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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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3 results for “shift-and-invert”

Efficient coordinate-wise leading eigenvector computationmath.NA

New methods find eigenvectors faster than Lanczos's method.

problem Finding the leading eigenvector efficiently.

method Coordinate-wise methods combining shift-and-invert with linear regression.

result Global convergence with runtime guarantees better than Lanczos's method.

eigenvector computation coordinate-wise methods shift-and-invert linear regression global convergence

2017-02-25abs ↗pdf ↗

Stochastic Canonical Correlation Analysiscs.LG

Study on estimating CCA with stochastic methods and sample complexity.

problem Estimating canonical correlation and directions from samples.

method Exact and approximate solutions using stochastic optimization and power iterations.

result Achieve optimal alignment with minimal samples and passes.

Canonical Correlation Analysis Sample Complexity Stochastic Optimization Power Iterations Streaming Algorithms

2017-02-21abs ↗pdf ↗

Distributed Estimation for Principal Component Analysis: an Enlarged Eigenspace Analysiscs.DC

This paper tackles distributed estimation of the top-L eigenspace in PCA for large data sets.

problem Challenges in estimating the top-L eigenspace in principal component analysis for large data sets.

method Proposes a novel multi-round algorithm using shift-and-invert preconditioning and convex optimization.

result Achieves a fast convergence rate and covers the targeted top-L eigenspace without explicit eigengap assumption.

distributed estimation principal component analysis eigenspace PCA convex optimization

2020-04-05abs ↗pdf ↗