New algorithm improves dynamic mode decomposition for high-dimensional data.
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
Paper tackles domain generalization by minimizing domain-based covariance.
This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also prov…
We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a theoretical analysis of the number of required samples for a given approximation e…
Proposes a faster Isomap algorithm by reducing eigenvalue decomposition complexity.
Paper describes eigenvalues of genus 3 surfaces graphs.
High-dimensional U-statistics show surprising phase transitions, impacting kernel-based tests.
A new method for deep Wishart processes improves kernel-based models.
Proposes a Gaussian process for Koopman mode decomposition.
We prove a Lichnerowicz type lower bound for the first nontrivial eigenvalue of the -Laplacian on Kähler manifolds. Parallel to the case, the first eigenvalue lower bound is improved by using a decomposition of the Hessian on Kähler manifolds with positive Ricci curvature.
Paper proposes a new optimization framework for learning eigenfunctions of operators.
The paper derives upper bounds on eigenvalues of Laplace-Beltrami operator on hyperbolic surfaces.
Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is challenged when it comes to analyzing multiple datasets jointly. In certain data scienc…
Paper identifies key function spaces for ReLU networks based on Fisher information.
Kernel method approximates dynamical operators from data.
Geometric bounds for low Steklov eigenvalues on hyperbolic surfaces with boundaries.
A novel hypergraph partitioning method using tensor eigenvalue decomposition captures super-dyadic interactions.
Paper uses autoencoders for efficient reduced-order modeling of eigenvalue problems.
We discuss the decomposition of the zeta-determinant of the square of the Dirac operator into contributions coming from the different parts of the manifold. The easy case was worked in the previous paper of authors. Due to the assumptions made on the operators in the previous paper, we were able to avoid the presence o…
The paper bounds eigenvalues and integrals of eigenfunctions on hyperbolic manifolds.
Study spectral properties of graph Laplacian for manifold data.
Reproducing kernel Hilbert spaces (RKHSs) play an important role in many statistics and machine learning applications ranging from support vector machines to Gaussian processes and kernel embeddings of distributions. Operators acting on such spaces are, for instance, required to embed conditional probability distributi…
Kernel method approximates Koopman operator eigenfunctions.
Many pattern recognition methods rely on statistical information from centered data, with the eigenanalysis of an empirical central moment, such as the covariance matrix in principal component analysis (PCA), as well as partial least squares regression, canonical-correlation analysis and Fisher discriminant analysis. R…
Let be a finite volume oriented Riemannian manifold of dimension and curvature in , with thick-thin decomposition . Denote by the k-th eigenvalue for the Laplacian on , with Neumann boundary conditdions. We show that …
We prove conformal versions of the local decomposition theorems of de Rham and Hiepko of a Riemannian manifold as a Riemannian or a warped product of Riemannian manifolds. Namely, we give necessary and sufficient conditions for a Riemannian manifold to be locally conformal to either a Riemannian or a warped product. We…
Nonnegative matrix factorization (NMF) is a powerful class of feature extraction techniques that has been successfully applied in many fields, namely in signal and image processing. Current NMF techniques have been limited to a single-objective problem in either its linear or nonlinear kernel-based formulation. In this…
In this short note, we show the rigidity of a trace estimate for Steklov eigenvalues with respect to functions in our previous work (Trace and inverse trace of Steklov eigenvalues. J. Differential Equations 261 (2016), no. 3, 2026--2040.). Namely, we show that equality of the estimate holds if and only if the manifold …
Eigen-decomposition simplifies quadratic programming with equality constraints.
Revisits orbital minimization for neural operator decomposition.
A novel framework quantifies uncertainty using proper scores for various tasks.
Two methods are proposed to filter correlations in DCC-GARCH residuals for foreign exchange rates.
Graph Neural Networks outperform the Weisfeiler-Lehman algorithm in representation power.
We propose a method to learn causal response representations through direct effect analysis.
In the present paper we show properties of a little-known Laplacian operator acting on symmetric tensors. This operator is an analogue of the well known Hodge-de Rham Laplacian which acts on exterior differential forms. Moreover, this operator admits the Weitzenböck decomposition and we study it using the analytical me…
This paper introduces a new framework for quantifying predictive uncertainty for both data and models that relies on projecting the data into a Gaussian reproducing kernel Hilbert space (RKHS) and transforming the data probability density function (PDF) in a way that quantifies the flow of its gradient as a topological…
Study examines how risk tolerance impacts long-term investment returns.
Independent component analysis (ICA) is a method for recovering statistically independent signals from observations of unknown linear combinations of the sources. Some of the most accurate ICA decomposition methods require searching for the inverse transformation which minimizes different approximations of the Mutual I…
This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix , yet only a randomly perturbed version is observed. The noise matrix $\mathbf{M}-\mathbf{M}^{\s…
The paper deals with regression problems, in which the nonsmooth target is assumed to switch between different operating modes. Specifically, piecewise smooth (PWS) regression considers target functions switching deterministically via a partition of the input space, while switching regression considers arbitrary switch…
Study on sensor fusion algorithms under high dimensional noise.
The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter estimation in applications of mixture models for clustering and classification. This …
A fair PCA method using JEVD ensures balanced data representation.
In this article we study the asymptotic behavior of small eigenvalues of Riemann surfaces for large genus. We show that for any positive integer , as the genus goes to infinity, the smallest -th eigenvalue of Riemann surfaces in any thick part of moduli space of Riemann surfaces of genus is uniformly comp…
Unified method for MMD variance estimation improves accuracy and computational efficiency.
The paper introduces a new framework to assess generative model uncertainty.
A new kernel improves tensor classification accuracy and reduces computation time.
We illustrate relationships between classical kernel-based dimensionality reduction techniques and eigendecompositions of empirical estimates of reproducing kernel Hilbert space (RKHS) operators associated with dynamical systems. In particular, we show that kernel canonical correlation analysis (CCA) can be interpreted…