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.
Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.
problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.
We consider the related tasks of matrix completion and matrix approximation from missing data and propose adaptive sampling procedures for both problems. We show that adaptive sampling allows one to eliminate standard incoherence assumptions on the matrix row space that are necessary for passive sampling procedures. Fo…
Low-rank matrix recovery has found many applications in science and engineering such as machine learning, signal processing, collaborative filtering, system identification, and Euclidean embedding. But the low-rank matrix recovery problem is an NP hard problem and thus challenging. A commonly used heuristic approach is…
Theoretical studies have proven that the Hilbert space has remarkable performance in many fields of applications. Frames in tensor product of Hilbert spaces were introduced to generalize the inner product to high-order tensors. However, these techniques require tensor decomposition which could lead to the loss of infor…
In this paper, we consider the streaming memory-limited matrix completion problem when the observed entries are noisy versions of a small random fraction of the original entries. We are interested in scenarios where the matrix size is very large so the matrix is very hard to store and manipulate. Here, columns of the o…
We study low-dimensional representations of matrix groups over general rings, by considering group actions on CAT(0) spaces, spheres and acyclic manifolds.
We obtain a family of matrix integrals which decompose to a product of Gamma-functions (they have some relations with S.G.Gindikin 'Beta', but generally speaking essentially differ from it). We obtain Plancherel formula for Berezin representations for all series of classical groups (for large values of parameters of re…
We introduce a model of the set of all Polish (=separable complete metric) spaces: the cone R of distance matrices, and consider geometric and probabilistic problems connected with this object. The notion of the universal distance matrix is defined and we proved that the set of such matrices is everywhere dense …
Scattering theory on Riemann surfaces with explicit matrix and generalized period mappings.
problem Scattering theory for harmonic one-forms on Riemann surfaces.
method Construction of scattering theory from boundary value problems involving systems of curves and jump problems. Explicit expression for scattering matrix using Schiffer operators.
result Unitary scattering matrix and general association of polarizing Lagrangian spaces.
We compute Stokes matrices and monodromy for the quantum cohomology of projective spaces. We prove that the Stokes' matrix of the quantum cohomology coincides with the Gram matrix in the theory of derived categories of coherent sheaves.
In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and each remaining column is partially observed with uniform sampling. To recover the …
We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees. Our algorithms exploit adaptivity to identify entries that are highly informative for learning the column space of the matrix (tensor) and consequently, our results …
Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to compute the inverse or inverse square root of a matrix whose size is quadratic of …
Bayesian deep learning avoids underfitting by projecting onto null space of generalized Gauss-Newton matrix.
problem Bayesian deep learning often underfits, leading to less accurate predictions than point estimates.
method Proposes a matrix-free algorithm to project onto the null space of the generalized Gauss-Newton matrix, ensuring Bayesian predictions do not underfit.
result The method scales to large models, including vision transformers with 28 million parameters, and avoids underfitting.
We consider the problem of finding anomalies in high-dimensional data using popular PCA based anomaly scores. The naive algorithms for computing these scores explicitly compute the PCA of the covariance matrix which uses space quadratic in the dimensionality of the data. We give the first streaming algorithms that use …
We study the problem of exact completion for m×n sized matrix of rank r with the adaptive sampling method. We introduce a relation of the exact completion problem with the sparsest vector of column and row spaces (which we call \textit{sparsity-number} here). Using this relation, we propose matrix completion…
The annihilating filter-based low-rank Hankel matrix approach (ALOHA) is one of the state-of-the-art compressed sensing approaches that directly interpolates the missing k-space data using low-rank Hankel matrix completion. The success of ALOHA is due to the concise signal representation in the k-space domain thanks to…
This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the number of considered data points. The focus is on high-dimensional problems. We r…
Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is devised in order to produce a statistical ensemble of asset-price covariances from a single instance of financial data sets…
The paper analyzes stability of random matrix products with Markovian noise.
problem Analyzing stability of random matrix products with Markovian noise.
method Using a super-Lyapunov drift condition and controlled growth of matrix-valued functions, the paper provides an exponential stability result for the p-th moment of random matrix product.
result Finite-time p-th moment bounds for linear stochastic approximation and TD learning algorithms.
In this paper, we examine the problem of approximating a general linear dimensionality reduction (LDR) operator, represented as a matrix A∈Rm×n with m<n, by a partial circulant matrix with rows related by circular shifts. Partial circulant matrices admit fast implementations via Fourier tra…
Finding a new mathematical representations for graph, which allows direct comparison between different graph structures, is an open-ended research direction. Having such a representation is the first prerequisite for a variety of machine learning algorithms like classification, clustering, etc., over graph datasets. In…