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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.

168,694 papers · 148 categories

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149298447596 · Jun 202019922001200920172026
48 results for matrix spaces

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.

Matrix formulas for super Teichmüller spaces generalize previous work and yield super λ-lengths.

problem Calculating super λ-lengths on bordered surfaces with marked points.
method Using holonomy matrices of elements in the supergroup OSp(1|2) to compute super λ-lengths in decorated super Teichmüller spaces.
result Matrix formulas for arcs on bordered surfaces yield super λ-lengths in Penner-Zeitlin's decorated super Teichmüller space.

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…

2014-07-14abs ↗pdf ↗

Classification of SL(n) covariant valuations on Orlicz spaces.

problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.

We simplify word embeddings by removing sigmoid in SGNS, revealing connections to hyperbolic spaces.

problem Improving word embeddings quality and understanding their relationship with hyperbolic spaces.
method Analyzing squashed shifted PMI matrix and its relation to graph properties and hyperbolic geometry.
result Word embeddings can be connected to hyperbolic spaces through squashed shifted PMI matrix.

New method recovers matrix column space with active sampling for better results.

problem Recovering column space of partially observed matrices with limited data.
method Alternating minimization with active sampling strategy.
result Active sampling improves convergence to true column space with higher probability.

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…

2017-06-25abs ↗pdf ↗

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…

2015-04-13abs ↗pdf ↗

A new method for unfolding histograms without matrix inversion.

problem Matrix inversion in experimental physics, especially in high-energy particle physics.
method Sampling many distributions, folding them through the response matrix, and choosing the closest one to the data.
result Performs as well as traditional methods in well-defined inverse problems and outperforms them in ill-defined ones.

Paper builds neural networks on matrix manifolds using gyrovector spaces.

problem Lack of concepts in gyrovector spaces for matrix manifolds.
method Generalized gyrovector space concepts for SPD and Grassmann manifolds, proposing new neural network models.
result Demonstrated effectiveness in human action recognition and knowledge graph completion.

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

New method reduces computational cost for nonnegative low rank matrix approximation.

problem Efficiently compute nonnegative low rank matrix approximation for nonnegative matrices.
method Alternating projections onto tangent spaces of fixed rank matrices manifold and nonnegative matrix manifold.
result Sequence converges linearly to optimal solutions, showing better performance in terms of computational time and accuracy.

We introduce a model of the set of all Polish (=separable complete metric) spaces: the cone R\cal 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 …

2002-05-08abs ↗pdf ↗

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.

Homotopy commutativity in quasitoric manifolds depends on polytope structure and characteristic matrix type.

problem Conditions for homotopy commutativity in quasitoric manifolds.
method Analyzing characteristic matrices and polytope structures.
result Homotopy commutativity is determined by specific polytope and matrix conditions.

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 …

2018-06-27abs ↗pdf ↗

Paper analyzes AIRL in high-dimensional spaces using random matrix theory.

problem AIRL's performance challenges in high-dimensional environments.
method Examined the rank of the matrix derived from transition matrix, applied random matrix theory.
result High-dimensional scenarios reveal transfer limitations not inherent to AIRL framework.

The study uses a ReLU network to discern geometric structure in data via the Data Information Matrix.

problem Understanding the geometric structure of real data in high-dimensional spaces.
method Employing a ReLU neural network trained as a classifier and the Data Information Matrix (DIM) to discern a singular foliation structure.
result The singular points of the foliation are measure zero, and a local regular foliation exists almost everywhere.

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 …

2013-04-17abs ↗pdf ↗

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 …

2018-04-16abs ↗pdf ↗

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 …

2018-04-09abs ↗pdf ↗

We study the problem of exact completion for m×nm \times n sized matrix of rank rr 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…

2020-02-06abs ↗pdf ↗

Analyzes Berry phases and connection matrices on Siegel-Jacobi spaces.

problem Understanding Berry phases and connection matrices on Siegel-Jacobi spaces.
method Examines the Siegel-Jacobi disk and upper half-plane, calculates connection matrices and covariant derivatives.
result Calculates the connection matrix and covariant derivatives on the extended Siegel-Jacobi upper half-plane.

UA-LQE improves value function learning by selectively erasing uncertain entries in Q-matrix.

problem Improving value function learning in complex reinforcement learning tasks.
method Uncertainty-aware low-rank Q-matrix estimation (UA-LQE) algorithm.
result UA-LQE selectively erases uncertain entries in Q-matrix to improve value function approximation.

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…

2018-05-10abs ↗pdf ↗

Optimal transfer learning for missing not-at-random matrix completion using source data.

problem Matrix completion in a Missing Not-at-Random setting with incomplete and noisy source data.
method Active sampling of rows and columns, feature shift in latent space, minimax lower bounds, computationally efficient estimation framework.
result Achieves minimax lower bound for active sampling setting, avoiding incoherence assumptions.

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.

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…

2013-04-24abs ↗pdf ↗

A new method for state estimation in state-space models using incomplete data.

problem State estimation in nonlinear state-space models with incomplete observations.
method Statistical analysis of incomplete observations, score function, observed information matrices, EM-gradient-particle filtering.
result Maximum likelihood estimation of state-vector with explicit form of observed information matrix.

The paper connects Riemannian Gaussian distributions to random matrix theory and diffusion kernels.

problem Analyzing Riemannian Gaussian distributions on symmetric spaces.
method Analytical computation of marginals using orthogonal and skew orthogonal polynomials, and diffusion kernels.
result Riemannian Gaussian distributions are random matrix types, and their probability density functions can be computed analytically.

Paper presents a new framework for covariance matrix estimation with geometric insights.

problem Challenges in covariance matrix estimation, especially in finding suitable models and efficient estimation methods.
method General framework for linear restrictions on different transformations of the covariance matrix, including matrix logarithm and its inverse.
result Yields an MM-estimator with MM-estimation allowing for straightforward asymptotic and finite sample analysis.

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.

New method proves asymptotic normality for matrix sensing problems.

problem Proving asymptotic normality for matrix sensing under general convex losses.
method Riemannian geometry to handle degeneracy of the Hessian due to rotational symmetry.
result Proves n(φ0φ)DN(0,(H)1)\sqrt{n}(φ^0-φ^*)\xrightarrow{D}N(0,(H^*)^{-1}) as non o\infty.

FREDE efficiently embeds graphs using linear space and guarantees quality.

problem Efficiently embedding graphs with quality guarantees and linear space complexity.
method FREDE combines matrix sketching with a nonlinear transform of PageRank similarities to achieve linear space and quality guarantees.
result FREDE provides column-covariance approximation guarantees that are nearly as good as SVD, even with limited node similarities.

Extends spectral number variance convergence to random matrix ensembles for twisted Laplacians.

problem Spectral number variance convergence for twisted Laplacians and Dirac operators.
method Extends Rudnick's approach to Gaussian ensembles for twisted Laplacians and Dirac operators.
result Convergence to Gaussian ensembles for twisted Laplacians and Dirac operators.

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…

2014-04-17abs ↗pdf ↗