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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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2.4%4.8%7.1%9.5% · Sep 199619922001200920182026
48 results for rank-K factorization

A modified SPA preconditioner enhances noise robustness in separable NMFs.

problem Noisy separable NMFs are challenging to solve efficiently.
method Proposes a modified SPA preconditioner to enhance noise robustness.
result The modified SPA preconditioner improves noise robustness without significantly increasing computational cost.

Let X=G/KX=G/K be a symmetric space of noncompact type and rank k2k\ge 2. We prove that horospheres in XX are Lipschitz (k2)(k-2)--connected if their centers are not contained in a proper join factor of the spherical building of XX at infinity. As a consequence, the distortion dimension of an irreducible Q\mathbb{Q}--ran…

2015-09-30abs ↗pdf ↗

Study financial contagion in networks using low-rank approximations and graphons.

problem Modeling distress contagion in heterogeneous financial networks.
method Rank-K factorization, nonautonomous ODE, transport representation, graphon limits.
result Established well-posedness and stability for contagion models in various settings.

We consider the pseudo-Anosov elements of the mapping class group of a surface of genus g that fix a rank k subgroup of the first homology of the surface. We show that the smallest entropy among these is comparable to (k+1)/g. This interpolates between results of Penner and of Farb and the second and third authors, who…

2014-09-24abs ↗pdf ↗

In this paper, we study entire translating solutions u(x)u(x) to a mean curvature flow equation in Minkowski space. We show that if Σ={(x,u(x))xRn}Σ=\{(x, u(x))| x\in\mathbb{R}^n\} is a strictly spacelike hypersurface, then ΣΣ reduces to a strictly convex rank k soliton in Rk,1\mathbb{R}^{k, 1} (after splitting off trivial factors) wh…

2015-05-07abs ↗pdf ↗

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 ↗

A martingale \int H.dZ is defined as having Dimension k if H has rank k almost surely, almost all t. Dimension can be used as a geometric invariant to classify and study martingales. We also define general Brownian motions in higher dimensions.

2012-10-27abs ↗pdf ↗

Optimizes FM model complexity for better feature interaction learning.

problem Improving the sampling complexity of generalized Factorization Machine models.
method Developed a tighter sampling complexity bound for generalized Factorization Machine models under specific distribution assumptions.
result Improved sampling complexity bound for generalized FM models, approaching optimal complexity.

Improved Frank-Wolfe algorithm solves convex trace-norm ball problems.

problem Optimizing convex functions over trace-norm balls.
method Rank-k variant of Frank-Wolfe algorithm using top-k singular-vector computation.
result Linear convergence rate for smooth and strongly convex objectives with rank-limited solutions.

The paper tackles robust submodular maximization under matroid constraints, providing approximation algorithms for summary extraction.

problem Maximizing submodular functions while ensuring high value even after deletions.
method Constant-factor approximation algorithms for centralized and streaming settings, considering both non-monotone and monotone objectives.
result Approximation algorithms with space complexity depending on matroid rank and deleted elements, achieving improved factors in monotone cases.

Hyperbolic space outperforms Euclidean in learning hierarchical data.

problem Learning hierarchical data in Euclidean space requires exponentially many samples.
method Established geometric obstruction in Euclidean space and showed hyperbolic space's advantage.
result Hyperbolic space enables learning with O(mRlogm)O(mR \log m) samples, matching information-theoretic optimum.

We show that every automorphism αα of a free group FkF_k of finite rank kk has {\it asymptotically periodic} dynamics on FkF_k and its boundary Fk\partial F_k: there exists a positive power αqα^q such that every element of the compactum FkFkF_k \cup \partial F_k converges to a fixed point under iteration of αqα^q.

2004-07-26abs ↗pdf ↗

The paper develops algorithms to find a robust summary of data under deletion, achieving good approximation guarantees.

problem Finding a summary of data that remains valuable even after some elements are deleted.
method Constant-factor approximation algorithms for deletion robust submodular maximization under matroid constraints.
result The algorithms provide good approximation guarantees for both centralized and streaming settings.

New framework for consistent submodular maximization with insertions and deletions.

problem Maintaining near-optimal solutions in a dynamic setting with insertions and deletions.
method Developed a general framework for fully dynamic submodular maximization, instantiated for cardinality and rank-k matroid constraints.
result First constant-factor approximations with sublinear consistency for both cardinality and rank-k matroid constraints.

New algorithms minimize non-zero entries in low-rank approximations.

problem Minimizing non-zero entries in low-rank approximations of matrices.
method Approximation algorithms for minimizing 0\ell_0-norm of rank-kk matrices.
result First provable guarantees for 0\ell_0-Low Rank Approximation for k>1k > 1.

The moduli space of solutions to Nahm's equations of rank (k,k+j) on the circle, and hence, of SU(2) calorons of charge (k,j), is shown to be equivalent to the moduli of holomorphic rank 2 bundles on P^1xP^1 trivialized at infinity with c_2=k and equipped with a flag of degree j along P^1x{0}. An explicit matrix descri…

2006-10-26abs ↗pdf ↗

Sketchy reduces memory and compute requirements for adaptive regularization in deep learning.

problem Prohibitive memory and running time for adaptive regularization methods in deep learning.
method Low-rank sketching approach using Frequent Directions (FD) to reduce memory and compute requirements.
result Efficient interpolation between resource requirements and degradation in regret guarantees with rank kk.

We study the column subset selection problem with respect to the entrywise 1\ell_1-norm loss. It is known that in the worst case, to obtain a good rank-kk approximation to a matrix, one needs an arbitrarily large nΩ(1)n^{Ω(1)} number of columns to obtain a (1+ε)(1+ε)-approximation to the best entrywise 1\ell_1-norm low ra…

2020-04-16abs ↗pdf ↗

In this paper we study regular irreducible algebraic monoids over $\fldc$ equipped with the euclidean topology. It is shown that, in such monoids, the Green classes and the spaces of idempotents in the Green classes all have natural manifold structures. The interactions of these manifold structures and the semigroup st…

2011-08-14abs ↗pdf ↗

For any complex vector bundle EkE^k of rank kk over a manifold MmM^m with Chern classes ciH2i(Mm,Z)c_i \in H^{2i}(M^m,\Z) and any non-negative integers l1,>...,lkl_1, >..., l_k we show the existence of a positive number N(k,m)N(k,m) and the existence of a complex vector bundle E^k\hat E^k over MmM^m whose Chern classes are $ N(k,m) \cdot l…

2006-09-03abs ↗pdf ↗

Improved guarantees and multiple-descent curve for data approximations.

problem Improving the effectiveness of small low-rank approximations of large datasets.
method Spectral properties of the data matrix to obtain improved approximation guarantees.
result Revealed a multiple-descent curve in approximation factor as a function of k.

Study of correlated Wigner matrices with BBP transitions.

problem Understanding spectral transitions in correlated Wigner matrices.
method Analyzes a Wigner-type matrix with row/column correlations, decomposes into bulk and outliers, and uses integral operators to model transitions.
result Correlated Wigner matrices exhibit multiple BBP transitions at critical points.

Most of machine learning deals with vector parameters. Ideally we would like to take higher order information into account and make use of matrix or even tensor parameters. However the resulting algorithms are usually inefficient. Here we address on-line learning with matrix parameters. It is often easy to obtain onlin…

2015-06-16abs ↗pdf ↗

Study growth of systoles in arithmetic manifolds, focusing on kk-dimensional cases.

problem Growth of systoles in arithmetic nn-manifolds along congruence coverings.
method Analyzes growth of kk-dimensional systoles in arithmetic nn-manifolds, proving polylogarithmic and constant power bounds.
result Growth of systoles for k=rk = r oscillates between a power of a logarithm and a power function of the degree of the covering.

Spatial Adapter adds structured spatial representation to frozen predictors.

problem Efficiently adding spatial structure to pre-trained models.
method Structured spatial decomposition and closed-form covariance for residual fields.
result Adapter improves spatial prediction and uncertainty quantification.

For certain manifolds, nonnegative Ricci curvature limits dimension and forces almost abelian fundamental group.

problem Bounding the dimension of manifolds with nonnegative Ricci curvature and specific fundamental group properties.
method Dimensional estimates for RCD(0,N)\mathrm{RCD}(0,N) spaces with large Hausdorff dimension.
result If dimension is less than 12, the fundamental group is almost abelian.

The study finds stably free modules and distinct 2-complexes for large ranks.

problem Classifying homotopically distinct 2-complexes with specific fundamental groups and Euler characteristics.
method Using stably free modules and group theory, the study constructs and classifies 2-complexes.
result The existence of homotopically distinct 2-complexes with specific properties for all k2k \ge 2.

We prove a rigidity theorem for the geometry of the unit ball in random subspaces of the scl norm in B_1^H of a free group. In a free group F of rank k, a random word w of length n (conditioned to lie in [F,F]) has scl(w)=log(2k-1)n/6log(n) + o(n/log(n)) with high probability, and the unit ball in a subspace spanned by…

2011-04-10abs ↗pdf ↗

Matroid bundles, introduced by MacPherson, are combinatorial analogues of real vector bundles. This paper sets up the foundations of matroid bundles, and defines a natural transformation from isomorphism classes of real vector bundles to isomorphism classes of matroid bundles, as well as a transformation from matroid b…

1999-11-21abs ↗pdf ↗

Consider a flat bundle over a complex curve. We prove a conjecture of Fei Yu that the sum of the top k Lyapunov exponents of the flat bundle is always greater or equal to the degree of any rank k holomorphic subbundle. We generalize the original context from Teichmueller curves to any local system over a curve with non…

2016-09-05abs ↗pdf ↗

We develop an efficient algorithm for low-rank approximation with improved approximation guarantees.

problem Optimal low-rank approximation of matrices with 1\ell_1 norm constraints.
method Polynomial time column subset selection-based algorithm achieving ildeO(k1/2) ilde{O}(k^{1/2})-approximation.
result Improved approximation guarantees for 1\ell_1 low-rank approximation.

Generalizes randomized SVD for better matrix approximations using Gaussian vectors.

problem Computing accurate rank-k approximations of matrices with limited data.
method Extends randomized SVD to multivariate Gaussian vectors, incorporating prior knowledge and using Gaussian processes.
result Demonstrates improved accuracy in approximating matrices and Hilbert-Schmidt operators.

The spectral kk-support norm enjoys good estimation properties in low rank matrix learning problems, empirically outperforming the trace norm. Its unit ball is the convex hull of rank kk matrices with unit Frobenius norm. In this paper we generalize the norm to the spectral (k,p)(k,p)-support norm, whose additional para…

2016-01-04abs ↗pdf ↗