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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.

168,695 papers · 148 categories

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61122182243 · May 202619922001200920172026
48 results for singular subspace geometry

New method estimates high-dimensional GoM models efficiently.

problem Estimating GoM models for high-dimensional polytomous data.
method Flattening three-way quasi-tensor into a matrix, performing singular value decomposition.
result Established finite-sample error bounds for estimated parameters.

Study analyzes perturbations in singular subspaces under random noise.

problem Understanding singular vector and subspace changes in signal-plus-noise models.
method Generalized Davis-Kahan-Wedin theorem for any unitarily invariant norm, considering \ell_\infty and 2,\ell_{2,\infty} bounds.
result Fine-grained insights into singular vector and subspace perturbations, including \ell_\infty and 2,\ell_{2,\infty} bounds.

Study optimizes shared singular subspace estimation from noisy matrices.

problem Estimating shared singular subspaces across multiple noisy matrices.
method Low-rank matrix denoising framework with Stack-SVD and novel estimators.
result Stack-SVD achieves minimax rate-optimality for identical shared subspaces, and novel estimators for partial sharing.

Low-rank matrix regression refers to the instances of recovering a low-rank matrix based on specially designed measurements and the corresponding noisy outcomes. In the last decade, numerous statistical methodologies have been developed for efficiently recovering the unknown low-rank matrices. However, in some applicat…

2018-05-24abs ↗pdf ↗

Paper analyzes singular subspace estimation in noisy matrix models.

problem Estimating low-rank signals in noisy matrix data.
method Asymptotic distributional theory, extreme value theory, saddle point approximation, random matrix theory.
result Plug-in test statistic based on two-to-infinity norm has higher power for detecting structured alternatives.

Sturm theory applied to symplectic geometry and mechanics.

problem Detecting geometric properties of solutions in symplectic geometry and mechanics.
method Generalization of symplectic Sturm theory to Hamiltonians and application to semi-Riemannian manifolds and singular Lagrangian systems.
result Detection of conjugate and focal points on semi-Riemannian manifolds and geometrical properties of solutions space.

We show that all closed 22-dimensional singularities for higher codimension mean curvature flow that cannot be perturbed away have uniform entropy bounds and lie in a linear subspace of small dimension. The entropy and dimension of the subspace are both C(1+γ)\leq C\,(1+γ) for some universal constant CC and genus γγ. Th…

2019-06-18abs ↗pdf ↗

Geometric framework for SPD matrices preserving subspace structures.

problem Processing SPD-valued data with preserved subspace structures.
method Thompson geometry of the semidefinite cone, extreme generalized eigenvalues, geodesic space structure.
result Novel inductive mean of SPD matrices based on Thompson geometry.

A regularization procedure developed in [1] for the integral curvature invariants on manifolds with conical singularities is generalized to the case of squashed cones. In general, the squashed conical singularities do not have rotational O(2) symmetry in a subspace orthogonal to a singular surface ΣΣ so that the surfa…

2013-06-17abs ↗pdf ↗

The higher order singular value decomposition (HOSVD) of tensors is a generalization of matrix SVD. The perturbation analysis of HOSVD under random noise is more delicate than its matrix counterpart. Recently, polynomial time algorithms have been proposed where statistically optimal estimates of the singular subspaces …

2017-07-05abs ↗pdf ↗

The article presents a description of geometry of Banach structures forming mathematical base of markets arbitrage absence type phenomena. In this connection the role of reflexive subspaces (replacing classically considered finite-dimensional subspaces) and plasterable cones is uncovered.

2014-10-17abs ↗pdf ↗

A new method for generative modeling of discrete data using geometric latent subspaces.

problem Learning generative models for discrete data with statistical dependencies.
method Geometric latent-subspace framework in exponential parameter space of product manifolds of categorical distributions.
result Low-dimensional latent space encodes statistical dependencies and accurately models high-dimensional discrete data.

This paper is on the normal approximation of singular subspaces when the noise matrix has i.i.d. entries. Our contributions are three-fold. First, we derive an explicit representation formula of the empirical spectral projectors. The formula is neat and holds for deterministic matrix perturbations. Second, we calculate…

2019-01-02abs ↗pdf ↗

A notion of orthogonality in multisymplectic geometry has been developed by Cantrijn, Ibort and de León and used by many authors. In this paper, we review this concept and propose a new type of orthogonality in multisymplectic geometry; we prove a number of results regarding this orthogonality and its associated subspa…

2013-12-01abs ↗pdf ↗

In this letter, we consider two sets of observations defined as subspace signals embedded in noise and we wish to analyze the distance between these two subspaces. The latter entails evaluating the angles between the subspaces, an issue reminiscent of the well-known Procrustes problem. A Bayesian approach is investigat…

2013-10-01abs ↗pdf ↗

A new geometry-preserving method for interpreting compositional data.

problem Statistical challenges in high-dimensional compositional data.
method Geometry-preserving framework for dimension reduction of compositional data.
result Identification of a central compositional subspace for compositional predictors.

Complex analytic sets' Lipschitz geometry at infinity characterized.

problem Characterize entire complex analytic sets based on their Lipschitz geometry at infinity.
method Proved a complex non-parametric version of Moser's Bernstein Theorem and characterized algebraicity.
result Entire complex analytic sets at infinity are affine linear subspaces if and only if they are bi-Lipschitz homeomorphic to algebraic sets.

The paper proves symplectic neighbourhood theorems for stratified subspaces.

problem Finding symplectic neighbourhoods of stratified subspaces.
method Analogy with Weinstein's neighbourhood theorem, strong version of Moser's trick, and tubular neighbourhood theorem.
result Generalization of existing constructions for exotic Lagrangians.

We study the geometry of an important class of generic curves in the Grassmannian manifolds of nn-dimensional subspaces and Lagrangian subspaces of R2nR^{2n} under the action of the linear and linear symplectic group.

2005-02-23abs ↗pdf ↗

We investigate Riemannian (non-Kahler) Ricci flow solutions that develop finite-time Type-I singularities and present evidence in favor of a conjecture that parabolic rescalings at the singularities converge to singularity models that are shrinking Kahler-Ricci solitons. Specifically, the singularity model for these so…

2017-03-08abs ↗pdf ↗

Flag manifolds are generalizations of projective spaces and other Grassmannians: they parametrize flags, which are nested sequences of subspaces in a given vector space. These are important objects in algebraic and differential geometry, but are also increasingly being used in data science, where many types of data are…

2020-01-22abs ↗pdf ↗

In this paper, we study the adversarial robustness of subspace learning problems. Different from the assumptions made in existing work on robust subspace learning where data samples are contaminated by gross sparse outliers or small dense noises, we consider a more powerful adversary who can first observe the data matr…

2019-08-17abs ↗pdf ↗

Matrix rank minimization problem is in general NP-hard. The nuclear norm is used to substitute the rank function in many recent studies. Nevertheless, the nuclear norm approximation adds all singular values together and the approximation error may depend heavily on the magnitudes of singular values. This might restrict…

2015-10-30abs ↗pdf ↗

GROUSE (Grassmannian Rank-One Update Subspace Estimation) is an incremental algorithm for identifying a subspace of Rn from a sequence of vectors in this subspace, where only a subset of components of each vector is revealed at each iteration. Recent analysis has shown that GROUSE converges locally at an expected linea…

2013-07-21abs ↗pdf ↗

A robust visual tracking system requires an object appearance model that is able to handle occlusion, pose, and illumination variations in the video stream. This can be difficult to accomplish when the model is trained using only a single image. In this paper, we first propose a tracking approach based on affine subspa…

2014-03-03abs ↗pdf ↗

We study the geometry of fanning curves in the Grassmann manifold of n-dimensional subspaces of Rkn\mathbb{R}^{kn}; we construct a complete system of invariants which solve the congruence problem. The geometry of the invariants themselves and their relation with classical invariants is also studied.

2014-12-10abs ↗pdf ↗

A classical set of birational invariants of a variety are its spaces of pluricanonical forms and some of their canonically defined subspaces. Each of these vector spaces admits a typical metric structure which is also birationally invariant. These vector spaces so metrized will be referred to as the pseudonormed spaces…

2008-11-18abs ↗pdf ↗

This paper improves Koopman operator approximations by pruning subspaces in RKHS.

problem Improving predictive accuracy of Koopman operator approximations.
method Computes principal angles and vectors in RKHS to prune subspaces.
result Validated approach enhances Koopman operator approximations for large datasets.

We consider spaces of plane curves in the setting of algebraic geometry and of singularity theory. On one hand there are the complete linear systems, on the other we consider unfolding spaces of bivariate polynomials of Brieskorn-Pham type. For suitable open subspaces we can define the bifurcation braid monodromy takin…

2010-03-15abs ↗pdf ↗

Transfer knowledge from multiple sources to improve matrix completion.

problem Matrix completion with noisy data.
method Aggregating singular subspaces information from multiple sources to solve a two-way PCA problem and transform into a low-dimensional linear regression.
result Guaranteed statistical efficiency in transforming the high-dimensional target matrix completion problem.

Introduces Carrollian Lie algebroids to handle singular Carrollian geometries.

problem Handling singular Carrollian geometries within standard Carrollian geometry.
method Introduces Carrollian Lie algebroids to study singular Carrollian geometries.
result Established the existence of compatible connections on Carrollian Lie algebroids.