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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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48 results for ordered matrices

New framework for higher-order singular-value derivatives of rectangular matrices.

problem Challenging to derive higher-order Fréchet derivatives of singular values in real rectangular matrices.
method Using Kato's analytic perturbation theory for self-adjoint operators and embedding rectangular matrices into block self-adjoint operators.
result Closed-form expressions for the nn-th order spectral variations of singular values.

The paper extends hypothesis testing to non-diagonalizable matrices, improving network statistics inference.

problem Testing on non-diagonalizable matrices for network statistics.
method Generalizes Wald and t-tests to non-symmetric matrices, controlling convergence rates.
result Improved inference on network statistics from directed networks.

The second order method as Newton Step is a suitable technique in Online Learning to guarantee regret bound. The large data is a challenge in Newton method to store second order matrices as hessian. In this paper, we have proposed an modified online Newton step that store first and second order matrices of dimension m …

2019-04-11abs ↗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.

EPINE enhances network embedding by improving adjacency matrix-based high-order proximity.

problem Inaccurate and poorly designed calculation of high-order proximity in network embedding.
method EPINE redefines high-order proximity intuitively and proposes a scalable algorithm for accurate calculation.
result EPINE outperforms existing methods in network reconstruction, link prediction, and node classification.

Random projections help in representing sparse graphs efficiently.

problem Efficiently representing sparse graphs of varying sizes and vertex sets.
method Random projection of adjacency matrices to retain graph functionality and properties.
result Random projections can accurately represent graphs of different sizes and vertex sets in the same space.

Unified bounds for iterative algorithms with Gaussian data matrices.

problem Establishing non-asymptotic bounds for iterative algorithms with Gaussian data.
method Explicit coupling between iterates and Gaussian process with deterministic covariance.
result Tight, dimension-free bounds for generalized first-order methods.

In this paper, we study the problem of compressed sensing using binary measurement matrices and 1\ell_1-norm minimization (basis pursuit) as the recovery algorithm. We derive new upper and lower bounds on the number of measurements to achieve robust sparse recovery with binary matrices. We establish sufficient conditi…

2018-08-09abs ↗pdf ↗

We introduce new partial orders on the set Sn+S^+_n of positive-definite matrices of dimension nn derived from the homogeneous geometry of Sn+S^+_n induced by the natural transitive action of the general linear group GL(n)GL(n). The orders are induced by affine-invariant cone fields, which arise naturally from a local anal…

2017-12-07abs ↗pdf ↗

We consider the problem of selecting non-zero entries of a matrix AA in order to produce a sparse sketch of it, BB, that minimizes AB2\|A-B\|_2. For large m×nm \times n matrices, such that nmn \gg m (for example, representing nn observations over mm attributes) we give sampling distributions that exhibit four importa…

2013-11-19abs ↗pdf ↗

Enhances clustering performance with a novel high-order Laplacian matrix.

problem Limited representation capability and insufficient information exploitation in multi-view spectral clustering.
method Proposes a multi-view spectral clustering algorithm that learns a high-order optimal neighborhood Laplacian matrix.
result Improves clustering performance through enhanced representation capacity of the learned optimal Laplacian matrix.

Bootstrapping regularizes singular correlation matrices, reducing the need for complex regularization.

problem Singular correlation matrices in large datasets.
method Averaging bootstrapped correlation matrices to ensure positive-definiteness.
result The averaged correlation matrix is almost surely positive-definite with a sufficient number of bootstraps.

Scalable method completes ill-conditioned matrices from few samples.

problem Matrix completion from few samples for ill-conditioned matrices.
method Iterative algorithm combining IRLS, smoothing Newton, and proximal gradient methods.
result Local quadratic convergence rate and well-conditioned linear systems.

New inequalities for matrix supermartingales converge under various conditions.

problem Convergence and maximal inequalities of supermartingales in positive semidefinite matrices.
method Developed new concentration inequalities for matrix supermartingales.
result New inequalities for matrix supermartingales under different tail conditions.

New theory for eigenvectors of generalized Laplacian matrices, addressing dependency issues.

problem Dependency in random matrix theory hinders eigenvector analysis for latent embeddings.
method Introduces generalized Laplacian matrices and a new asymptotic theory framework.
result Established asymptotic normalities for spiked eigenvectors and eigenvalues.

In this work we prove that every locally symmetric smooth submanifold gives rise to a naturally defined smooth submanifold of the space of symmetric matrices, called spectral manifold, consisting of all matrices whose ordered vector of eigenvalues belongs to the locally symmetric manifold. We also present an explicit f…

2012-12-17abs ↗pdf ↗

Kaleidoscope matrices improve model quality and inference speed.

problem Choosing structured linear transformations for efficiency and accuracy.
method Introduce kaleidoscope matrices that can capture any structured matrix with near-optimal space and time complexity. Learn these matrices automatically within end-to-end pipelines.
result Kaleidoscope matrices can improve model quality and inference speed.

Reconstruct spacetime from order and number of points.

problem Reconstruct spacetime from chronological relations and i.i.d. samples.
method Relaxing hypotheses of Gromov reconstruction theorem, using random adjacency matrices and chronological relations.
result Spacetime can be recovered by only knowing 'order' and 'number' of its points.

This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which exploits a certain tensor structure in their low-order observable moments (typically…

2012-10-29abs ↗pdf ↗

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.

According to recent findings [1,2], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can essentially be regarded as random. In [1], e.g., it is reported that about 94% of th…

2001-11-27abs ↗pdf ↗

It is natural to ask: what kinds of matrices satisfy the Restricted Eigenvalue (RE) condition? In this paper, we associate the RE condition (Bickel-Ritov-Tsybakov 09) with the complexity of a subset of the sphere in Rp\R^p, where pp is the dimensionality of the data, and show that a class of random matrices with indep…

2009-12-21abs ↗pdf ↗

A. Henrich proved the existence of the universal finite-type invariant of order one for virtual knots. We extend the construction and the methods of her paper to framed virtual knots. To do so, we introduce the notions of virtual strings and based matrices for framed flat virtual knots.

2015-09-24abs ↗pdf ↗

Formula establishes determinant majorization for symmetric matrices.

problem Determining determinant majorization for symmetric matrices.
method Establishes determinant majorization formula for symmetric matrices using invariant Garding-Dirichlet polynomials.
result Formula F(A)1Ndet(A)1nF(A)^{1\over N} \geq \det(A)^{1\over n} for symmetric matrices.

We show that the Bruschlinsky group with the winding order is a homeomorphism invariant for a class of one-dimensional inverse limit spaces. In particular we show that if a presentation of an inverse limit space satisfies the Simplicity Condition, then the Bruschlinsky group with the winding order of the inverse limit …

2000-05-16abs ↗pdf ↗

Multiresolution Matrix Factorization (MMF) was recently introduced as an alternative to the dominant low-rank paradigm in order to capture structure in matrices at multiple different scales. Using ideas from multiresolution analysis (MRA), MMF teased out hierarchical structure in symmetric matrices by constructing a se…

2019-10-10abs ↗pdf ↗

Motivated by recent advances in the spectral theory of auto-covariance matrices, we are led to revisit a reformulation of Markowitz' mean-variance portfolio optimization approach in the time domain. In its simplest incarnation it applies to a single traded asset and allows to find an optimal trading strategy which - fo…

2015-09-26abs ↗pdf ↗

π-GNN learns soft permutations for graph representations, improving graph classification and regression.

problem Limitations of MPNNs in graph neural networks.
method Proposes π-GNN, which learns a soft permutation matrix for each graph, projecting graphs into a common vector space.
result π-GNN achieves performance competitive with state-of-the-art models on graph classification and regression tasks.

This work further develops the properties of fractional differential forms. In particular, finite dimensional subspaces of fractional form spaces are considered. An inner product, Hodge dual, and covariant derivative are defined. Coordinate transformation rules for integral order forms are also computed. Matrix order f…

2003-01-13abs ↗pdf ↗

PSMM method optimizes matrix sufficient dimension reduction.

problem Feature matrices with row- and column-wise interpretations require efficient dimension reduction.
method PSMM method converts matrix problem into classification problems using rank-1 normal matrix.
result PSMM outperforms existing methods and provides strong interpretability.

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an n×dn \times d matrix AA, and a parameter kk, compute a rank-kk matrix AA' that minimizes the approximation loss AAF\|A-A'\|_F. The algorithm uses a training set of input matrices in order to optimize its performance. Specifical…

2019-10-30abs ↗pdf ↗

Recommender System research suffers currently from a disconnect between the size of academic data sets and the scale of industrial production systems. In order to bridge that gap we propose to generate more massive user/item interaction data sets by expanding pre-existing public data sets. User/item incidence matrices …

2019-01-23abs ↗pdf ↗

Researchers approximate partition functions on Riemannian spaces in the large N limit.

problem Computing normalization factors (partition functions) on Riemannian symmetric spaces is challenging.
method Approximation techniques in the large N limit, including saddle-point equations.
result Formulas for leading order terms in the large N limit of SPD matrices and related spaces.