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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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5099149198 · Jun 202019922001200920172026
48 results for multiplying factor

The article calculates a multiplying factor to convert rational Vassiliev invariants to integer-valued ones.

problem Converting rational valued Vassiliev invariants to integer-valued ones.
method Calculates the minimal multiplying factor λ needed for rational Vassiliev invariants to become integer-valued.
result Obtains a set of integer-valued Vassiliev invariants.

Flexible framework for CMTF with ADMM for various constraints and couplings.

problem Challenges in data fusion from multiple sources with varying characteristics.
method Flexible algorithmic framework using AO and ADMM for various constraints, loss functions, and couplings.
result Accurate and computationally efficient results for various loss functions, including KL divergence.

Paper proposes an algorithm for PARAFAC2-based CMTF models with various constraints.

problem Jointly analyze matrices and tensors with irregular/ragged data.
method Alternating Optimization (AO) and ADMM for fitting PARAFAC2-based CMTF models with various constraints.
result Accurately recovers underlying patterns using various constraints and linear couplings.

MediEncoder learns nonlinear representations for causal mediation analysis.

problem High-dimensional noisy covariates and mediators in biomedical studies.
method Coupled encoder-decoder architecture with cross-factor network.
result Improves estimation accuracy in high-dimensional causal mediation analysis.

We consider a hyperkähler 88-manifold admitting either a U(1)×RU(1) \times \mathbb{R}, or a U(1)×U(1)U(1) \times U(1) action, where the first factor preserves gg and II, and acts on ω2+iω3ω_2+iω_3 by multiplying it by itself, while the second factor preserves gg and acts triholomorphically. Such data can be reduced to a single fu…

2014-09-27abs ↗pdf ↗

Graph neural networks speed up nonnegative matrix factorization.

problem Efficiently factorize nonnegative matrices for various applications.
method Developed a graph neural network that combines bipartite self-attention with ADMM updates.
result Significant acceleration achieved in nonnegative matrix factorization.

The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman ADMM (BADMM), which allows the choice of different Bregman divergences to exploit …

2013-06-13abs ↗pdf ↗

Low-rank signal modeling has been widely leveraged to capture non-local correlation in image processing applications. We propose a new method that employs low-rank tensor factor analysis for tensors generated by grouped image patches. The low-rank tensors are fed into the alternative direction multiplier method (ADMM) …

2018-03-19abs ↗pdf ↗

New unoriented versions of Schur and Bogomolov multipliers for finite groups.

problem Defining and analyzing unoriented versions of Schur and Bogomolov multipliers.
method Using cohomology groups and quotient groups to define unoriented multipliers.
result Triviality of unoriented Bogomolov multiplier for certain groups, nontriviality for others.

This paper presents by simulation how approximate multipliers can be utilized to enhance the training performance of convolutional neural networks (CNNs). Approximate multipliers have significantly better performance in terms of speed, power, and area compared to exact multipliers. However, approximate multipliers have…

2019-12-26abs ↗pdf ↗

In this paper, we compute the index form of the multiply twisted products. We study the Killing vector fields on the multiply twisted product manifolds and determine the Killing vector fields in some cases. We compute the curvature of the multiply twisted products with a semi-symmetric metric connection and show that t…

2012-07-01abs ↗pdf ↗

Given two Morse functions f,μf, μ on a compact manifold MM, we study the Morse homology for the Lagrange multiplier function on M×RM \times {\mathbb R} which sends (x,η)(x, η) to f(x)+ημ(x)f(x) + ημ(x). Take a product metric on M×RM \times {\mathbb R}, and rescale its R{\mathbb R}-component by a factor λ2λ^2. We show that generica…

2012-11-13abs ↗pdf ↗

Study assesses additional factors for identifying persistent alpha in pension funds.

problem Identify persistent alpha in pension funds using additional factors.
method Reproduces Fama and French's (2010) experiment with additional features and compares results to 3-factor model.
result Additional factors improve persistence of alpha assessment in pension funds.

A faster ADMM method for nonconvex optimization with improved complexity.

problem Nonconvex optimization problems in machine learning.
method SPIDER-ADMM, a stochastic ADMM method using a new differential estimator.
result Achieves optimal IFO complexity of O(n+n1/2ε1)\mathcal{O}(n+n^{1/2}ε^{-1}) for finding an εε-approximate stationary point.

Article establishes criteria for multiplier Hermitian-Einstein metrics on KSM-manifolds.

problem Existence of multiplier Hermitian-Einstein metrics on Fano manifolds.
method Criterion based on KSM-data and continuous paths connecting solitons.
result Explicit example of a KSM-manifold with a family of multiplier Hermitian-Einstein metrics.

An efficient way to learn deep density models that have many layers of latent variables is to learn one layer at a time using a model that has only one layer of latent variables. After learning each layer, samples from the posterior distributions for that layer are used as training data for learning the next layer. Thi…

2012-06-18abs ↗pdf ↗

We propose a new nonlinear factorization model for graphs that are with topological structures, and optionally, node attributes. This model is based on a pseudometric called Gromov-Wasserstein (GW) discrepancy, which compares graphs in a relational way. It estimates observed graphs as GW barycenters constructed by a se…

2019-11-19abs ↗pdf ↗

Tensor factorization models offer an effective approach to convert massive electronic health records into meaningful clinical concepts (phenotypes) for data analysis. These models need a large amount of diverse samples to avoid population bias. An open challenge is how to derive phenotypes jointly across multiple hospi…

2017-04-11abs ↗pdf ↗

We solve the compressive sensing problem via convolutional factor analysis, where the convolutional dictionaries are learned {\em in situ} from the compressed measurements. An alternating direction method of multipliers (ADMM) paradigm for compressive sensing inversion based on convolutional factor analysis is develope…

2017-01-11abs ↗pdf ↗

Proposes Robust Matrix Factorization with Grouping Effect (GRMF) for better performance and robustness.

problem Improves matrix factorization by incorporating grouping effect for better performance and robustness.
method Integrates grouping effect into matrix factorization, using an efficient alternating minimization framework with DC programming and ADMM.
result Demonstrates improved performance and robustness compared to five benchmark algorithms on real-world data sets with outliers and noise.

The paper examines conditions for Einstein multiply warped products and estimates their parameters.

problem Existence and non-existence of non-trivial Einstein multiply warped products.
method Analyzes conditions for the existence or non-existence of Einstein multiply warped products, especially generalized Kasner type.
result Estimates the Einstein parameter that conditions the existence of such metrics.

The study uses historical revenue data to forecast music catalog cashflows and multipliers.

problem Valuation of music catalogs based on historical revenue data.
method Risk-neutral approach using discounted cashflows formula.
result Ask prices are close to multipliers justified by median song cashflows, while best bids are near multipliers justified by bottom decile cashflows.

Improved method for numerical conformal mappings on complex domains.

problem Accurate and efficient computation of conformal mappings on multiply connected domains.
method Generalization and refinement of the conjugate function method using high-order finite element methods.
result Achieved accurate and efficient construction of boundary values for multiply connected domains.

We present an elementary analysis of the dynamical aspects of the GDP / government surplus multiplier with relevance to the assessment of a country's debt repayment policy. We show the (at first) counter intuitive result that in order to reduce the Debt/GDP ratio, countries with high Debt to GDP should go into further …

2013-10-11abs ↗pdf ↗

Paper proposes a method to model health outcomes using varying-coefficients and KNN-based LASSO.

problem Modeling health outcomes like BMI and cholesterol levels with varying age effects.
method Varying-coefficients regional quantile regression via KNN fused LASSO, with ADMM algorithm.
result Efficacy in capturing complex age-dependent associations between health outcomes and risk factors.

Multi-view clustering is an important and fundamental problem. Many multi-view subspace clustering methods have been proposed, and most of them assume that all views share a same coefficient matrix. However, the underlying information of multi-view data are not fully exploited under this assumption, since the coefficie…

2019-06-19abs ↗pdf ↗

The goal of this paper is to study the theory of last multipliers in the framework of complex manifolds with a fixed holomorphic volume form. The motivation of our study is based on the equivalence between a holomorphic ODE system and an associated real ODE system and we are interested how we can relate holomorphic las…

2015-07-04abs ↗pdf ↗

In this paper, we study the Einstein multiply warped products with a semi-symmetric non-metric connection and the multiply warped products with a semi-symmetric non-metric connection with constant scalar curvature, we apply our results to generalized Robertson-Walker spacetimes with a semi-symmetric non-metric connecti…

2012-07-21abs ↗pdf ↗

In this expository article we first give an overview on multiplier ideal sheaves and geometric problems in Kählerian and Sasakian geometries. Then we review our recent results on the relationship between the support of the subschemes cut out by multiplier ideal sheaves and the invariant whose non-vanishing obstructs th…

2009-10-20abs ↗pdf ↗

Constructs weight 1/2 multiplier systems for a specific group and relates to geometric edge paths.

problem Constructing weight 1/2 multiplier systems for a specific group.
method Defines an eta function and Rademacher symbol, relates to geometric edge paths in a triangulation of the upper half plane.
result Relates weight 1/2 multiplier systems to geometric edge paths.

In this paper, we study the Einstein warped products and multiply warped products with a quarter-symmetric connection. We also study warped products and multiply warped products with a quarter-symmetric connection with constant scalar curvature. Then apply our results to generalized Robertson-Walker spacetimes with a q…

2014-10-01abs ↗pdf ↗

The theory of the last multipliers as solutions of the Liouville's transport equation, previously developed for vector fields, is extended here to general multivectors. Characterizations in terms of Witten and Marsden differentials are reobtained as well as the algebraic structure of the set of multivectors with a comm…

2007-07-02abs ↗pdf ↗

New Kähler metrics generalize Calabi's and relate to Fano manifolds.

problem Existence of extremal Kähler metrics on Fano manifolds.
method Introducing σσ-extremal Kähler metrics and relating them to multiplier Hermitian-Einstein metrics.
result Existence of σσ-extremal Kähler metrics implies existence of multiplier Hermitian-Einstein metrics on Fano manifolds.