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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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19385776 · Jun 202019922001200920172026
48 results for skewed matrices

Study isotropy groups for complex orthogonal and skew-symmetric matrices.

problem Understanding isotropy subgroups of orthogonal similarity transformations.
method Analysis of group structure of nonsingular block matrices.
result Group structure of isotropy subgroups related to block Toeplitz matrices.

A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.

problem Efficient computation of derivatives for skew-symmetric matrices.
method Characterization of invertibility, construction of nearby logarithm, and efficient implementation.
result Explicit formulae for differentiation and its inverse of skew-symmetric matrix exponentials.

Characterizes the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.

problem Characterizing the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.
method Introduce the diffeomorphic logarithm of special orthogonal matrices and an efficient algorithm.
result The region containing the principal logarithm has a special multiplicity structure.

We investigate the connections between the differential-geometric properties of the exponential map from the space of real skew symmetric matrices onto the group of real special orthogonal matrices and the manifold of real orthogonal matrices equipped with the Riemannian structure induced by the Frobenius metric.

2016-11-02abs ↗pdf ↗

In this paper we generalize the known DDVV-type inequalities for real (skew-)symmetric and complex (skew-)Hermitian matrices to arbitrary real, complex and quaternionic matrices. Inspired by the Erdős-Mordell inequality, we establish the DDVV-type inequalities for matrices in the subspaces spanned by a Clifford system …

2018-07-19abs ↗pdf ↗

A parsimonious model reduces over-parameterization in skewed matrix variate mixtures.

problem Over-parameterization in skewed matrix variate mixtures.
method Parsimonious family of 256 models using bilinear factor analyzers constrained over clusters, with AECM algorithm for estimation.
result Extensive simulations and real-world datasets (MNIST, Olivetti faces) demonstrate the method's effectiveness.

Study embeds PC matrices into Grassmannian manifold for geometric interpretation.

problem Understanding algebraic consistency of pairwise comparisons matrices.
method Leverages Plücker coordinates and geometric interpretation of Grassmannian manifold.
result Algebraic consistency condition is equivalent to geometric consistency in G(2,n)G(2, n).

Skew parallelogram nets factorize, encompassing discrete differential geometry.

problem Factorization of polynomials in discrete differential geometry.
method Lax representation, Bäcklund transformations, factorization of polynomials.
result Skew parallelogram nets encompass all systems with polynomial representations.

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample means given the observations. However, in many real applications with skewed and…

2016-06-07abs ↗pdf ↗

A new geometric method for clustering SPD data improves upon Euclidean and Riemannian approaches.

problem Skewed interpretations of SPD data in Euclidean analysis and computational inefficiency of Riemannian methods.
method Proposes a geometric method based on the Thompson metric for unsupervised clustering of SPD data.
result Demonstrates improved clustering results using inductive midrange centroid computation.

The paper connects Riemannian Gaussian distributions to random matrix theory and diffusion kernels.

problem Analyzing Riemannian Gaussian distributions on symmetric spaces.
method Analytical computation of marginals using orthogonal and skew orthogonal polynomials, and diffusion kernels.
result Riemannian Gaussian distributions are random matrix types, and their probability density functions can be computed analytically.

Recurrent Neural Networks (RNNs) are designed to handle sequential data but suffer from vanishing or exploding gradients. Recent work on Unitary Recurrent Neural Networks (uRNNs) have been used to address this issue and in some cases, exceed the capabilities of Long Short-Term Memory networks (LSTMs). We propose a simp…

2017-07-29abs ↗pdf ↗

On the manifold of positive definite matrices, we investigate the existence of pairs of flat affine connections, dual with respect to a given monotone metric. The connections are defined either using the αα-embeddings and finding the duals with respect to the metric, or by means of contrast functionals. We show that i…

2003-07-28abs ↗pdf ↗

The paper defines MTCov for skewed elliptical distributions.

problem No specific problem stated, but dealing with skewed elliptical distributions.
method Defined MTCov for generalized skew-elliptical distributions and compared with skewed and non-skewed normal distributions.
result Special formula for MTCov of generalized skew-elliptical distributions.

The paper analyzes skewness and kurtosis measures for skew-elliptical distributions.

problem Examining skewness and kurtosis measures for skew-elliptical distributions.
method Deriving exact expressions for skewness and kurtosis measures for skew-elliptical distributions, constructing test statistics, and comparing measures through simulations and real data analysis.
result Exact expressions and test statistics for skewness and kurtosis measures for various skew-elliptical distributions.

The paper is on the vanishing topology of singular Milnor fibres of holomorphic families of arbitrary square, symmetric and skew-symmetric matrices with sufficiently many parameters. We define vanishing cycles on such fibres, prove an extended form of the Damon-Pike μ=τμ=τ conjecture about the families of a special type…

2019-09-10abs ↗pdf ↗

New model for pairwise comparisons without stochastic transitivity.

problem Suboptimal performance of models assuming stochastic transitivity in real-world scenarios.
method Proposes a general family of statistical models using a skew-symmetric matrix.
result Achieves minimax-rate optimality and adapts to data sparsity.

The paper calculates moments and conditional risks for skewed elliptical distributions.

problem Estimating moments and tail conditional risks for skewed elliptical distributions.
method Derives explicit expressions for multivariate doubly truncated moments and conditional risks for generalized skew-elliptical distributions.
result Explicit formulas for multivariate doubly truncated moments and conditional risks are derived for various skewed elliptical distributions.

Somewhat unexpectedly, the study of the family of twisted knots revealed a hidden structure behind exclusive Racah matrices Sˉ\bar S, which control non-associativity of the representation product in a peculiar channel RRˉRRR\otimes \bar R \otimes R \longrightarrow R. These Sˉ\bar S are simultaneously symmetric and orthogo…

2019-06-24abs ↗pdf ↗

Proposes a method to identify elements in a skewness matrix for multivariate skew-elliptical distributions.

problem Label switching issue in Bayesian estimation of skewness matrix.
method Imposes a positive lower-triangular constraint and uses Bayesian sparse estimation with horseshoe prior.
result Successfully estimates the true structure of skewness dependency.

Study the geometry and dynamics of skew evolutes and involutes, related to bicycle kinematics.

problem Understanding the geometry and dynamics of skew evolutes and involutes.
method Investigate the skew evolute and involute maps, comparing them to bicycle kinematics.
result The skew evolute and involute maps have properties analogous to bicycle kinematics.

For n1n \geq 1, the twistor space Z(S2n)\mathfrak{Z}(\mathbb{S}^{2n}) of the conformal 2n2n-sphere is biholomorphic to the Zariski closure, taken in the complex Grassmannian manifold G(n+1,2n+2)\mathbf{G}(n+1, 2n+2), of the set of graphs of skew-symmetric linear endomorphism of Cn+1\mathbb{C}^{n+1}. We use this fact to describe a nat…

2011-11-14abs ↗pdf ↗

Study on simplicity of Lie skew braces, proving new results for compact cases.

problem Simplicity of Lie skew braces, focusing on compact connected cases.
method Reviewing correspondence, investigating ideals and rigidity, proving main result for compact Lie skew braces.
result Compact connected simple Lie skew braces are either trivial or have simple underlying Lie groups.

A skew loop is a closed curve without parallel tangent lines. We prove: The only complete surfaces in euclidean 3-space with a point of positive curvature and no skew loops are the quadrics. In particular, ellipsoids are the only closed surfaces without skew loops. We also prove results about skew loops on cylinders an…

2002-05-21abs ↗pdf ↗

Skewness dispersion predicts future stock market returns, especially in months with monetary policy announcements.

problem Predicting future stock market returns using skewness dispersion.
method Cross-sectional analysis of firm-level realized skewness and stock market returns.
result Skewness dispersion is a significant predictor of future stock market returns, robust to various estimation methods.

A skew brane is an immersed codimension 2 submanifold in affine space, free from pairs of parallel tangent spaces. Using Morse theory, we prove that a skew brane cannot lie on a quadratic hypersurface. We also prove that there are no skew loops on embedded ruled developable discs in 3-space. The paper extends recent wo…

2003-02-21abs ↗pdf ↗

This paper classifies 4D spin manifolds with skew Killing spinors.

problem Classifying 4D Riemannian spin manifolds with skew Killing spinors.
method Analyzing skew Killing spinors with skew-symmetric endomorphisms A, considering both degenerate and non-degenerate cases.
result In the degenerate case, the manifold is locally isometric to R x N with N having a skew Killing spinor.

Complete classification of quaternionic skew-Hermitian symmetric spaces found.

problem Classifying quaternionic skew-Hermitian symmetric spaces.
method Proving the existence of a torsion-free mSO(2n)mSp(1){ m SO}^{*}(2n){ m Sp}(1)-structure and showing that any homogeneous space is symmetric.
result A complete classification of quaternionic skew-Hermitian symmetric spaces for arbitrary n>1n>1.

Following recent work by Ghomi, Solomon and Tabachnikov, we study geometry and topology of skew branes. A skew brane is a codimension 2 submanifold in affine space such that the tangent spaces at any pair of distinct points are not parallel. We prove that if an oriented closed manifold has a non-zero Euler characterist…

2005-04-23abs ↗pdf ↗