as an operator invariant to quantify constraints.
result Effective dimensionality measures unconstrained parameter directions, independent of network architecture.

AGOP from KRR recovers central subspace in fewer samples than needed for prediction.

problem Recovering low-dimensional structure in multi-index polynomial functions.
method Fit kernel ridge regression and compute AGOP from the fitted predictor.
result AGOP's top rr eigenspace recovers the central subspace in ndp+δn \asymp d^{p+δ} samples.

The paper studies affine manifolds with linear foliations and their topological properties.

problem Characterizing the topology of affine manifolds with linear foliations.
method Analyzing the structure of affine manifolds and their foliations, proving topological properties.
result Compact affine manifolds with linear foliations are homeomorphic to the torus under certain conditions.

Subspace clustering refers to the problem of clustering unlabeled high-dimensional data points into a union of low-dimensional linear subspaces, assumed unknown. In practice one may have access to dimensionality-reduced observations of the data only, resulting, e.g., from "undersampling" due to complexity and speed con…

2014-04-27abs ↗pdf ↗

Study mapping class group action on de Rham quasimorphisms, finding no fixed points.

problem Action of mapping class group on de Rham quasimorphisms.
method Examined the action of mapping class group on de Rham classes in bounded cohomology of a hyperbolic surface.
result No fixed points in the action of mapping class group on de Rham quasimorphisms.

A low-rank transformation learning framework for subspace clustering and classification is here proposed. Many high-dimensional data, such as face images and motion sequences, approximately lie in a union of low-dimensional subspaces. The corresponding subspace clustering problem has been extensively studied in the lit…

2013-09-09abs ↗pdf ↗

Let VV be a separable Hilbert space, possibly infinite dimensional. Let $\St(p,V)$ be the Stiefel manifold of orthonormal frames of pp vectors in VV, and let $\Gr(p,V)$ be the Grassmann manifold of pp dimensional subspaces of VV. We study the distance and the geodesics in these manifolds, by reducing the matter to…

2012-09-13abs ↗pdf ↗

We prove that the kernels of the restrictions of symplectic Dirac or symplectic Dirac-Dolbeault operators on natural subspaces of polynomial valued spinor fields are finite dimensional on a compact symplectic manifold. We compute those kernels for the complex projective spaces. We construct injections of subgroups of t…

2013-07-05abs ↗pdf ↗

Gradient-free method reduces dimensionality without gradients for expensive models.

problem Reducing high-dimensional input spaces for expensive models without gradient information.
method Fully Bayesian, gradient-free approach using Gaussian processes.
result Improves active subspace recovery and probabilistic prediction accuracy with limited data.

Investigates projections onto explicit subspaces and their variance effects.

problem Understanding the variance preservation in explicit subspace projections.
method Investigates projections onto explicit subspaces of varying dimensionality and analyzes the variance effects.
result Developed new bounds for Euclidean distances and inner products.

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of this measure is concentrated on a lower dimensional subspace, meaning that certai…

2019-06-26abs ↗pdf ↗

BO method identifies sparse subspaces for efficient high-dimensional optimization.

problem Efficient optimization of high-dimensional black-box functions.
method Sparse Gaussian process surrogate models on axis-aligned subspaces with Hamiltonian Monte Carlo inference.
result SAASBO achieves excellent performance on synthetic and real-world problems.

New framework tackles high-dimensional reliability analysis using surrogate models and active subspaces.

problem High computational cost and curse of dimensionality in reliability analysis of high-dimensional systems.
method Sparse Active Subspace (SAS) algorithm for identifying low-dimensional manifolds and constructing efficient surrogate models.
result Proposed framework significantly improves accuracy and efficiency of reliability analysis compared to existing methods.

This paper deals with some basic constructions of linear and multilinear algebra on finite-dimensional diffeological vector spaces. We consider the diffeological dual formally checking that the assignment to each space of its dual defines a covariant functor from the category of finite-dimensional diffeological vector …

2015-04-30abs ↗pdf ↗

Paper shows affine constraint is unnecessary for high-dimensional data.

problem The necessity of an affine constraint in affine subspace clustering.
method Theoretical and empirical analysis of conditions for correctness of affine subspace clustering methods.
result Affine constraint has negligible effect on clustering performance for high-dimensional data.

We study the accuracy of estimating the covariance and the precision matrix of a DD-variate sub-Gaussian distribution along a prescribed subspace or direction using the finite sample covariance. Our results show that the estimation accuracy depends almost exclusively on the components of the distribution that correspo…

2019-09-26abs ↗pdf ↗

We consider the problem of clustering noisy high-dimensional data points into a union of low-dimensional subspaces and a set of outliers. The number of subspaces, their dimensions, and their orientations are unknown. A probabilistic performance analysis of the thresholding-based subspace clustering (TSC) algorithm intr…

2013-05-15abs ↗pdf ↗

A new method splits surface flow discretizations into streamfunctions and harmonic fields.

problem Discretizing incompressible flows on surfaces with pressure and saddle-point structure.
method Discrete Helmholtz-Hodge decomposition for BDM elements on surfaces.
result Eliminates pressure and saddle-point structure, ensuring exact tangentiality and divergence-freeness.

The paper analyzes side effects of learning from low-dimensional data embedded in a Euclidean space.

problem Learning from data distributed in a linear subspace of high-dimensional space.
method Derives estimates on the variation of the learning function and studies regularization effects.
result Potential regularization effects associated with network depth and noise in codimension of data manifold.

Subspace clustering refers to the problem of clustering unlabeled high-dimensional data points into a union of low-dimensional linear subspaces, whose number, orientations, and dimensions are all unknown. In practice one may have access to dimensionality-reduced observations of the data only, resulting, e.g., from unde…

2015-07-25abs ↗pdf ↗

Paper improves 0\ell^{0}-SSC for noisy data by proving SDP and proposing Noisy-DR-0\ell^{0}-SSC.

problem Noisy data and less restrictive subspace affinity in sparse subspace clustering.
method Proposes Noisy-DR-0\ell^{0}-SSC, which projects data onto a lower dimensional space and then applies noisy 0\ell^{0}-SSC.
result Theoretical guarantee on the correctness of noisy 0\ell^{0}-SSC in terms of SDP on noisy data.

Rare data in a large-scale database are called outliers that reveal significant information in the real world. The subspace-based outlier detection is regarded as a feasible approach in very high dimensional space. However, the outliers found in subspaces are only part of the true outliers in high dimensional space, in…

2014-05-05abs ↗pdf ↗