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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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4897145193 · Jun 202019922001200920172026
48 results for fundamental matrices

Study rigidity of minimal Legendrian submanifolds in spheres via eigenvalues.

problem Rigidity of minimal Legendrian submanifolds in unit Euclidean spheres.
method Using Lu's inequality and eigenvalues of fundamental matrices to establish pinching theorems.
result Optimal pinching theorem and rigidity theorem for submanifolds of all dimensions.

In the present paper we discuss the cabling procedure for the colored HOMFLY polynomial. We describe how it can be used and how one can find all the quantities such as projectors and R\mathcal{R}-matrices, which are needed in this procedure. The constructed matrix forms of the projectors and the fundamental $\mathcal{…

2013-07-08abs ↗pdf ↗

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.

Estimating fundamental matrices is a classic problem in computer vision. Traditional methods rely heavily on the correctness of estimated key-point correspondences, which can be noisy and unreliable. As a result, it is difficult for these methods to handle image pairs with large occlusion or significantly different cam…

2018-10-03abs ↗pdf ↗

Study embeds PC matrices into Grassmannian manifold for geometric interpretation.

problem Understanding algebraic consistency of pairwise comparisons matrices.
method Leverages Plücker coordinates and geometric interpretation of Grassmannian manifold.
result Algebraic consistency condition is equivalent to geometric consistency in G(2,n)G(2, n).

Efficiently approximates eigenspaces for symmetric and general matrices.

problem Fast computation of eigenspaces for large matrices.
method Factor eigenspaces into fundamental components using transformations, solve minimization problems, and iteratively update.
result Improved computational efficiency for eigenspace approximation.

Study optimizes shared singular subspace estimation from noisy matrices.

problem Estimating shared singular subspaces across multiple noisy matrices.
method Low-rank matrix denoising framework with Stack-SVD and novel estimators.
result Stack-SVD achieves minimax rate-optimality for identical shared subspaces, and novel estimators for partial sharing.

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.

Complex systems are typically represented by large ensembles of observations. Correlation matrices provide an efficient formal framework to extract information from such multivariate ensembles and identify in a quantifiable way patterns of activity that are reproducible with statistically significant frequency compared…

2011-06-02abs ↗pdf ↗

New technique stabilizes singular values in concatenated matrices.

problem How singular values of concatenated matrices relate to individual components.
method Developed perturbation technique extending classical results to concatenated matrices.
result Dominant singular values remain stable under small perturbations in submatrices.

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.

Direct proof of Alexander polynomial scaling for L-shaped representations.

problem Proving scaling property of Alexander polynomials for specific representations.
method Direct use of Reshetikhin-Turaev formalism to compute R-matrices.
result Normalized Alexander polynomial for one-hook representations scales with qRq^{|R|}.

The paper tackles joint learning of linear systems, improving accuracy with pooled data.

problem Estimating transition matrices of multiple related linear systems more accurately.
method Developed novel techniques to bound estimation errors and establish high probability bounds for singular values.
result Significant gains in accuracy achieved by pooling data across systems.

The fundamental group of every surface that is not the projective plane or Klein bottle has a representation to a torsion-free group of upper-triangular matrices in SL(2,R) with no simple loop (i.e. a nontrivial element representing a simple closed curve) in the kernel.

2017-04-04abs ↗pdf ↗

This paper analyzes AJIVE for estimating shared subspace across multiple datasets, revealing its strengths and limitations.

problem Estimating shared subspace across multiple datasets with varying degrees of misalignment.
method Angle-based Joint and Individual Variation Explained (AJIVE) method, a two-stage spectral approach.
result AJIVE's performance in high signal-to-noise ratio (SNR) regimes and its non-diminishing error in low-SNR settings.

New algorithm optimizes matrix reordering for noisy disordered matrices.

problem Optimizing matrix reordering for noisy disordered matrices in single-cell biology and metagenomics.
method Proposed a polynomial-time adaptive sorting algorithm to improve upon spectral seriation.
result Our algorithm achieves superior performance compared to existing methods in real datasets.

Spectral regularization simplifies sequence models by focusing on grammatical simplicity.

problem Sequence modeling challenges in learning tasks.
method Introduces spectral regularization based on Hankel matrices and trace norm, addressing bi-infinite matrices with an unbiased estimator.
result Demonstrates spectral regularization's potential benefits on Tomita grammars.

Novel algorithm speeds up log-determinant estimation for large matrices.

problem Efficiently estimating log-determinants of large positive definite matrices under memory constraints.
method Hierarchical algorithm based on block-wise computation of LDL decomposition.
result Accurate estimation of NTK log-determinants from a tiny fraction of the full dataset.

Study heavy-tailed weights' impact on neural network's spectral distribution.

problem Analyzing spectral distribution of conjugate kernel matrices with heavy-tailed weights.
method Computed limiting eigenvalue distribution through moments, considering heavy-tailed distributions and nonlinear activation functions.
result Heavy-tailed weights induce strong correlations, leading to fundamentally different spectral behavior.

The paper studies matrix normalization and graph balancing using a new functional and gradient descent.

problem Matrix normalization and graph balancing.
method A new functional called the non-normal energy, and gradient descent.
result Gradient descent of the non-normal energy converges to balanced graphs and preserves spectra and realness of weights.

This paper introduces a submanifold of the moduli space of unitary representations of the fundamental group of a punctured sphere with fixed local monodromy. The submanifold is defined via products of involutions through Lagrangian subspaces. We show that the moduli space of Lagrangian representations is a Lagrangian s…

2005-06-06abs ↗pdf ↗

In this paper we translate the necessary and sufficient conditions of Tanaka's theorem on the finiteness of effective prolongations of a fundamental graded Lie algebras into computationally effective criteria, involving the rank of some matrices that can be explicitly constructed. Our results would apply to geometries,…

2018-06-25abs ↗pdf ↗

We give an explicit algorithm and source code for constructing risk models based on machine learning techniques. The resultant covariance matrices are not factor models. Based on empirical backtests, we compare the performance of these machine learning risk models to other constructions, including statistical risk mode…

2019-03-15abs ↗pdf ↗

This work proves the asymptotic freeness of layerwise Jacobians in MLPs with Haar orthogonal matrices.

problem Proving the asymptotic freeness of layerwise Jacobians in multilayer perceptrons (MLPs).
method Replacing each layer's parameter matrix with itself multiplied by a Haar orthogonal matrix, and using the invariance of the MLP.
result Proves the asymptotic freeness of layerwise Jacobians in MLPs with Haar orthogonal matrices.

We give a description of several representation varieties of the fundamental group of the complement of the figure eight knot in PGL(3,C) or SL(3,C). We moreover obtain an explicit parametrization of matrices generating the representation and a description of the projection of the representation variety into the charac…

2014-12-15abs ↗pdf ↗

According to recent findings [1,2], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can essentially be regarded as random. In [1], e.g., it is reported that about 94% of th…

2001-11-27abs ↗pdf ↗

Minimizing the nuclear norm of a matrix has been shown to be very efficient in reconstructing a low-rank sampled matrix. Furthermore, minimizing the sum of nuclear norms of matricizations of a tensor has been shown to be very efficient in recovering a low-Tucker-rank sampled tensor. In this paper, we propose to recover…

2017-07-25abs ↗pdf ↗

A new mechanism for differentially private Fréchet mean on SPD matrices.

problem Privacy-preserving statistical summaries for SPD matrices.
method Tangent Gaussian mechanism for log-Euclidean metric.
result Significantly better utility and computational efficiency.

Convergence of the Kalman filter is best analyzed by studying the contraction of the Riccati map in the space of positive definite (covariance) matrices. In this paper, we explore how this contraction property relates to a more fundamental non-expansiveness property of filtering maps in the space of probability distrib…

2015-03-31abs ↗pdf ↗

Graph energy helps detect communities in networks better than traditional methods.

problem Detecting communities in sparse networks where traditional methods fail.
method Using graph energy based on the full spectrum of adjacency matrices.
result The difference in graph energy between a planted partition model and an Erdős--Rényi network has a distinct transition at the detectability threshold.

New tools in nonlinear random matrices improve understanding of the Sum of Squares hierarchy.

problem Improving the Sum of Squares (SoS) hierarchy's performance on average-case problems.
method Developed new tools in nonlinear random matrices and applied them to analyze the SoS hierarchy.
result Subexponential-time SoS lower bounds for various problems, offering evidence for the low-degree likelihood ratio hypothesis.

Random representations of surface groups approach asymptotic freeness in large nn limit.

problem Asymptotic freeness of Haar unitary matrices for surface groups.
method Interplay between Dehn's work and classical invariant theory.
result Expected value of trace of a fixed non-identity element is bounded as non o\infty.