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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.

168,742 papers · 148 categories

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48 results for rank-one signal

Study on signal-plus-noise decomposition in nonlinear spiked random matrices.

problem Nonlinear spiked random matrix models with rank-one signal and noise.
method Signal-plus-noise decomposition and phase transition analysis.
result Identified precise phase transitions in signal components at critical thresholds.

New algorithms improve rank one signal estimation from noisy data.

problem Estimating a rank one signal matrix from corrupted data with rotationally invariant noise.
method Developed approximate message-passing algorithms exploiting eigenvalues and iterates denoisers.
result Achieves optimal asymptotic estimation error among iterative algorithms.

Gradient descent solves rank-one matrix estimation problem with detailed time evolution analysis.

problem Estimating a rank-one symmetric matrix corrupted by noise.
method Gradient descent on a sphere, using local versions of the semi-circle law.
result Explicit formulas for the time evolution of the estimator and cost function, revealing phase transitions.

Study detects signals in spiked Wigner models using log likelihood ratio.

problem Detecting signals in rank-one spiked Wigner models with non-Gaussian noise.
method Proved asymptotic normality of log likelihood ratio and computed error thresholds.
result Optimal signal-to-noise ratio threshold for reliable detection.

New algorithms detect and estimate rank-one signals with prior directional information.

problem Detecting and estimating rank-one signals with directional prior information.
method Construct nonlinear Laplacians and examine top eigenvalues and eigenvectors.
result Nonlinear Laplacian algorithms outperform direct spectral methods for biased signals.

We consider the weak detection problem in a rank-one spiked Wigner data matrix where the signal-to-noise ratio is small so that reliable detection is impossible. We propose a hypothesis test on the presence of the signal by utilizing the linear spectral statistics of the data matrix. The test is data-driven and does no…

2018-09-28abs ↗pdf ↗

Study shows generative priors improve rank-one matrix recovery with optimal sample complexity.

problem Recovering a rank-one signal matrix from noisy data with additional prior information.
method Analysis of a nonlinear least squares objective with a favorable global optimization landscape.
result Established optimal sample complexity for generative priors in rank-one matrix recovery.

The paper studies phase transitions in random matrices and tensor unfolding for detecting signals.

problem Phase transitions in singular values and vectors of large random matrices.
method Analysis of singular values and vectors of long rectangular random matrices, and tensor unfolding algorithm for asymmetric rank-one spiked tensor models.
result An exact threshold for tensor unfolding to detect signals, independent of unfolding procedure.

Study on estimating rank-one tensors in noisy data with heavy tails.

problem Estimating rank-one spiked tensors in the presence of heavy tailed errors.
method Analysis of spectral norm of random tensors with iid entries.
result Signal strength requirements for optimal estimation are similar for heavy tailed and Gaussian noise, but vanish for noise with finite fourth moment.

Study quantifies performance gap between tensor and matrix-based approaches in nested matrix-tensor model.

problem Estimating a planted signal in a nested matrix-tensor model.
method Comparing tensor-based and matrix-based approaches for best rank-one approximation of tensor data.
result Derives precise algorithmic threshold for the unfolding approach and shows BBP-type transition behavior.

Study eigenvalues and eigenvectors in neural networks, focusing on signal propagation.

problem Characterize signal eigenvalues and eigenvectors in neural networks.
method Characterizes signal eigenvalues and eigenvectors for a nonlinear spiked covariance model.
result Provides precise quantitative characterizations of signal eigenvalues and eigenvectors in neural networks.

Study analyzes Hotelling-type tensor deflation for spiked tensors, providing insights into signal and noise.

problem Characterizing singular values and alignments in Hotelling-type tensor deflation.
method Asymptotic study of Hotelling-type tensor deflation in large dimensional regime using random tensor theory.
result Characterization of singular values and alignments at each step of the deflation procedure.

Study of asymmetric rank-one tensor models with non-Gaussian noise.

problem Analyzing maximum-likelihood estimators for asymmetric rank-one tensor models.
method Spectrally separated branch analysis, resolvent methods, cumulant expansions, Efron-Stein-type variance bounds.
result Asymptotic singular value and mode-wise alignments are robust to non-Gaussian noise.

The study establishes uncertainty principles on harmonic manifolds of rank one.

problem Developing uncertainty principles for harmonic manifolds of rank one.
method Derivation of various uncertainty principles including Heisenberg, Morgen, Schrödinger, and Hömanders principles.
result Generalization of Hausdorff-Young inequality to harmonic manifolds of rank one.

New approach uses random matrix theory to understand tensor estimation performance.

problem Understanding the performance of estimators for low-rank signals in noisy tensors.
method Developed a new approach using random matrix theory to study random tensors.
result Discovered a fixed-point equation that matches the performance of the maximum likelihood estimator.

Improved stability for matrix recovery from rank-one measurements.

problem Phase retrieval problem of recovering rank-one positive semidefinite matrices.
method Developed a smoothing Newton method based on Bures-Wasserstein gradient descent.
result Superlinear convergence with rigorous guarantees and stable implementation.

Paper optimizes tensor deflation for non-orthogonal signals.

problem Recovering low-rank signals from noisy tensors with correlated components.
method Developed an asymptotic analysis and optimized deflation procedure using random tensor theory.
result Proposed an efficient tensor deflation algorithm that optimizes a parameter introduced in the deflation mechanism.

Compact rank one symmetric spaces are rigid under certain curvature conditions.

problem Rigidity of compact rank one symmetric spaces under curvature constraints.
method Examined compact symmetric spaces with metric g0g_0 of rank one, and another metric gg with sectional curvature bounded by 0 to 1.
result If gg equals g0g_0 outside a convex subset, then gg is isometric with g0g_0.

Study analyzes accuracy of tensor deflation in noisy conditions.

problem Analyzing accuracy of tensor deflation in noisy conditions.
method Asymptotic study of Hotelling-type tensor deflation in large tensor dimensions.
result Characterization of estimated singular values and singular vector alignments.

Random matrix theory explains transient signal detectability in early-stopped gradient flow.

problem Transient signal detectability in early-stopped gradient flow.
method Random matrix theory applied to gradient flow in a linear teacher-student setting.
result Transient Baik-Ben Arous-Péché (BBP) transition in learning dynamics due to anisotropy and noise.

Novel algorithm for Markov decision processes using rank-one approximation.

problem Solving planning and learning problems of Markov decision processes.
method Policy iteration with rank-one approximation of transition probability matrix.
result The proposed algorithm consistently outperforms first-order algorithms and their accelerated versions.

Study efficient power iteration for tensor models, proving convergence under specific conditions.

problem Simultaneous alternating power iteration for fixed-order asymmetric rank-one spiked tensor models.
method Finite-iteration local theory, geometrically decaying transient, fixed-order multilinear noise event, warm-start mechanism.
result Convergence to the unique informative local fixed point under specific conditions.

In this paper, based on research on rank-one isometries by W.Ballmann and M.Brin and recent research on rank-one isometries of Coxeter groups by P.Caprace and K.Fujiwara, we study a topological fractal structure of boundaries of Coxeter groups. We also show that the limit-point set is dense in a boundary of a Coxeter g…

2009-12-01abs ↗pdf ↗

We consider the Principal Component Analysis problem for large tensors of arbitrary order kk under a single-spike (or rank-one plus noise) model. On the one hand, we use information theory, and recent results in probability theory, to establish necessary and sufficient conditions under which the principal component ca…

2014-11-04abs ↗pdf ↗