Gradient descent with small random init mimics spectral methods for low-rank matrix recovery.
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.
Trend · papers per month
Improved clustering algorithm for large datasets.
Study spectral learning for odeco tensors, addressing initialization bottlenecks.
The cost of computing the spectrum of Laplacian matrices hinders the application of spectral clustering to large data sets. While approximations recover computational tractability, they can potentially affect clustering performance. This paper proposes a practical approach to learn spectral clustering based on adaptive…
We introduce the notion of spectral flow along a periodic semi-Riemannian geodesic, as a suitable substitute of the Morse index in the Riemannian case. We study the growth of the spectral flow along a closed geodesic under iteration, determining its asymptotic behavior.
New method accelerates smooth games using spectral shape analysis.
Develops methods for spectral estimation and rare-event prediction in complex systems.
ParPIC clusters directed graphs using random walks and diffusion operators.
In this paper we propose the notion of continuous-time dynamic spectral risk-measure (DSR). Adopting a Poisson random measure setting, we define this class of dynamic coherent risk-measures in terms of certain backward stochastic differential equations. By establishing a functional limit theorem, we show that DSRs may …
Sparse spectral decomposition identifies overlapping communities in networks.
Nystrom approximation speeds up kernel model training.
Optimal spectral method found for inhomogeneous spiked Wigner model.
In the preceding note math.DG/0610917 the --spectral sequence, whose first term is composed of \emph{secondary iterated differential forms}, was constructed for a generic diffiety. In this note the zero and first terms of this spectral sequence are explicitly computed for infinite jet spaces. In par…
For the multiple differential algebra of iterated differential forms (see math.DG/0605113 and math.DG/0609287) on a diffiety (O,C) an analogue of C-spectral sequence is constructed. The first term of it is naturally interpreted as the algebra of secondary iterated differential forms on (O,C). This allows to develop sec…
Optimizes graph spectral density learning for large networks.
Paper proposes a new method for sparse spectral clustering on Stiefel manifold.
EGO-MDA identifies optimal spectral-bands for process discrimination.
Multi-view spectral clustering, which aims at yielding an agreement or consensus data objects grouping across multi-views with their graph laplacian matrices, is a fundamental clustering problem. Among the existing methods, Low-Rank Representation (LRR) based method is quite superior in terms of its effectiveness, intu…
Robustly estimates sparse data with corrupted outliers.
A novel method relaxes binary constraints to non-negative spheres for multi-matching and clustering.
A celebrated result due to Poincaré affirms that a closed non-degenerate minimizing geodesic on an oriented Riemannian surface is hyperbolic. Starting from this classical theorem, our first main result is a general instability criterion for timelike and spacelike closed semi-Riemannian geodesics on a (non)oriented …
The paper sharpens the analysis of sketch-and-project methods using randomized singular value decomposition.
Spectral clustering algorithms typically require a priori selection of input parameters such as the number of clusters, a scaling parameter for the affinity measure, or ranges of these values for parameter tuning. Despite efforts for automating the process of spectral clustering, the task of grouping data in multi-scal…
New method improves subspace iteration for eigenvectors in machine learning.
Conebeam CT using a circular trajectory is quite often used for various applications due to its relative simple geometry. For conebeam geometry, Feldkamp, Davis and Kress algorithm is regarded as the standard reconstruction method, but this algorithm suffers from so-called conebeam artifacts as the cone angle increases…
We consider the problem of estimating from sample paths the absolute spectral gap of a reversible, irreducible and aperiodic Markov chain over a finite state space . We propose the (Upper Confidence Power Iteration) algorithm for this problem, a low-complexity algorithm …
New method preserves spectral clustering performance under aggressive sparsification and quantization.
In spectral clustering and spectral image segmentation, the data is partioned starting from a given matrix of pairwise similarities S. the matrix S is constructed by hand, or learned on a separate training set. In this paper we show how to achieve spectral clustering in unsupervised mode. Our algorithm starts with a se…
Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods, such as maximum-likelihood estimation and especially expectation-maximization, a…
First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers of iterations, with associated communication costs in distributed environments. I…
This paper defines a spectral sequence connecting knot homologies.
Study spectral estimators for multi-index models to recover low-dimensional signal subspaces.
Given a graphical model (GM), computing its partition function is the most essential inference task, but it is computationally intractable in general. To address the issue, iterative approximation algorithms exploring certain local structure/consistency of GM have been investigated as popular choices in practice. Howev…
This paper is concerned with the problem of top- ranking from pairwise comparisons. Given a collection of items and a few pairwise comparisons across them, one wishes to identify the set of items that receive the highest ranks. To tackle this problem, we adopt the logistic parametric model --- the Bradley-Te…
Efficiently compress pretrained models using RSI for improved predictive accuracy.
Proposes CRG_IMSC for better clustering of multi-view data.
Spectral method speeds fitting of binary time series models.
The eigendeomposition of nearest-neighbor (NN) graph Laplacian matrices is the main computational bottleneck in spectral clustering. In this work, we introduce a highly-scalable, spectrum-preserving graph sparsification algorithm that enables to build ultra-sparse NN (u-NN) graphs with guaranteed preservation of the or…
A fast, robust AMP algorithm for quadratic optimization problems.
We develop a latent variable model and an efficient spectral algorithm motivated by the recent emergence of very large data sets of chromatin marks from multiple human cell types. A natural model for chromatin data in one cell type is a Hidden Markov Model (HMM); we model the relationship between multiple cell types by…
Paper presents a unique method to recover signals from their bispectrum.
Transformers can learn spectral methods and perform unsupervised learning.
The dictionary-aided sparse regression (SR) approach has recently emerged as a promising alternative to hyperspectral unmixing (HU) in remote sensing. By using an available spectral library as a dictionary, the SR approach identifies the underlying materials in a given hyperspectral image by selecting a small subset of…
Optimal spectral estimators and AMP combine for efficient weak recovery in orthogonally invariant GLMs.
Paper proposes AMP with spectral initialization for robust signal estimation.
New method improves matrix completion accuracy, especially in noisy data.
Phase retrieval refers to the problem of recovering real- or complex-valued vectors from magnitude measurements. The best-known algorithms for this problem are iterative in nature and rely on so-called spectral initializers that provide accurate initialization vectors. We propose a novel class of estimators suitable fo…
New method estimates mean from noisy data with few outliers.