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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.

168,695 papers · 148 categories

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65130195260 · Jun 202019922001200920172026
48 results for metric matrices

Researchers develop geodesics for a new metric on correlation matrices.

problem Lack of intrinsic tools for statistical analyses of correlation matrices.
method Developed geodesics for the quotient-affine metric on full-rank correlation matrices.
result Provided fundamental Riemannian operations for the quotient-affine metric.

New metrics defined for full-rank correlation matrices, ensuring unique operations.

problem No suitable problem statement as the abstract does not describe a problem to be solved.
method New Riemannian metrics defined on full-rank correlation matrices, providing unique operations.
result Unique Riemannian logarithm and Fréchet mean defined for full-rank correlation matrices.

Researchers construct explicit bundles for ALF metrics, revealing rational patching matrices for gravitational instantons.

problem Constructing explicit toric Ricci-flat metrics and their associated bundles.
method Explicit construction of patching matrices for ALF metrics and gravitational instantons.
result Rational form of patching matrices for gravitational instantons in the Chen--Teo family.

We introduce an universum of the Polish (=complete separable metric) space - the convex cone of distance matrices and study its geometry. It happened that the generic Polish spaces in this sense of this universum is so called Urysohn spaces defined by P.S.Urysohn in 20-th, and generic metric triple (= metric space with…

2002-03-01abs ↗pdf ↗

The paper explores totally geodesic submanifolds in SPD matrices and their properties.

problem Characterizing and understanding totally geodesic submanifolds in SPD matrices.
method Detailed geometric analysis and projection properties of SPD matrices.
result A non-linear projection on totally geodesic submanifolds has the minimizing property.

The paper presents two schemes for sampling matrices from specific distributions on a manifold.

problem Sampling matrices from Gibbs distributions on the manifold of positive semi-definite matrices with fixed rank.
method Two explicit schemes based on Euler-Maruyama discretization of the Riemannian Langevin equation with Brownian motion on the manifold.
result Numerical validation of the schemes using specific energy functions and metrics.

The paper explores Cholesky decompositions for symmetric matrices and their geometric properties.

problem Understanding the structure and properties of symmetric matrices through Cholesky decompositions.
method Introducing cones of symmetric matrices, proving Cholesky-type factorizations, and showing geometric properties.
result Each symmetric matrix admits an uncountable family of Cholesky-type factorizations, and these cones are isometric Riemannian manifolds.

Inverse metric matrices on Siegel-Jacobi spaces are calculated for Berezin quantization.

problem Calculating inverse metric matrices on Siegel-Jacobi spaces.
method Inversion of metric matrices on XnJ{\mathcal{X}}^J_n and ildeXnJ ilde{\mathcal{X}}^J_n.
result Explicit calculations of inverse metric matrices for n=2n=2.

WWe define the notion of a random metric space and prove that with probability one such a space is isometricto the Urysohn universal metric space. The main technique is the study of universal and random distance matrices; we relate the properties of metric (in particulary universal) space to the properties of distance …

2004-02-16abs ↗pdf ↗

New metric tensor field on symmetric matrices simplifies eigenvector computation.

problem Complex eigenvector computation for 2x2 symmetric matrices.
method Introducing a metric tensor field on the space of symmetric matrices, resulting in a curved manifold.
result Parallel transport simplifies eigenvector computation for one-parameter families of matrices.

Defines cross product for m vectors in n-dimensional spaces.

problem No universal definition for cross product in high-dimensional spaces.
method Defines cross product for m vectors in n-dimensional spaces with any metric matrices.
result Cross product length represents m-dimensional volume, components represent volume directions.

This paper studies geodesics between covariance matrices of different ranks using the Bures-Wasserstein metric.

problem Geodesics between covariance matrices of varying ranks.
method Analyzes the Bures-Wasserstein distance on covariance matrices, completing previous work on geodesics and providing explicit formulas.
result The set of all minimizing geodesics between two covariance matrices is parametrized by a closed unit ball in R(kr)imes(lr)\mathbb{R}^{(k-r) imes(l-r)}.

We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of invariance with respect to these maps. Second, we consider the Fish…

2014-04-01abs ↗pdf ↗

The paper solves PDEs from matrices with orthogonal columns, linking them to Hessian metrics and symmetric spaces.

problem Solving third order PDEs for strictly convex smooth functions.
method Geometric methods using Hessian metrics and symmetric spaces.
result Explicit solutions and a family of non-generic solutions with applications in Poisson geometry and Kahler structures.

We propose a fast general projection-free metric learning framework, where the minimization objective minMSQ(M)\min_{\textbf{M} \in \mathcal{S}} Q(\textbf{M}) is a convex differentiable function of the metric matrix M\textbf{M}, and M\textbf{M} resides in the set S\mathcal{S} of generalized graph Laplacian matrices for con…

2020-01-28abs ↗pdf ↗

The space of matrices of positive determinant GL^+_n inherits an extrinsic metric space structure from R^{n^2}. On the other hand, taking the infimum of the lengths of all paths connecting two points in GL^+_n gives an intrinsic metric. We prove bilipschitz equivalence for intrinsic and extrinsic metrics on GL^+_n, exp…

2016-02-03abs ↗pdf ↗

We investigate the connections between the differential-geometric properties of the exponential map from the space of real skew symmetric matrices onto the group of real special orthogonal matrices and the manifold of real orthogonal matrices equipped with the Riemannian structure induced by the Frobenius metric.

2016-11-02abs ↗pdf ↗

Study of metrics on positive-definite matrices from power potential, linking to power means.

problem Understanding metrics on positive-definite matrices derived from power potential.
method Explicit expressions for geodesics and distance function derived from Hessian of power potential.
result Geodesics and distance function converge to weighted matrix geometric mean as β tends to zero.

DiffeoCFM efficiently generates realistic brain connectivity matrices using pullback metrics.

problem Generating realistic brain connectivity matrices for population heterogeneity analysis.
method Conditional flow matching on matrix manifolds via pullback metrics induced by global diffeomorphisms.
result DiffeoCFM achieves state-of-the-art performance on large-scale fMRI and EEG datasets.

Researchers found sub-Lorentzian geodesics on a specific Lie subgroup.

problem Finding geodesics on a specific Lie subgroup with a sub-Lorentzian metric.
method Formulated a time-anti-optimal control problem, applied Pontryagin's minimum principle, and used geodesics and shortest arcs of a sub-Riemannian metric.
result Discovered sub-Lorentzian nonspacelike geodesics and longest arcs.

Symmetric Positive Definite (SPD) matrices have been used in many fields of medical data analysis. Many Riemannian metrics have been defined on this manifold but the choice of the Riemannian structure lacks a set of principles that could lead one to choose properly the metric. This drives us to introduce the principle …

2019-09-09abs ↗pdf ↗

Study evaluates thresholds for removing noise from DNN weights using random matrix theory.

problem Removing noise from deep neural network weights for better approximation.
method Model weights as signal + noise, use random matrix theory to estimate thresholds, evaluate using cosine similarity.
result Proposed threshold estimation method improves approximation quality.

Paper introduces a new distance measure for Gaussian Mixture Models.

problem Developing a new distance measure for Gaussian Mixture Models.
method Embedding K-component Gaussian Mixture Models into the manifold of symmetric positive definite matrices and calculating a lower bound for the Fisher-Rao metric.
result Demonstrated effectiveness through experiments on standard datasets.

A new geometric method for clustering SPD data improves upon Euclidean and Riemannian approaches.

problem Skewed interpretations of SPD data in Euclidean analysis and computational inefficiency of Riemannian methods.
method Proposes a geometric method based on the Thompson metric for unsupervised clustering of SPD data.
result Demonstrates improved clustering results using inductive midrange centroid computation.

Simplified optimization for structured matrices in deep learning.

problem Computational challenges in Riemannian submanifold optimization for structured symmetric positive-definite matrices.
method Proposed a generalized Riemannian normal coordinates that dynamically orthonormalizes the metric and converts the problem into an unconstrained Euclidean space problem.
result Simplified existing approaches for structured covariances and developed matrix-inverse-free 2nd-order optimizers for deep learning with low precision.

The abstract introduces a new concept called flagfolds to model multi-dimensional shapes.

problem Modeling multi-dimensional shapes in a way that avoids going through higher dimensional spaces.
method Interpreting covariance matrices as nested subspaces and defining a Riemannian metric on the highest dimensional stratum.
result A Riemannian metric on the highest dimensional stratum allows for geodesics between subspaces of different dimensions.

This work tackles regression on non-Euclidean spaces, specifically positive-definite matrices with the Bures-Wasserstein metric.

problem Regression on non-Euclidean spaces, specifically positive-definite matrices with the Bures-Wasserstein metric.
method Developed a sufficient condition for the existence of a minimizer of the conditional barycenter problem, characterized the optimization landscape, and developed a projection-free algorithm for approximate computation of first-order stationary points.
result The objective is free of local maxima under the sufficient condition, and the algorithm enables the use of stochastic Riemannian optimization methods for large-scale setups.

This thesis consists of two independent parts: random matrices, which form the first one-third of this thesis, and machine learning, which constitutes the remaining part. The main results of this thesis are as follows: a necessary and sufficient condition for the inverse moments of (m,n,β)(m,n,β)-Laguerre matrices and compo…

2018-07-25abs ↗pdf ↗

New method classifies manifold-valued data using Riemannian geometry.

problem Classifying data on curved Riemannian manifolds.
method Probabilistic Learning Vector Quantization on Symmetric Positive Definite Matrices.
result The method outperforms traditional Euclidean methods on manifold-valued data.