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.
This paper solves matrix blind joint block diagonalization with noise.
The approximate joint diagonalization of a set of matrices consists in finding a basis in which these matrices are as diagonal as possible. This problem naturally appears in several statistical learning tasks such as blind signal separation. We consider the diagonalization criterion studied in a seminal paper by Pham (…
We consider moment matching techniques for estimation in Latent Dirichlet Allocation (LDA). By drawing explicit links between LDA and discrete versions of independent component analysis (ICA), we first derive a new set of cumulant-based tensors, with an improved sample complexity. Moreover, we reuse standard ICA techni…
Non-orthogonal joint diagonalization (NJD) free of prewhitening has been widely studied in the context of blind source separation (BSS) and array signal processing, etc. However, NJD is used to retrieve the jointly diagonalizable structure for a single set of target matrices which are mostly formulized with a single da…
Recently, there has been a trend to combine independent component analysis and canonical polyadic decomposition (ICA-CPD) for an enhanced robustness for the computation of CPD, and ICA-CPD could be further converted into CPD of a 5th-order partially symmetric tensor, by calculating the eigenmatrices of the 4th-order cu…
We introduce three novel semi-parametric extensions of probabilistic canonical correlation analysis with identifiability guarantees. We consider moment matching techniques for estimation in these models. For that, by drawing explicit links between the new models and a discrete version of independent component analysis …
Develops large-sample theory for non-stationary source separation.
In real-world applications, not all instances in multi-view data are fully represented. To deal with incomplete data, Incomplete Multi-view Learning (IML) rises. In this paper, we propose the Joint Embedding Learning and Low-Rank Approximation (JELLA) framework for IML. The JELLA framework approximates the incomplete d…
Graph-based clustering methods have demonstrated the effectiveness in various applications. Generally, existing graph-based clustering methods first construct a graph to represent the input data and then partition it to generate the clustering result. However, such a stepwise manner may make the constructed graph not f…
Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to model misspecification. In this paper we present a hierarchical approach to methods…
Adler had shown in 1979 that the Toda system can be given a coad- joint orbit description. We quantize the Toda system by viewing it as a single orbit of a multiplicative group of lower triangular matrices of determinant one with pos- itive diagonal entries. We get a unitary representation of the group with square inte…
A fair PCA method using JEVD ensures balanced data representation.
In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, options on its implied volatility index (VIX). This created the challenge of developing a pricing framework that can simultaneously handle European options, forward-starts, options on the realized variance and …
We introduce a general framework for estimation of inverse covariance, or precision, matrices from heterogeneous populations. The proposed framework uses a Laplacian shrinkage penalty to encourage similarity among estimates from disparate, but related, subpopulations, while allowing for differences among matrices. We p…
Diagonalizes metrics of 3D Lorentzian manifolds.
We explore the connection between two problems that have arisen independently in the signal processing and related fields: the estimation of the geometric mean of a set of symmetric positive definite (SPD) matrices and their approximate joint diagonalization (AJD). Today there is a considerable interest in estimating t…
Study Ricci vector fields on 2D space with diagonal metrics.
Develops a novel stochastic algorithm for diagonal estimation of large matrices.
Octagon map accelerates diagonal changes algorithm.
Study finds symmetries in a special 3D space with a diagonal metric.
New diagonal knots found with non-torus structure.
We use mathematical induction to prove that the horizontal composition in the class of coherently diagonal complexes is indeed a binary operation. That is to say, the embedding of two coherently diagonal complexes in an alternating planar diagram produces a coherently diagonal complex.
Most known four-dimensional cohomogeneity-one Einstein metrics are diagonal in the basis defined by the left-invariant one-forms, though some essentially non-diagonal ones are known. We consider the problem of explicitly seeking non-diagonal Einstein metrics, and we find solutions which in some cases exhaust the possib…
Proposes a method to predict responses from covariates over time.
Equal diagonal energies proven on Liouville surfaces.
Diagonal linear networks converge to lasso regularization path during training.
Quaternionic Brownian motion on flag manifold linked to sphere diffusion.
We show that a basis of a semisimple Lie algebra of compact type, for which any diagonal left-invariant metric has a diagonal Ricci tensor, is characterized by the Lie algebraic condition of being "nice". Namely, the bracket of any two basis elements is a multiple of another basis element. This extends the work of Laur…
New diagonal move simplifies knots and links efficiently.
Proposes a new algorithm to estimate invariant subspaces across multilayer networks.
New method tests independence using ROC analysis and bipartite ranking.
We obtain the natural diagonal almost product and locally product structures on the total space of the cotangent bundle of a Riemannian manifold. We find the Riemannian almost product (locally product) and the (almost) para-Hermitian cotangent bundles of natural diagonal lift type. We prove the characterization theorem…
Develops a new method to compute risk-sharing allocations using Laplace transforms.
Study grid homology of diagonal knots, finding key terms related to prime factors and decompositions.
Study on stability of non-diagonal Einstein metrics on specific homogeneous spaces.
The author connects Poincaré embeddings to Reidemeister traces and diagonal maps.
Conditions for flat 3-manifolds with diagonal metrics are identified.
Quantum probability theory reveals hidden structure in joint probability distributions.
Constructs coordinates to diagonalize Toda flow on matrices with simple spectrum.
Adaptive gradient approaches that automatically adjust the learning rate on a per-feature basis have been very popular for training deep networks. This rich class of algorithms includes Adagrad, RMSprop, Adam, and recent extensions. All these algorithms have adopted diagonal matrix adaptation, due to the prohibitive co…
Paper proposes ABDR for convex subspace clustering with adaptive block diagonal representation.
This paper optimizes diagonal preconditioning to improve matrix condition numbers.
We prove a number of convexity results for strata of the diagonal pants graph of a surface, in analogy with the extrinsic geometric properties of strata in the Weil-Petersson completion. As a consequence, we exhibit convex flat subgraphs of every possible rank inside the diagonal pants graph.
Classify projective subvarieties in Bogomolov-Guan manifolds using quasi-diagonals.
In this paper, we study deep diagonal circulant neural networks, that is deep neural networks in which weight matrices are the product of diagonal and circulant ones. Besides making a theoretical analysis of their expressivity, we introduced principled techniques for training these models: we devise an initialization s…
The main purpose of this note is to prove that any basis of a nilpotent Lie algebra for which all diagonal left-invariant metrics have diagonal Ricci tensor necessarily produce quite a simple set of structural constants; namely, the bracket of any pair of elements of the basis must be a multiple of some of them and onl…
The main goal of this paper is a calculation of the integral (co)homology of the group of symmetric automorphisms of a free product. We proceed by giving a geometric interpretation of symmetric automorphisms via a moduli space of certain diagrams, which we name cactus products. To describe this moduli space a theory of…
We prove a new off-diagonal asymptotic of the Bergman kernels associated to tensor powers of a positive line bundle on a compact Kähler manifold. We show that if the Kähler potential is real analytic, then the Bergman kernel accepts a complete asymptotic expansion in a neighborhood of the diagonal of shrinking size $k^…