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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.

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48 results for positive definite Hermitian matrices

Study of J-Hermitian matrices and geometric mean definition.

problem Understanding the cone of J-Hermitian matrices and its geometric mean.
method Analysis of the cone structure, Riemannian structure, and definition of J-geometric mean.
result Uniquely characterized J-geometric mean defined as a solution to a Riccati-type equation.

Paper derives explicit expression of Alekseev-Meinrenken diffeomorphism.

problem Understanding the Alekseev-Meinrenken diffeomorphism.
method Via the Stokes phenomenon of meromorphic linear systems of ODEs with Poncaré rank 1.
result Explicit expression of the Alekseev-Meinrenken diffeomorphism.

Gradient descent algorithms on manifolds solve control and mean computation problems.

problem Control and mean computation on positive definite Hermitian matrices.
method Riemannian and natural gradient algorithms applied to geodesic distance.
result Efficient algorithms for control and mean computation demonstrated.

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.

Quillen proved that, if a Hermitian bihomogeneous polynomial is strictly positive on the unit sphere, then repeated multiplication of the standard sesquilinear form to this polynomial eventually results in a sum of Hermitian squares. Catlin-D'Angelo and Varolin deduced this positivstellensatz of Quillen from the eventu…

2014-12-04abs ↗pdf ↗

The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density matrices in trace regression models used in quantum state tomography (in particular, i…

2015-07-17abs ↗pdf ↗

Develops interpolation methods for matrix functions in statistics and machine learning.

problem Estimating matrix functions in statistics and machine learning.
method Interpolates log-determinant and trace of matrix powers using modified sharp bounds.
result Accuracy and performance demonstrated in numerical examples.

Study on Hermitian Calabi functional in complexified orbits of symplectic manifolds.

problem Analyzing the Hermitian Calabi functional on complexified orbits of symplectic manifolds.
method Explicit formula for Hessian of Hermitian Calabi functional, semi-positive definiteness proof, and weak parabolicity of Hermitian Calabi flow.
result Hessian of Hermitian Calabi functional is semi-positive definite on complexified orbits.

Study elliptic isometries on a matrix manifold with specific metrics.

problem Differential-geometric properties of fixed point loci.
method Explicit description and De Rham decomposition of fixed point loci.
result Explicit description and De Rham decomposition of fixed point loci.

The paper solves a problem related to Higgs bundles and Hermitian metrics.

problem Existence of Hermitian metrics with prescribed Hermitian-Yang-Mills tensors for Higgs bundles.
method Solving the prescribed Hermitian-Yang-Mills tensor problem for Higgs bundles over compact complex manifolds.
result For any Hermitian positive definite tensor, there exists a unique smooth Hermitian metric on the Higgs bundle.

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.

Introduces matrix MLP for learning symmetric positive definite matrices.

problem Learning structured parameters like symmetric positive definite matrices.
method Develops matrix multilayer perceptron (matrix MLP) for structured parameter learning.
result Extends variational autoencoder (VAE) for dense covariance matrices.

Proves stability of gravitational instantons, proving operator positivity.

problem Stability of gravitational instantons.
method Riemannian analog of black hole mode stability for Hermitian, non-self-dual gravitational instantons.
result Teukolsky equation is a positive definite operator on Hermitian, non-self-dual gravitational instantons.

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.

This paper derives radial fields on manifolds of symmetric positive definite matrices.

problem Lack of an expression for radial fields on manifolds of symmetric positive definite matrices.
method Derives an expression for radial fields on manifolds of symmetric positive definite matrices.
result Derives an expression for radial fields on manifolds of symmetric positive definite matrices.

Study of HH-eigenvalues for complex tensors and their applications in differential geometry.

problem Characterizing HH-eigenvalues of Hermitian tensors.
method Introduced HH-eigenvalues, derived inclusion sets, and established criteria for definiteness.
result Determined inclusion sets and criteria for Hermitian and CPS tensors.

This work improves understanding of symmetrizing Bregman divergences on positive definite matrices.

problem Understanding which mean to use for symmetrizing Bregman divergences on positive definite matrices.
method Axiomatic definition of mean functionals and variational principles over the cone of positive definite matrices.
result The arithmetic mean is canonical for forward symmetrization, and the arithmetic, log-Euclidean, and harmonic means for reverse symmetrization.

On a Hermitian manifold we construct a symmetric (1,1)(1,1)- tensor HH using the torsion and the curvature of the Chern connection. On a compact balanced Hermitian manifold we find necessary and sufficient conditions in terms of the tensor HH for a harmonic 11-form to be analytic and for an analytic 11-form to be harm…

1996-06-24abs ↗pdf ↗

Proposes a new Sliced-Wasserstein distance for covariance matrices in M/EEG signals.

problem Efficiently dealing with distributions of covariance matrices in M/EEG multivariate time series.
method Defines a Sliced-Wasserstein distance for symmetric positive definite matrices and applies it to brain-age prediction and Brain Computer Interface applications.
result Demonstrates computational efficiency and strong theoretical guarantees for the proposed distance.

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.

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.

Positive definite matrices abound in a dazzling variety of applications. This ubiquity can be in part attributed to their rich geometric structure: positive definite matrices form a self-dual convex cone whose strict interior is a Riemannian manifold. The manifold view is endowed with a "natural" distance function whil…

2011-10-08abs ↗pdf ↗

Paper proposes a new covariance estimator ensuring positive semi-definite matrices.

problem Estimating spot covariance matrices while maintaining positive semi-definiteness.
method Modification of the Fourier covariance estimator with a symmetric positive semi-definite constraint.
result The estimator is consistent and produces accurate positive semi-definite matrices.

Paper introduces a generalized Bures-Wasserstein geometry for SPD matrices.

problem Understanding the geometry of SPD matrices for machine learning.
method Proposes a generalized Bures-Wasserstein geometry parameterized by a symmetric positive definite matrix.
result The GBW geometry outperforms the BW geometry in machine learning applications.

The study describes special real manifolds and invariant admissible cubics in Vinberg cones.

problem Understanding special real manifolds and invariant admissible cubics in Vinberg cones.
method Simplified Vinberg theory using Nil-algebras to describe invariant functions and polynomials.
result Examples of continuous families of non-homogeneous special real manifolds.

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.

Study of Pascal algebra matrices and their jet bundle map for vector bundles.

problem Defining and studying Pascal algebra matrices and their map on jet bundles.
method Identifying Pascal algebra matrices, showing generator well defines Pascal map, using it for intrinsic contact definition.
result Intrinsic definition of point-wise contact between Hermitian vector bundles using unitary equivalence of Pascal maps.

The paper defines and studies the geometric mean for tensors and its associated Riemannian geometry.

problem Defining and studying the geometric mean for tensors.
method Generalized geometric mean for tensors using T-product, verified properties, and investigated Riemannian manifold.
result Geometric mean of T-positive definite tensors is a unique solution of algebraic Riccati tensor equations and a midpoint of geodesics.

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 ↗

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.

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.