arXiv research

Solutions to a quadratic matrix equation are linked to strongly regular graphs and multiplicative characters.

Paper maps Hamiltonians and line elements in manifolds.

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

Study on SGD dynamics and scaling laws for training quadratic neural networks in high dimensions.

Solves steering problem with continuous time, Hilbert-Schmidt cost, and matrix ODEs.

We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional Laplace transform of general Gaussian processes in terms of Fredholm's determinant and…

We generalize Hamilton's matrix Li-Yau-type Harnack estimate for the Ricci flow by considering the space of all LYH (Li-Yau-Hamilton) quadratics that arise as curvature tensors of space-time connections satisfying the Ricci flow with respect to the natural space-time degenerate metric. As a special case, we employ scal…

This paper optimizes portfolio selection for multivariate affine and quadratic Volterra models with rough volatilities.

Abstract: Survey on quadratic Hessian equations, their properties, and open problems.

QMME balances cost and speed in convex optimization.

To estimate the conditional probability functions based on the direct problem setting, V-matrix based method was proposed. We construct V-matrix based constrained quadratic programming problems for which the inequality constraints are inconsistent. In particular, we would like to present that the constrained quadratic …

Sharp asymptotics reveal how network width controls learnability in quadratic neural networks.

Paper develops methods for non-quadratic loss low-rank matrix recovery.

We consider an illiquid financial market where a risk averse investor has to liquidate a portfolio within a finite time horizon [0,T] and can trade continuously at a traditional exchange (the "primary venue") and in a dark pool. At the primary venue, trading yields a linear price impact. In the dark pool, no price impa…

Improved SVRG for quadratic functions achieves better performance and running times.

We give the first algorithm for Matrix Completion whose running time and sample complexity is polynomial in the rank of the unknown target matrix, linear in the dimension of the matrix, and logarithmic in the condition number of the matrix. To the best of our knowledge, all previous algorithms either incurred a quadrat…

I use harmonic maps and minimal surfaces to study quadratic equations in groups.

Based on a suggestion of Richard Hamilton, we give an alternate proof of his matrix Harnack inequality for solutions of the Ricci flow with positive curvature operator. This Harnack inequality says that a certain endomorphism, consisting of an expression in the curvature and its first two covariant derivatives, of the …

We provide explicit solutions of certain forward-backward stochastic differential equations (FBSDEs) with quadratic growth. These particular FBSDEs are associated with quadratic term structure models of interest rates and characterize the zero-coupon bond price. The results of this paper are naturally related to simila…

The paper proves constant rank theorems for special Lagrangian equations.

We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly high-rank, but it becomes low-rank after mapping each column to a higher dimensional…

Motivated by electricity consumption metering, we extend existing nonnegative matrix factorization (NMF) algorithms to use linear measurements as observations, instead of matrix entries. The objective is to estimate multiple time series at a fine temporal scale from temporal aggregates measured on each individual serie…

Developed a theory of local convexity for second order differential equations on Lie algebroids.

Optimal contracts are found for agents with quadratic effort costs.

Any classical r-matrix on the Lie algebra of linear operators on a real vector space V gives rise to a quadratic Poisson structure on V which admits a deformation quantization stemming from the construction of V. Drinfel'd. We exhibit in this article an example of quadratic Poisson structure which does not arise this w…

We show that the gradient descent algorithm provides an implicit regularization effect in the learning of over-parameterized matrix factorization models and one-hidden-layer neural networks with quadratic activations. Concretely, we show that given $\tilde{O}(dr^{2})$ random linear measurements of a rank $r$ positive s…

New findings on kernel regression in the quadratic regime, improving understanding of machine learning models.

In this note, we derive a Liouville theorem for the complex Monge-Ampère equation. Our result states that if the global solution $u$ of the complex Monge-Ampère equation with constant right-hand side differs from a quadratic polynomial solution by $o(\abs{x}^2)$ at infinity, then $u$ is a quadratic polynomial.

In this note we find a 6-dimensional h-spaces of the $[(21...1)(21...1)...(1...1)]$ type and then determine quadratic first integrals of the geodesic equations of these h-spaces.

Solutions near infinity to special Lagrangian equations are asymptotic to quadratic polynomials with logarithmic terms.

Deep learning solves high-dimensional quadratic hedging problems.

New algorithms achieve logarithmic regret in learning linear quadratic control systems.

New method preserves MHD equations on sphere without costly matrix exponentials.

Study solves HJB equations for time-inconsistent control problems.

Skeinformer accelerates self-attention for long sequences with linear complexity.

We show that the linear trace Harnack quadratic on a steady gradient Ricci soliton satisfies the heat equation. Similar result holds for shrinkers. We also present an interpolation between Perelman's and Cao--Hamilton's Harnacks on a steady soliton.

On a complete non-compact gradient shrinking Ricci soliton, we prove the analyticity in time for smooth solutions of the heat equation with quadratic exponential growth in the space variable. This growth condition is sharp. As an application, we give a necessary and sufficient condition on the solvability of the backwa…

This note gives a simple analysis of a randomized approximation scheme for matrix multiplication proposed by Sarlos (2006) based on a random rotation followed by uniform column sampling. The result follows from a matrix version of Bernstein's inequality and a tail inequality for quadratic forms in subgaussian random ve…

Paper connects MoE and self-attention, proposing active-attention.

This paper considers the recovery of a rank $r$ positive semidefinite matrix $X X^T\in\mathbb{R}^{n\times n}$ from $m$ scalar measurements of the form $y_i := a_i^T X X^T a_i$ (i.e., quadratic measurements of $X$). Such problems arise in a variety of applications, including covariance sketching of high-dimensional data…

Study exact limits of matrix reconstruction from noisy projections.

The covariance matrix of a $p$-dimensional random variable is a fundamental quantity in data analysis. Given $n$ i.i.d. observations, it is typically estimated by the sample covariance matrix, at a computational cost of $O(np^{2})$ operations. When $n,p$ are large, this computation may be prohibitively slow. Moreover, …

Building on previous results on the quadratic helicity in magnetohydrodynamics (MHD) we investigate particular minimum helicity states. Those are eigenfunctions of the curl operator and are shown to constitute solutions of the quasi-stationary incompressible ideal MHD equations. We then show that these states have inde…

Given a space it is easy to obtain the system of geodesic equations on it. In this paper the inverse problem of reconstructing the space from the geodesic equations is addressed. A procedure is developed for obtaining the metric tensor from the Christoffel symbols. The procedure is extended for determining if a second …

Paper derives estimates for Hessian equations under concavity assumptions.

New quadratic forms expand and rotate linear endomorphisms in geometric theory.

A new method reduces high-dimensional filtering to quadratic complexity.

We calculate explicitly the quadratic solution to the WDVV equations corresponds to the quasi-Coxeter conjugacy class $E_8(a_1)$ using the associated classical $W$-algebra.