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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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96192287383 · May 202619922001200920172026
48 results for matrix construction

Matrices satisfying the Restricted Isometry Property (RIP) play an important role in the areas of compressed sensing and statistical learning. RIP matrices with optimal parameters are mainly obtained via probabilistic arguments, as explicit constructions seem hard. It is therefore interesting to ask whether a fixed mat…

2019-04-11abs ↗pdf ↗

New method constructs equivariant neural networks for arbitrary matrix groups.

problem Challenges in constructing equivariant neural networks for complex groups.
method Completely general algorithm for solving equivariant layers of matrix groups.
result Constructs multilayer perceptrons equivariant to multiple groups including O(1,3), O(5), Sp(n), and Rubik's cube group.

To estimate the conditional probability functions based on the direct problem setting, V-matrix based method was proposed. We construct V-matrix based constrained quadratic programming problems for which the inequality constraints are inconsistent. In particular, we would like to present that the constrained quadratic …

2018-08-27abs ↗pdf ↗

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the partially observed matrix is of low-rank. We propose a new matrix approximation model w…

2013-01-15abs ↗pdf ↗

Conventional machine learning algorithms cannot be applied until a data matrix is available to process. When the data matrix needs to be obtained from a relational database via a feature extraction query, the computation cost can be prohibitive, as the data matrix may be (much) larger than the total input relation size…

2019-10-11abs ↗pdf ↗

We introduce a flexible framework for making inferences about general linear forms of a large matrix based on noisy observations of a subset of its entries. In particular, under mild regularity conditions, we develop a universal procedure to construct asymptotically normal estimators of its linear forms through double-…

2019-08-31abs ↗pdf ↗

Alexandrov spaces with non-negative curvature are characterized by the matrix displacement convexity of an entropy tensor.

problem Characterizing non-negative curvature in Alexandrov spaces
method Constructing a parallel trivialization of the entropy tensor
result The entropy tensor is matrix displacement convex on Alexandrov spaces

Improved perturbation reduces matrix condition number to O(n) with minimal storage.

problem Reducing the condition number of deterministic matrices for efficient algorithmic use.
method Introduced pattern matrices and sparse perturbations with dependent entries.
result Condition number reduced to O(n) with O(n) random numbers in O(log n) precision.

We propose improved methods to identify stock groups using the correlation matrix of stock price changes. By filtering out the marketwide effect and the random noise, we construct the correlation matrix of stock groups in which nontrivial high correlations between stocks are found. Using the filtered correlation matrix…

2005-03-09abs ↗pdf ↗

Latent block models are used for probabilistic biclustering, which is shown to be an effective method for analyzing various relational data sets. However, there has been no statistical test method for determining the row and column cluster numbers of latent block models. Recent studies have constructed statistical-test…

2019-06-10abs ↗pdf ↗

This paper presents a novel application of a clustering algorithm developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai A Stock Market. We show that by visualizing the correlation matrix using a Neighbor-Net network and using the circular ordering produced dur…

2015-11-25abs ↗pdf ↗

The paper defines and classifies Cappell-Shaneson polynomials.

problem Characterizing Cappell-Shaneson polynomials.
method Algebraic conditions on polynomials, reduction modulo primes, and construction of infinite series.
result Complete lists of Cappell-Shaneson polynomials of degrees 4 and 5, and several infinite series of degree 6.

The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a Fund of Hedge Funds portfolio requires a correlation matrix which often has to be estimated using a relatively small sample of monthly returns data which…

2010-05-27abs ↗pdf ↗

Most kernel-based methods, such as kernel or Gaussian process regression, kernel PCA, ICA, or kk-means clustering, do not scale to large datasets, because constructing and storing the kernel matrix Kn\mathbf{K}_n requires at least O(n2)\mathcal{O}(n^2) time and space for nn samples. Recent works show that sampling point…

2018-03-27abs ↗pdf ↗

We consider a fundamental algorithmic question in spectral graph theory: Compute a spectral sparsifier of random-walk matrix-polynomial Lα(G)=Dr=1dαrD(D1A)rL_α(G)=D-\sum_{r=1}^dα_rD(D^{-1}A)^r where AA is the adjacency matrix of a weighted, undirected graph, DD is the diagonal matrix of weighted degrees, and α=(α1...αd)α=(α_1...α_d) are nonn…

2015-02-12abs ↗pdf ↗

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-speci…

2016-08-31abs ↗pdf ↗

Most existing approaches address multi-view subspace clustering problem by constructing the affinity matrix on each view separately and afterwards propose how to extend spectral clustering algorithm to handle multi-view data. This paper presents an approach to multi-view subspace clustering that learns a joint subspace…

2017-08-29abs ↗pdf ↗

In this paper we construct the Differential calculus on the Hopf Group Coalgebra introduced by Turaev [10]. We proved that the concepts introduced by S.L.Woronowicz in constructing Differential calculus on Hopf Compact Matrix Pseudogroups (Quantum Groups)[7] can be adapted to serve again in our construction.

2005-07-25abs ↗pdf ↗

Paper connects algebraic and analytic methods for braid group representations.

problem Constructing representations of braid groups using algebraic and analytic approaches.
method Katz-Long-Moody construction and multiplicative middle convolution for KZ-type equations.
result Multiplicative middle convolution preserves unitarity and provides an algorithm to determine the signature of a Hermitian matrix.

These are the notes of the lectures delivered by the author at CIME in June 2018. The main purpose of the notes is to provide an overview of the techniques used in the construction of the triply graded link homology. The homology is space of global sections of a particular sheaf on the Hilbert scheme of points on the p…

2019-01-13abs ↗pdf ↗

Solutions to a quadratic matrix equation are linked to strongly regular graphs and multiplicative characters.

problem Solving a specific quadratic matrix equation in Riemannian geometry.
method Constructing nonzero solutions using group rings and multiplicative characters of finite fields.
result Solutions relate to strongly regular graphs and multiplicative characters of finite fields.

Noisy matrix completion aims at estimating a low-rank matrix given only partial and corrupted entries. Despite substantial progress in designing efficient estimation algorithms, it remains largely unclear how to assess the uncertainty of the obtained estimates and how to perform statistical inference on the unknown mat…

2019-06-10abs ↗pdf ↗

This work optimizes induced correlation in joint graph embeddings.

problem Optimizing correlation across embedded networks in joint graph embeddings.
method Developed corr2Omni algorithm to estimate optimal Omnibus weights.
result corr2Omni algorithm improves inference fidelity compared to classical Omnibus construction.

This paper clarifies vine copula structures using graph and matrix representations.

problem Ambiguity in vine copula representations in literature.
method Graph and matrix representations to clarify vine structures, including cherry and chordal sequences.
result A unique matrix representation of vine structures when given a perfect elimination ordering.

We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the original algorithm, the extended algorithm provides for a more efficient way of matrix…

2019-11-26abs ↗pdf ↗

We construct membrane homology groups $\h(M)$ associated with each compact connected oriented smooth manifold, and show that $\h(M)$ is matrix graded algebra.

2006-12-08abs ↗pdf ↗

The Drinfeld double of a finite dimensional Hopf algebra is a quasi-triangular Hopf algebra with the canonical element as the universal RR-matrix, and one can obtain a ribbon Hopf algebra by adding the ribbon element. The universal quantum invariant of framed links is constructed using a ribbon Hopf algebra. In that c…

2016-12-25abs ↗pdf ↗

Improved heat equation estimates without gradient curvature assumption.

problem Improving Hamilton's matrix Harnack estimate for heat equation without gradient curvature assumption.
method New ingredients include a sharp Li-Yau estimate, a suitable vector field construction, and integral arguments.
result Removed the gradient curvature assumption in Hamilton's estimate for heat equation.

Multiresolution Matrix Factorization (MMF) was recently introduced as an alternative to the dominant low-rank paradigm in order to capture structure in matrices at multiple different scales. Using ideas from multiresolution analysis (MRA), MMF teased out hierarchical structure in symmetric matrices by constructing a se…

2019-10-10abs ↗pdf ↗