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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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8152330 · Jun 202019922001200920172026
48 results for matrix-valued symbols

Researchers compute Wodzicki residue for pseudo-differential operators on compact Lie groups.

problem Computing the Wodzicki residue for pseudo-differential operators on compact Lie groups.
method Analytic continuation of traces and matrix-valued symbols.
result Main theorem complementary to [2], removing ellipticity hypothesis.

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

problem Classifying contravariant matrix-valued valuations on polytopes without continuity assumptions.
method Complete classification of contravariant matrix-valued valuations on polytopes in Rn\mathbb{R}^n without continuity assumptions.
result The only such valuation is the general Lutwak-Yang-Zhang matrix in dimension n4n \geq 4, and a new function in dimension 3.

Global analysis of Dixmier traces and Wodzicki residues on compact Lie groups.

problem Computing Dixmier traces and Wodzicki residues on compact Lie groups.
method Global quantisation approach, using global symbols and representation theory.
result Explicit formulae for Dixmier traces and Wodzicki residues on compact Lie groups.

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.

In this paper, the elastic Dirichlet-to-Neumann map ΞgΞ_g is studied for the stationary elasticity system in a compact Riemannian manifold (Ω,g)(Ω,g) with smooth boundary Ω\partial Ω. By overcoming methodological difficulties, we explicitly get matrix-valued full symbol for the elastic Dirichlet-to-Neumann map ΞgΞ_g. We …

2019-08-14abs ↗pdf ↗

Paper improves matrix-valued data classification using nonparametric LDA.

problem Classification of matrix-valued data in neuroimaging and signal processing.
method Nonparametric LDA based on NPMLE for vectorized and scaled matrices.
result Improves classification performance across various data structures.

Researchers developed a new Riemannian manifold for SPD matrix-valued optimal transport problems.

problem Optimal transport between SPD matrix-valued measures.
method Formulated as a generalized optimal transport problem with block SPD matrices, endowed with a novel Riemannian manifold structure.
result The novel Riemannian manifold allows solving SPD matrix-valued optimal transport problems using Riemannian optimization.

Recovering matrix valued potentials from wave equation data on stationary spacetimes.

problem Recovering a time-dependent matrix valued potential from wave equation data.
method Reduction to non-Abelian light ray transform and study of the transform.
result Sufficient conditions for solving the inverse problem on stationary spacetimes.

Differential privacy mechanism design has traditionally been tailored for a scalar-valued query function. Although many mechanisms such as the Laplace and Gaussian mechanisms can be extended to a matrix-valued query function by adding i.i.d. noise to each element of the matrix, this method is often suboptimal as it for…

2018-01-02abs ↗pdf ↗

We extend Kyle's model to include stochastic liquidity and multiple assets.

problem Modeling informed trading with stochastic liquidity and multiple assets.
method Developed a variational formulation and derived a matrix-valued martingale depth process.
result A linear-Gaussian equilibrium with stochastic matrix-valued price impact.

We give a complete classification of conformally covariant differential operators between the spaces of ii-forms on the sphere SnS^n and jj-forms on the totally geodesic hypersphere Sn1S^{n-1}. Moreover, we find explicit formulæ for these new matrix-valued operators in the flat coordinates in terms of basic operators …

2016-05-30abs ↗pdf ↗

Algorithm predicts performance of learning in multi-layer networks with matrix-valued hidden variables.

problem Signal recovery and learning in multi-layer neural networks with matrix-valued hidden variables.
method Unified approximation algorithm for MAP and MMSE inference, extending ML-VAMP to handle matrix-valued unknowns.
result Performance of ML-Mat-VAMP algorithm can be predicted in a random large-system limit.

Study proposes efficient estimators for matrix-valued linear regression under sparsity assumptions.

problem Estimation of parameters in matrix-valued linear regression models.
method Explicit optimization-free estimators for matrix-valued linear regression models with sparsity assumptions.
result Established non-asymptotic convergence rates for the proposed estimators.

Online graph learning from matrix-valued time series data.

problem Identifying dependency structure among sensors in a network.
method Extends VAR models to matrix-variate models, proposes online procedures for graph learning, and introduces Lasso-type approaches.
result Demonstrates effectiveness of online graph learning methods in both synthetic and real data.

We consider stochastic partial differential equations appearing as Markovian lifts of matrix valued (affine) Volterra type processes from the point of view of the generalized Feller property (see e.g., \cite{doetei:10}). We introduce in particular Volterra Wishart processes with fractional kernels and values in the con…

2019-07-02abs ↗pdf ↗

Long term optimal investment problems are studied in a factor model with matrix valued state variables. Explicit parameter restrictions are obtained under which, for an isoelastic investor, the finite horizon value function and optimal strategy converge to their long-run counterparts as the investment horizon approache…

2014-08-29abs ↗pdf ↗

Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the Hessian and Fisher information matrix, to incorporate geometric information into SV…

2019-10-28abs ↗pdf ↗

MuonEq improves training of matrix-valued parameters by rebalancing momentum before orthogonalization.

problem Training matrix-valued parameters with orthogonalized-update optimizers like Muon.
method MuonEq introduces three lightweight pre-orthogonalization equilibration schemes: two-sided row/column normalization (RC), row normalization (R), and column normalization (C).
result Row/column normalization acts as a zeroth-order surrogate for whitening and improves the geometry seen by orthogonalization.

New analysis of Muon and SignSGD on matrix-valued least squares problems.

problem Understanding the behavior of Muon and SignSGD on matrix-valued least squares problems.
method Derive explicit deterministic dynamics to study learning behavior of Muon and SignSGD.
result Muon and SignSGD exhibit different optimal learning rates and convergence characteristics based on batch size and data covariance.

New algorithms compute Volterra signature efficiently for time series analysis.

problem Efficient computation of Volterra signature with matrix-valued kernels.
method Decomposed Chen-type convolution relation, introduced FFT-based and exact recursion algorithms.
result Efficient algorithms for Volterra signature computation with various complexities.

We describe dimensionally constrained symbolic regression which has been developed for mass measurement in certain classes of events in high-energy physics (HEP). With symbolic regression, we can derive equations that are well known in HEP. However, in problems with large number of variables, we find that by constraini…

2011-06-20abs ↗pdf ↗

Paper closes neural-symbolic learning loop with grammar model and back-search algorithm.

problem Slow convergence in neural-symbolic learning due to error propagation issues.
method Introduces grammar model as symbolic prior and back-search algorithm for efficient error propagation.
result Significantly outperforms RL methods in performance, converging speed, and data efficiency.

For an arbitrary Riemannian manifold XX and Hermitian vector bundles EE and FF over XX we define the notion of the normal symbol of a pseudodifferential operator PP from EE to FF. The normal symbol of PP is a certain smooth function from the cotangent bundle TXT^*X to the homomorphism bundle Hom(E,F)Hom (E,F) and dep…

1996-12-11abs ↗pdf ↗

Based on the ideas of Optimal Control, we introduce the new basic characteristic of a bracket generating distribution, the Jacobi symbol. In contrast to the classical Tanaka symbol, the set of Jacobi symbols is discrete and classifiable. We give an explicit and unified algebraic procedure for the construction of the ca…

2016-10-29abs ↗pdf ↗

Model liquidity premia using a risk-sharing economy with quadratic costs.

problem Understanding the cross-section of liquidity premia earned by assets with different trading costs.
method Developed a risk-sharing economy model with quadratic transaction costs, leading to matrix-valued Riccati equations for equilibrium.
result Calibrated model to time series data, revealing liquidity premia across assets with varying trading costs.

Improved hypothesis testing and change-point detection using diffusion-based methods.

problem Limited power of score-based hypothesis tests and change-point detection.
method Extending score-based Fisher divergence to diffusion-divergence by multiplying score functions with a matrix-valued function or weight matrix.
result Theoretical quantification and demonstration of optimal performance of diffusion-based algorithms.

The paper classifies symbols of differential operators on vector bundles.

problem Classifying symbols of linear differential operators on vector bundles.
method Associated tuples of linear operators to non-degenerate symbols and used C. Procesi's results to find rational invariants and equivalence criteria.
result Generators for rational invariants and a criterion for symbol equivalence.

NeSS combines neural and symbolic approaches for better compositional generalization.

problem Lack of compositional generalization in deep learning models.
method NeSS uses a neural network to generate traces, executed by a symbolic stack machine with sequence manipulation.
result Achieves 100% generalization performance across multiple domains.

Defines transverse symbols for foliated manifolds and proves their K-homology class.

problem Transverse index theory for foliated manifolds.
method Using filtrations of tangent bundles, defining transverse symbols, and constructing equivariant KK-classes.
result Transversally Rockland operators yield a K-homology class and there is a Poincare duality result.