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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.

169,291 papers · 148 categories

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48 results for rank truncation

Proposes a method to handle sparse multiway count data with false zeros using zero-truncated Poisson regression.

problem Handling sparse multiway count data corrupted by false zeros.
method Zero-truncated Poisson regression with tensor completion.
result Accurate estimation of multiway count data from approximately IR2log22(I)IR^2\log_2^2(I) non-zero counts.

Truncated SVD provides a simple yet effective method for approximating high-rank matrices.

problem Estimating high-rank positive semi-definite matrices from partial observations or noisy data.
method Truncated SVD applied to an estimate of the matrix.
result Truncated SVD produces a multiplicative approximation of the original matrix in Frobenius norm.

Improved robustness of gradient descent for low-rank matrix recovery in the presence of arbitrary outliers.

problem Gradient descent's sensitivity to outliers in low-rank matrix recovery.
method Truncated gradient descent with adaptive median truncation.
result Converges to ground truth at a linear rate with near-optimal number of measurements, even with constant fraction of arbitrarily corrupted measurements.

Truncated Singular Value Decomposition (SVD) calculates the closest rank-kk approximation of a given input matrix. Selecting the appropriate rank kk defines a critical model order choice in most applications of SVD. To obtain a principled cut-off criterion for the spectrum, we convert the underlying optimization prob…

2011-02-15abs ↗pdf ↗

Efficiently estimate Boolean product distribution parameters from truncated samples.

problem Estimating parameters of Boolean product distributions from truncated samples.
method Introducing fatness of truncation set, using membership queries, and adapting Stochastic Gradient Descent.
result Efficiently learn Boolean product distributions from truncated samples with small sample complexity.

Paper proposes a new model for imputing missing spatiotemporal traffic data.

problem Missing data and sparsity in spatiotemporal traffic data.
method Low-rank tensor completion (LRTC) framework with truncated nuclear norm (TNN).
result The proposed model outperforms state-of-the-art imputation models in various scenarios.

Study identifies and analyzes three types of errors in learning Fourier operators.

problem Statistical, discretization, and truncation errors in learning Fourier operators.
method Analysis of a Discrete Fourier Transform (DFT) based least squares estimator.
result Established upper and lower bounds on statistical, discretization, and truncation errors.

Top-N-Rank improves top N item recommendations in scalable recommender systems.

problem Improving top N item recommendations in scalable recommender systems.
method Proposes a novel list-wise Learning-to-Rank model optimizing a variant of DCG objective function, incorporating weights for implicit feedback.
result Significant improvement in ranking quality for top N recommendations.

Paper proposes a new optimization framework for learning eigenfunctions of operators.

problem Computing eigenvalue decomposition of high-dimensional operators.
method Operator SVD with Neural Networks via Nested Low-Rank Approximation.
result Proposed method efficiently learns top-L singular values and functions in the correct order.

Improved SVD-based NMF initialization reduces initial error and is faster.

problem Improving NMF initialization to reduce convergence error and computational cost.
method Nonnegative SVD with low-rank correction (NNSVD-LRC) that considers discarded SVD factors.
result Significantly reduces initial error with negligible additional computational cost.

The study assesses low-rank approximations in Gaussian Process regression.

problem Improving Gaussian Process regression efficiency with low-rank approximations.
method Analyzes two low-rank approximations: random Fourier features and Mercer expansion truncation.
result Bounds on the divergence and error between exact and approximate GP models.

The study assesses low-rank approximations in Gaussian Process regression.

problem Improving the efficiency of Gaussian Process regression while maintaining accuracy.
method Analyzes two low-rank approximations: random Fourier features and Mercer expansion truncation, and bounds the divergence and error between exact and approximate models.
result Theoretical bounds on the divergence and error between exact and approximate Gaussian Process models are provided.

Physics-inspired methods optimize SVD compression of LLMs.

problem Efficiently compressing large language models (LLMs) using SVD.
method FermiGrad for globally optimal rank selection and PivGa for lossless compression.
result Global optimization of SVD ranks and lossless compression of low-rank factors.

Paper proposes a new tensor imputation method for spatiotemporal traffic data with missing patterns.

problem Imputation of corrupted or incomplete traffic data.
method Truncated tensor Schatten p-norm (TSpN) for spatiotemporal traffic data imputation.
result The proposed method outperforms other state-of-the-art tensor-based imputation models in various missing cases.

The study compares Fourier-based pricing methods, identifying the most efficient and accurate.

problem Comparing CPU effort and pricing biases of Fourier-based implementations.
method Numerical analysis of seven Fourier-based implementations, focusing on truncation and discretization errors.
result The multi-strike version of the COS method is notably faster, and the strike-optimized Carr Madan's formula is both faster and more accurate.

New Poisson structures on hypersurface algebroids discovered.

problem Symplectic forms on hypersurface algebroids.
method Detailed study of Lie algebroid de Rham complex, deformation of symplectic forms.
result Construction of universal hypersurface algebroids with canonical Poisson structures.

Given a hypersurface MM of null scalar curvature in the unit sphere Sn\mathbb{S}^n, n4n\ge 4, such that its second fundamental form has rank greater than 2, we construct a singular scalar-flat hypersurface in $\Rr^{n+1}$ as a normal graph over a truncated cone generated by MM. Furthermore, this graph is 1-stable if t…

2008-12-14abs ↗pdf ↗

Study compares LRMC algorithms under dependent sampling in various applications.

problem Recovering missing entries in partially observed low-rank matrices with dependent sampling.
method Various LRMC algorithms tested under dependent sampling in different contexts.
result Performance differences among LRMC algorithms under dependent sampling.

We present a scalable Bayesian model for low-rank factorization of massive tensors with binary observations. The proposed model has the following key properties: (1) in contrast to the models based on the logistic or probit likelihood, using a zero-truncated Poisson likelihood for binary data allows our model to scale …

2015-08-18abs ↗pdf ↗

The paper describes correlations of spectra for higher rank Anosov representations.

problem Understanding correlations of spectra for Anosov representations of higher rank groups.
method Relates correlation problem to counting projections in truncated hypertubes.
result Extends previous work on rank one representations to higher rank.

The problem of low-rank approximation with convex constraints, which appears in data analysis, system identification, model order reduction, low-order controller design and low-complexity modelling is considered. Given a matrix, the objective is to find a low-rank approximation that meets rank and convex constraints, w…

2016-06-06abs ↗pdf ↗

Paper proposes efficient algorithm for non-convex rank minimization.

problem Efficiently solving rank minimization problems with non-convex penalties.
method Iterative Shrinkage-Thresholding Algorithm (ISTA) for non-convex weighted and reweighted nuclear norm.
result Proves convergence to critical point with rate O(1/T)O(1/T) and outperforms state-of-the-art methods.

The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gauss…

2010-06-12abs ↗pdf ↗

Safe exploration in RF-RL doesn't increase sample complexity.

problem Achieving optimal policies with safety constraints in reward-free RL.
method Proposed SWEET framework for tabular and low-rank MDP settings, leveraging truncated value functions.
result Sample complexities match or outperform constraint-free counterparts, proving safety constraints have little impact.

In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, Wt=Bt+μt,t0,W_t = B_t + μt, t\geq 0, where (Bt)(B_t) is a standard Brownian motion. Truncated variation differs from regular variation by neglect…

2009-12-23abs ↗pdf ↗

Optimal algorithm learns Gaussian under halfspace truncation with minimal samples.

problem Learning a Gaussian distribution truncated to an unknown halfspace.
method Efficient algorithm using n=ildeO(d2/ε2)n = ilde{O}(d^2/\varepsilon^2) samples and runtime dominated by empirical covariance matrix computation.
result Optimal sample and time complexity bounds for learning a Gaussian under halfspace truncation.

Paper proposes approximate Stein classes for efficient truncated density estimation.

problem Difficulties in estimating truncated density models due to intractable normalising constants and boundary conditions.
method Adapts score matching to solve the problem, introduces approximate Stein classes and a novel discrepancy measure, TKSD.
result TKSD does not require a fixed weighting function and can be evaluated using only boundary samples, leading to improved accuracy.

Paper proposes a method to estimate truncated density models using Score Matching.

problem Estimating parameters of truncated probability densities.
method Score Matching with a novel weight function derived from Stein discrepancy.
result The proposed method minimizes a weighted Fisher divergence and corrects outlier-trimming bias.

Unified framework for binary responses using AUC loss and low-rank constraint.

problem Statistical inefficiency and shared structure in fitting multiple binary responses.
method Pairwise AUC loss aggregation with low-rank constraint, scalable projected gradient descent.
result Unified framework outperforms likelihood-based approaches in challenging settings.

Neural network factorization speeds up Vlasov equation simulations.

problem Accelerating simulations of collisionless plasma described by the Vlasov equation.
method Data-driven low-rank matrix factorization using convolutional neural networks.
result The method outperforms standard linear algebra at inference time.