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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.

168,657 papers · 148 categories

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4692137183 · Jun 202019922001200920172026
48 results for small eigen-gap

Paper addresses eigenvector perturbation in small eigen-gap scenarios.

problem Fine-grained behavior of eigenvectors in the presence of small eigen-gaps.
method Develops de-biased estimators for linear functions of an unknown eigenvector.
result Achieves minimax lower bounds for a family of scenarios, even with small eigen-gaps.

Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this problem. However, the sample complexity in all these results is sub-optimal in it…

2014-11-04abs ↗pdf ↗

We propose a new framework for the analysis of low-rank tensors which lies at the intersection of spectral graph theory and signal processing. As a first step, we present a new graph based low-rank decomposition which approximates the classical low-rank SVD for matrices and multi-linear SVD for tensors. Then, building …

2016-11-15abs ↗pdf ↗

The performance of spectral clustering can be considerably improved via regularization, as demonstrated empirically in Amini et. al (2012). Here, we provide an attempt at quantifying this improvement through theoretical analysis. Under the stochastic block model (SBM), and its extensions, previous results on spectral c…

2013-12-05abs ↗pdf ↗

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 ↗

Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires O(1/Δ)\mathcal O(1/Δ) full-data passes to recover the principal component of a matrix with eigen-gap ΔΔ. Lanczos, a significantly more complex method, achieves an accelerated…

2017-07-10abs ↗pdf ↗

Connectedness of small clusters in Riemannian and Finsler manifolds proven.

problem Understanding connectedness of small clusters in Riemannian and Finsler manifolds.
method Proved connectedness and small diameter properties for clusters of small volume in both manifolds.
result Clusters in Riemannian manifolds are connected and have small diameter; in Finsler manifolds, they are at most m connected components of small diameter.

Large corporate credit models may be adapted for small business risk assessment.

problem Limited data and lack of credit analysts for small businesses.
method Adapting large corporate credit risk models for small businesses.
result Adapted models can predict small business credit risk effectively.

We study the topology of small covers from their fundamental groups. We find a way to obtain explicit presentations of the fundamental group of a small cover. Then we use these presentations to study the relations between the fundamental groups of a small cover and its facial submanifolds. In particular, we can determi…

2017-12-03abs ↗pdf ↗

We count orientable small covers over cubes. We also get estimates for On/RnO_n/R_n, where OnO_n is the number of orientable small covers and RnR_n is the number of all small covers over an nn-cube up to the Davis-Januszkiewicz equivalence.

2008-12-19abs ↗pdf ↗

Uniform small energy regularity for fractional geometric problems proved.

problem Proving regularity for fractional geometric problems.
method Analyzing parabolic boundary reaction Ginzburg-Landau problems and fractional harmonic maps to spheres.
result Uniform small energy regularity results for s(0,1)s\in (0,1), answering a posed question.

We derive a small-time expansion for out-of-the-money call options under an exponential Levy model, using the small-time expansion for the distribution function given in Figueroa-Lopez & Houdre (2009), combined with a change of numéraire via the Esscher transform. In particular, we quantify find that the effect of a no…

2011-05-16abs ↗pdf ↗

The small-ball method was introduced as a way of obtaining a high probability, isomorphic lower bound on the quadratic empirical process, under weak assumptions on the indexing class. The key assumption was that class members satisfy a uniform small-ball estimate: that Pr(fκfL2)δPr(|f| \geq κ\|f\|_{L_2}) \geq δ for given const…

2017-09-04abs ↗pdf ↗

We show that all the small covers which are infra-nilmanifolds are exactly real Bott manifolds. This implies that any small cover which admits a flat Riemannian metric must be a real Bott manifold. In addition, we will study small covers which admit Riemannian metrics with positive or nonnegative Ricci curvature or sec…

2011-08-18abs ↗pdf ↗

We show that a small tree-decomposition of a knot diagram induces a small sphere-decomposition of the corresponding knot. This, in turn, implies that the knot admits a small essential planar meridional surface or a small bridge sphere. We use this to give the first examples of knots where any diagram has high tree-widt…

2018-09-06abs ↗pdf ↗

This paper investigates the projectivization of real vector bundles over small covers. We first give a necessary and sufficient condition for such a projectivization to be a small cover. Then associated with moment-angle manifolds, we further study the structure of such a projectivization as a small cover. As an applic…

2014-01-20abs ↗pdf ↗

It is shown that a small cover (resp. real moment-angle manifold) over a simple polytope is an infra-solvmanifold if and only if it is diffeomorphic to a real Bott manifold (resp. flat torus). Moreover, we obtain several equivalent conditions for a small cover being homeomorphic to a real Bott manifold. In addition, we…

2011-11-09abs ↗pdf ↗

A new method detects small holes in noisy data.

problem Detecting small holes in high-density regions from noise.
method Robust Density-Aware Distance (RDAD) filtration, incorporating distance-to-measure concept.
result The RDAD filtration prolongs the persistences of small holes, making them distinguishable from noise.

A knot is an a-small knot if its exterior does not contain closed incompressible surfaces disjoint from some incompressible Seifert surface for the knot. Using circular thin position for knots we prove that the handle number is additive under the connected sum of two a-small knots. As a consequence the Morse-Novikov nu…

2011-09-21abs ↗pdf ↗

Random branched covers of groups are homotopy equivalent to geometrically small cancellation complexes.

problem Understanding the topological properties of random branched covers of groups.
method Constructing a random model for branched covers and showing asymptotic homotopy equivalence to geometrically small cancellation complexes.
result The fundamental group of a random branched cover is Gromov hyperbolic and has small cohomological dimension.

High-frequency traders can act as either small informed traders or round-trippers, affecting price discovery and liquidity.

problem Effects of high-frequency trading on price discovery and liquidity.
method Extended Kyle's model with interactions between large informed traders and high-frequency traders.
result High-frequency traders can act as Small-IT or Round-Tripper, impacting price discovery and liquidity.

Novel approach for SEM in small samples with p>np>n.

problem Small sample size and p>np>n issues in factor-based SEM.
method Reformulates covariance structure into self-covariance and cross-covariance, defines a feasible set with relative error constraint.
result Improved stability and directional information in small-sample settings.

This paper explains why distributional reinforcement learning is better than vanilla RL using small-loss bounds.

problem Understanding when and why distributional reinforcement learning (DistRL) is superior to vanilla reinforcement learning (RL).
method The paper uses small-loss bounds to explain the benefits of DistRL, proposing algorithms and proving bounds for different RL settings.
result Distributional reinforcement learning (DistRL) outperforms vanilla RL when optimal costs are small, as shown by small-loss bounds.

Generative Latent Implicit Conditional Optimization (GLICO) learns from small samples.

problem Learning from small labeled datasets.
method Generative Latent Implicit Conditional Optimization (GLICO) learns a latent space and generator from small labeled data.
result GLICO synthesizes new samples for every class using as few as 10 examples per class.