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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.

169,181 papers · 148 categories

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48 results for matrix unit basis

The paper proves a conjecture about the dimensions of centralizer algebras related to quantum super-algebras.

problem Proving a conjecture about the dimensions of centralizer algebras.
method Using combinatorial paths in a planar lattice, the authors describe the intertwiner spaces and provide a matrix unit basis.
result The conjecture about the dimensions of centralizer algebras LGnLG_n is proven.

We study a novel spline-like basis, which we name the "falling factorial basis", bearing many similarities to the classic truncated power basis. The advantage of the falling factorial basis is that it enables rapid, linear-time computations in basis matrix multiplication and basis matrix inversion. The falling factoria…

2014-05-03abs ↗pdf ↗

Paper proposes a method to recover point configurations from noisy distance data.

problem Recovering point configurations from noisy distance data.
method Robust Euclidean Distance Geometry via Dual Basis (RoDEoDB) algorithm.
result Exact recovery guarantees for point configuration and Gram matrix under mild conditions.

Study uses Google matrix analysis to show how COVID-19 changed international trade flows.

problem Impact of COVID-19 on international trade patterns.
method Google matrix analysis of World Trade Network (WTN), including PageRank, CheiRank, and reduced Google matrix.
result Significant changes in international trade flows due to the pandemic, affecting export and import balances.

The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension nn is assumed to be a mixture of rr complex multi-dimensional sinusoids, while the underlying frequencies can assume any value in the unit disk…

2013-04-16abs ↗pdf ↗

REGOMAX analyzes EU economies' sensitivity to petroleum and gas trade from major exporters.

problem Analyzing EU economies' sensitivity to petroleum and gas trade from major exporters.
method Reduced Google matrix (REGOMAX) algorithm applied to UN COMTRADE data.
result Shows sensitivity of each EU country to petroleum and gas trade from Russia, USA, Saudi Arabia, and Norway.

Data-aware methods for dimensionality reduction and matrix decomposition aim to find low-dimensional structure in a collection of data. Classical approaches discover such structure by learning a basis that can efficiently express the collection. Recently, "self expression", the idea of using a small subset of data vect…

2015-05-04abs ↗pdf ↗

CARE method estimates precision matrix for compositional data, achieving optimality in high dimensions.

problem Challenges in inferring conditional dependence relationships in high-dimensional compositional data.
method Composition adaptive regularized estimation (CARE) method for sparse basis precision matrix.
result CARE estimator achieves minimax optimality in high dimensions, performing as well as if the basis were observed.

Sparse principal component analysis (sparse PCA) aims at finding a sparse basis to improve the interpretability over the dense basis of PCA, meanwhile the sparse basis should cover the data subspace as much as possible. In contrast to most of existing work which deal with the problem by adding some sparsity penalties o…

2014-03-06abs ↗pdf ↗

Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address this problem and reduce the arithmetic and storage cost. However, we observed tha…

2015-05-03abs ↗pdf ↗

New matrix approximation method using RBF components for better memory efficiency.

problem Efficiently approximate any real matrix without being symmetric or positive definite.
method Formulate as an optimization problem with gradient descent methods.
result Significantly reduces memory usage for various matrix types.

In this paper we give a new basis, ΛΛ, for the Homflypt skein module of the solid torus, S(ST)\mathcal{S}({\rm ST}), which was predicted by Jozef Przytycki, using topological interpretation. The basis ΛΛ is different from the basis ΛΛ^{\prime}, discovered independently by Hoste--Kidwell \cite{HK} and Turaev \cite{Tu} w…

2014-12-11abs ↗pdf ↗

Frames for Rn\R^n can be thought of as redundant or linearly dependent coordinate systems, and have important applications in such areas as signal processing, data compression, and sampling theory. The word "frame" has a different meaning in the context of differential geometry and topology. A moving frame for the tang…

2012-09-25abs ↗pdf ↗

Kernel principal component analysis (KPCA) provides a concise set of basis vectors which capture non-linear structures within large data sets, and is a central tool in data analysis and learning. To allow for non-linear relations, typically a full n×nn \times n kernel matrix is constructed over nn data points, but this…

2015-12-16abs ↗pdf ↗

The paper solves a new Minkowski problem involving convex bodies and curvature measures.

problem Finding convex bodies with specific curvature measures.
method Solving Monge-Ampère type equations using variational and Gaussian curvature flow methods.
result Existence and uniqueness of solutions for the LpL_p-Gauss dual Minkowski problem.

Proposes FRU to stabilize gradients and improve long-term dependencies in RNNs.

problem Challenges in training RNNs for tasks with long-term dependencies.
method Introduces Fourier Recurrent Units (FRU) that stabilize gradients and improve expressivity.
result FRU stabilizes gradients and has stronger expressive power, leading to better performance.

New method for inference on covariates in NMF with random effects.

problem Formal inference for covariate effects in NMF with non-negativity constraints.
method NMF-RE model with random effects, ridge updates, df-based cap, asymptotic linearization, wild bootstrap.
result Valid inference on covariates with non-negativity constraint, avoiding degeneracy.

Study reveals an equivalence principle for the spectrum of random inner-product kernel matrices in polynomial scaling.

problem Understanding the spectrum of random kernel matrices in polynomial scaling regimes.
method Investigates random matrices with nonlinear kernel functions applied to inner products of uniformly distributed vectors.
result The spectrum of the random kernel matrix is asymptotically equivalent to a simpler matrix model through free additive convolution.

Let Sm{\mathcal S}_m be the set of all m×mm\times m density matrices (Hermitian positively semi-definite matrices of unit trace). Consider a problem of estimation of an unknown density matrix ρSmρ\in {\mathcal S}_m based on outcomes of nn measurements of observables X1,,XnHmX_1,\dots, X_n\in {\mathbb H}_m (Hm{\mathbb H}_m bei…

2016-04-15abs ↗pdf ↗

Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner, which prevents it from processing big data due to possible memory budget. In th…

2014-06-12abs ↗pdf ↗

Rodent identifies ODEs from trajectories without needing basis functions.

problem Identifying the generating ODE from observed system trajectories.
method Uses Neural Arithmetic Units and sparsification techniques (VAE and ARD) to minimize state size and non-zero parameters.
result Learned models represent a manifold of ODEs including harmonic signals and Lotka-Volterra systems.

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization problem that consists of learning the basis set, adapting it to specific data. V…

2009-08-01abs ↗pdf ↗

Wasserstein t-SNE embeds hierarchical datasets considering within-unit distributions.

problem Exploring hierarchical datasets where units are compared based on means of sample distributions.
method Uses Wasserstein distance metric for 2D embeddings of units, approximating Gaussian distributions for efficiency.
result Demonstrates effective embedding of hierarchical datasets, uncovering meaningful structure.

In this paper we give definitions of matrix rates of return which do not depend on the choice of basis describing baskets. We give their economic interpretation. The matrix rate of return describes baskets of arbitrary type and extends portfolio analysis to the complex variable domain. This allows us for simultaneous a…

2006-07-19abs ↗pdf ↗

A pseudo-Anosov surface automorphism φφ has associated to it an algebraic unit λφλ_φ called the dilatation of φφ. It is known that in many cases λφλ_φ appears as the spectral radius of a Perron-Frobenius matrix preserving a symplectic form LL. We investigate what algebraic units could potentially appear as dilatatio…

2011-04-13abs ↗pdf ↗

Significant differences in the evolution of firm size distribution for various industries in the United States have been revealed and documented. For theoretical considerations, this finding puts major constraints on the modelling of firm growth. For practical purposes, the observed differences create a solid basis for…

2009-03-02abs ↗pdf ↗

A new method for sparse PCA using orthogonal rotations and soft-thresholding.

problem Sparse PCA with a new basis using orthogonal rotations.
method Initialize with leading principal components, apply kimeskk imes k orthogonal rotation, and soft-threshold the rotated components.
result The proposed method is more stable and explains more variance compared to alternatives.

We investigate the problem of factorizing a matrix into several sparse matrices and propose an algorithm for this under randomness and sparsity assumptions. This problem can be viewed as a simplification of the deep learning problem where finding a factorization corresponds to finding edges in different layers and valu…

2013-11-13abs ↗pdf ↗

Adaptive neural networks learn functional data bases for improved performance.

problem Applying deep learning to functional data is challenging due to high dimensionality.
method Proposes adaptive neural networks with Basis Layers that learn relevant basis functions.
result Empirically outperforms other neural network approaches across various tasks.

New algorithms for SSMF with weaker identifiability conditions than SSC.

problem Identifying unique decompositions in simplex-structured matrix factorization.
method Extracting facets containing the largest number of points to ensure identifiability.
result Our algorithms recover unique decompositions under weaker conditions than SSC.

The paper simplifies the Fisher information matrix for random deep networks, speeding up learning.

problem Learning deep neural networks efficiently with large parameter spaces.
method Statistical neurodynamical method to reveal Fisher information properties, proving unit-wise block diagonal structure and explicit inverse.
result Explicit natural gradient formula without matrix inversion, speeding up learning.

The spectral kk-support norm enjoys good estimation properties in low rank matrix learning problems, empirically outperforming the trace norm. Its unit ball is the convex hull of rank kk matrices with unit Frobenius norm. In this paper we generalize the norm to the spectral (k,p)(k,p)-support norm, whose additional para…

2016-01-04abs ↗pdf ↗