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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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17335066 · Jun 202019922001200920172026
48 results for fixed-rank matrices

This research solves Hermite interpolation on manifolds using retractions.

problem Interpolating data on non-Euclidean spaces with matching derivatives.
method Proposes a novel procedure using retractions for Hermite interpolation on various manifolds.
result Establishes the well-posedness of the method and extends Hermite interpolation results to manifolds.

New method reduces computational cost for nonnegative low rank matrix approximation.

problem Efficiently compute nonnegative low rank matrix approximation for nonnegative matrices.
method Alternating projections onto tangent spaces of fixed rank matrices manifold and nonnegative matrix manifold.
result Sequence converges linearly to optimal solutions, showing better performance in terms of computational time and accuracy.

New geometric framework for positive semidefinite matrices of fixed rank.

problem Statistical analysis of positive semidefinite matrices of fixed rank.
method Introducing a manifold S(n,p)S(n,p)^{*} with Riemannian geometry and Lie group structure.
result Analytical closed forms for geodesics and Fréchet means.

Estimates covariance matrices for matrix-variate data via core covariance geometry.

problem Estimating covariance matrices for matrix-variate data with partial isotropy.
method Fixed-rank core covariance geometry, partial-isotropy rank-r core shrinkage estimator.
result The geometry of the space of rank-r cores is a smooth manifold.

KReTTaH uses tensor trains and Hadamard overparameterization for fast, interpretable multi-way data imputation.

problem Multi-way data imputation for high-dimensional functional MRI and dynamic graph recovery.
method Reformulates imputation as RKHS regression with TT-constrained coefficients and Hadamard overparameterization. Optimizes TT coefficients and kernel matrices on Riemannian manifolds.
result Consistently outperforms state-of-the-art methods in modeling accuracy.

KReTTaH uses tensor trains and Hadamard overparameterization for fast, interpretable multi-way data imputation.

problem Multi-way data imputation in high-dimensional spaces.
method Reformulates imputation as RKHS regression with TT-constrained coefficients, optimized on manifold frameworks.
result Consistently outperforms state-of-the-art methods in accuracy.

The paper presents two schemes for sampling matrices from specific distributions on a manifold.

problem Sampling matrices from Gibbs distributions on the manifold of positive semi-definite matrices with fixed rank.
method Two explicit schemes based on Euler-Maruyama discretization of the Riemannian Langevin equation with Brownian motion on the manifold.
result Numerical validation of the schemes using specific energy functions and metrics.

This paper studies geodesics between covariance matrices of different ranks using the Bures-Wasserstein metric.

problem Geodesics between covariance matrices of varying ranks.
method Analyzes the Bures-Wasserstein distance on covariance matrices, completing previous work on geodesics and providing explicit formulas.
result The set of all minimizing geodesics between two covariance matrices is parametrized by a closed unit ball in R(kr)imes(lr)\mathbb{R}^{(k-r) imes(l-r)}.

Paper proposes a new algorithm for graph learning with covariance constraints.

problem Graphical models and factor analysis not jointly leveraged in graph learning processes.
method Penalized maximum likelihood estimation of an elliptical distribution with Riemannian optimization.
result Effectiveness of the proposed approach demonstrated on real-world data sets.

We consider two Riemannian geometries for the manifold M(p,m×n)\mathcal{M}(p,m\times n) of all m×nm\times n matrices of rank pp. The geometries are induced on M(p,m×n)\mathcal{M}(p,m\times n) by viewing it as the base manifold of the submersion π:(M,N)MNTπ:(M,N)\mapsto MN^T, selecting an adequate Riemannian metric on the total space, and …

2012-09-01abs ↗pdf ↗

Riemannian gradient descent escapes some spurious critical points on low-rank matrix manifold.

problem Spurious critical points on the boundary of low-rank matrix manifold.
method Riemannian gradient descent with dynamical low-rank approximation and rescaled gradient flow.
result Riemannian gradient descent escapes some spurious critical points on the boundary of the manifold.

Study of correlated Wigner matrices with BBP transitions.

problem Understanding spectral transitions in correlated Wigner matrices.
method Analyzes a Wigner-type matrix with row/column correlations, decomposes into bulk and outliers, and uses integral operators to model transitions.
result Correlated Wigner matrices exhibit multiple BBP transitions at critical points.

Clarifies the structure of quantum states using algebraic methods.

problem Unclear stratification of quantum states in physics literature.
method Analyzes the state space S(A) of a finite-dimensional C*-algebra A, focusing on unitary orbits and their properties.
result Identifies a natural Whitney stratification of the state space into matrices of fixed rank, providing a pseudo-manifold structure.

We consider numerical integrators of ODEs on homogeneous spaces (spheres, affine spaces, hyperbolic spaces). Homogeneous spaces are equipped with a built-in symmetry. A numerical integrator respects this symmetry if it is equivariant. One obtains homogeneous space integrators by combining a Lie group integrator with an…

2014-02-27abs ↗pdf ↗

In this paper, we introduce a new geometric description of the manifolds of matrices of fixed rank. The starting point is a geometric description of the Grassmann manifold Gr(Rk)\mathbb{G}_r(\mathbb{R}^k) of linear subspaces of dimension r<kr<k in Rk\mathbb{R}^k which avoids the use of equivalence classes. The set $\mathbb{…

2017-05-11abs ↗pdf ↗

Recently, Factorization Machines (FM) has become more and more popular for recommendation systems, due to its effectiveness in finding informative interactions between features. Usually, the weights for the interactions is learnt as a low rank weight matrix, which is formulated as an inner product of two low rank matri…

2018-04-17abs ↗pdf ↗

A new Riemannian framework optimizes LoRA for faster convergence and better performance.

problem Optimizing low-rank adapters in neural networks to improve convergence and performance.
method Integrates Riemannion optimizer, LoRA initialization, and efficient implementation for geometrically treating low-rank adapters.
result Consistent and noticeable improvements in convergence speed and final task performance over standard LoRA and its modifications.

New algorithm reduces rank constrained optimization problems.

problem Rank constrained optimization problems in machine learning and statistics.
method Recursive Importance Sketching (RISRO) algorithm.
result RISRO offers clear advantages over existing algorithms and converges efficiently.

Matroid bundles, introduced by MacPherson, are combinatorial analogues of real vector bundles. This paper sets up the foundations of matroid bundles, and defines a natural transformation from isomorphism classes of real vector bundles to isomorphism classes of matroid bundles, as well as a transformation from matroid b…

1999-11-21abs ↗pdf ↗

Factorization machines (FM) are a popular model class to learn pairwise interactions by a low-rank approximation. Different from existing FM-based approaches which use a fixed rank for all features, this paper proposes a Rank-Aware FM (RaFM) model which adopts pairwise interactions from embeddings with different ranks.…

2019-05-18abs ↗pdf ↗

A compact topological surface S, possibly non-orientable and with non-empty boundary, always admits a Klein surface structure (an atlas whose transition maps are dianalytic). Its complex cover is, by definition, a compact Riemann surface M endowed with an anti-holomorphic involution which determines topologically the o…

2009-12-03abs ↗pdf ↗

The main goal of this paper is to extend the so-called Dirac-Frenkel Variational Principle in the framework of tensor Banach spaces. To this end we observe that a tensor product of normed spaces can be described as a union of disjoint connected components. Then we show that each of these connected components, composed …

2016-10-31abs ↗pdf ↗

Structured sparsity is an important modeling tool that expands the applicability of convex formulations for data analysis, however it also creates significant challenges for efficient algorithm design. In this paper we investigate the generalized conditional gradient (GCG) algorithm for solving structured sparse optimi…

2014-10-17abs ↗pdf ↗

Moduli spaces of semi-stable real and quaternionic vector bundles of a fixed topological type admit a presentation as Lagrangian quotients, and can be embedded into the symplectic quotient corresponding to the moduli variety of semi-stable holomorphic vector bundles of fixed rank and degree on a smooth complex projecti…

2011-09-23abs ↗pdf ↗

Recent advances in neuroscience and in the technology of functional magnetic resonance imaging (fMRI) and electro-encephalography (EEG) have propelled a growing interest in brain-network clustering via time-series analysis. Notwithstanding, most of the brain-network clustering methods revolve around state clustering an…

2019-06-05abs ↗pdf ↗

We simplify matrix computations for block matrices, especially useful for covariance and correlation matrices.

problem Complex computations for block matrices, especially for covariance and correlation matrices.
method Obtained a canonical representation for block matrices, facilitating computation of various matrix operations.
result Simplified computation of matrix operations for block matrices, particularly useful for covariance and correlation matrices.

Computes isotropy subgroups of orthogonal matrices acting on Hermitian matrices.

problem Computing isotropy subgroups of orthogonal matrices acting on Hermitian matrices.
method Algorithm for solving a matrix equation to compute isotropy subgroups.
result Computed isotropy subgroups of orthogonal matrices acting on Hermitian matrices.

Study on random matrices in deep neural networks using Gaussian data.

problem Distribution of singular values in product of random matrices in deep learning.
method Free probability theory combined with standard techniques of random matrix theory.
result Justification for applying free probability theory to non-independent random data matrices.

Study on random matrices in deep neural networks with IID entries.

problem Distribution of singular values in product of random matrices for deep neural networks.
method Random matrix theory with a streamlined approach for non-Gaussian data.
result Generalization of macroscopic universality property to non-Gaussian data.

Study isotropy groups for complex orthogonal and skew-symmetric matrices.

problem Understanding isotropy subgroups of orthogonal similarity transformations.
method Analysis of group structure of nonsingular block matrices.
result Group structure of isotropy subgroups related to block Toeplitz matrices.

Researchers develop geodesics for a new metric on correlation matrices.

problem Lack of intrinsic tools for statistical analyses of correlation matrices.
method Developed geodesics for the quotient-affine metric on full-rank correlation matrices.
result Provided fundamental Riemannian operations for the quotient-affine metric.