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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.

169,341 papers · 148 categories

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2.1%4.2%6.4%8.5% · Jun 201219922001200920182026
48 results for sparse eigendecomposition

EiGLasso speeds up sparse Kronecker-sum covariance estimation.

problem Sparse Kronecker-sum inverse covariance estimation challenges in scalability and parameter identification.
method Newton's method combined with eigendecomposition of sample and feature graphs, approximating Hessian for speed.
result Two to three orders-of-magnitude speed-up on simulated and real-world data.

Python package for manifold learning of millions of points.

problem Scalability of manifold learning algorithms for high-dimensional data.
method Modular, scalable implementation with fast approximate neighbors and sparse eigendecompositions.
result Embeds millions of data points in minutes, including a large dataset of galaxy spectra.

A new method for scalable spectral clustering using random binning features.

problem Scalability issues in spectral clustering for large-scale problems.
method Random Binning features to accelerate similarity graph construction and eigendecomposition.
result Achieves similar accuracy to standard spectral clustering but with linear computational cost.

Optimizes spectral density estimation for stationary and nonstationary processes.

problem Estimating spectral density of time series with complex structure.
method Optimally adaptive Bayesian spectral density estimation using smoothing spline covariance structure.
result Optimal eigendecomposition provides superior performance compared to alternative covariance functions.

New method for directed graphs using learnable spectral positional encodings.

problem Challenges in magnetic Laplacians and unitary gauge invariance for directed graphs.
method Learnable spectral PEs of the form hθ(Aq)R, computed in Hermitian block Krylov subspace.
result Gauge-invariant and computationally efficient solution for directed graphs.

A new method for spectral positional encodings in directed graphs using Hermitian block Krylov subspaces.

problem Challenges in spectral positional encodings for directed graphs, including computational complexity and gauge invariance issues.
method Learnable spectral positional encodings of the form hθ(Aq)Rh_θ(A_q)R, computed in a Hermitian block Krylov subspace from sparse matrix-vector products.
result The method is gauge-invariant and converges to the exact eigendecomposition oracle as the depth grows.

Study on negative eigenvalues in deep neural networks' loss landscapes.

problem Understanding the non-convex nature of deep neural networks' loss functions.
method Examined the Hessian matrix's eigendecompositions to analyze negative eigenvalues.
result Negative eigenvalues are crucial for understanding the loss landscape of deep networks.

Paper speeds up and extends Subclass Discriminant Analysis methods.

problem Improving efficiency and handling multi-view data in Subclass Discriminant Analysis.
method Developed a speed-up approach based on graph embedding and spectral regression, and a novel multi-view solution.
result Proposed methods achieve competitive performance and significantly decrease training time.

Second-order optimizers retain residual information after data deletion, affecting machine unlearning.

problem Residual information in second-order optimizers after data deletion.
method Comparison of first-order and second-order learners, eigendecomposition analysis.
result Second-order optimizers retain residual information, not detectable by first-order analysis.

Neumann eigenmaps improve landmark-based diffusion map embeddings.

problem Landmark-based diffusion map embeddings can be computationally inefficient and unstable.
method NeuMaps use a renormalized Neumann Laplacian for eigendecomposition, incorporating landmarks as a subgraph.
result NeuMaps offer a computationally efficient and stable embedding method.

We propose a fast algorithm for spectral embedding using stochastic gradient descent.

problem Scalability issue in spectral embedding due to eigendecomposition bottleneck.
method Reformulate spectral embedding as a stochastic optimization problem, replacing orthogonality constraint with an orthogonalization matrix.
result Efficient algorithm based on mini-batch gradient descent that outperforms existing techniques in execution speed.

New metric measures dynamical richness without relying on accuracy.

problem Lack of a reliable metric for measuring dynamical richness.
method Developed a computationally efficient, performance-independent metric based on low-rank bias.
result Metric recovers neural collapse as a special case and captures known transitions without accuracy.

Ginger efficiently approximates curvature with linear complexity for neural networks.

problem Quadratic memory and cubic time complexity for computing curvature matrices in deep learning.
method Ginger uses eigendecomposition to maintain the inverse of the generalized Gauss-Newton matrix, achieving linear memory and time complexity.
result Ginger provides an effective and efficient curvature approximation for non-convex objectives.

CovNet models covariance for multidimensional functional data efficiently.

problem Estimating covariance for functional data over multidimensional domains.
method Covariance Networks (CovNet) for efficient modeling and estimation.
result CovNet can approximate any covariance up to desired precision efficiently.

Bilinear MLPs offer a new way to interpret deep learning models without complex nonlinearities.

problem Lack of mechanistic understanding in how MLPs compute.
method Introduced bilinear MLPs without element-wise nonlinearities, analyzed their weights using tensor and eigendecomposition.
result Bilinear MLPs provide interpretable weight structures and enable adversarial attacks and overfitting analysis.

New algorithms for sampling DPPs reduce computational cost.

problem Sampling DPPs efficiently with reduced computational cost.
method Three-phase algorithm with eigendecomposition, eigenvector sampling, and orthogonalisation. Dual variant for memory constraints.
result Algorithm reduces computational complexity from O(Nμ3)\mathcal{O}(Nμ^3) to O(Nμ2)\mathcal{O}(Nμ^2).

New method for testing directed graphs using surrogate data.

problem No established method for statistical testing on directed graphs.
method Define directed graph wide-sense stationary signals, generate surrogates preserving covariance, construct null distributions.
result Feasibility and superiority of new approach over existing methods.

A new algorithm for PCA reduces computation time while maintaining good generalization performance.

problem Efficiently performing Principal Component Analysis (PCA) on matrix data.
method Follow the Perturbed Leader paradigm, using Gaussian noise to approximate eigendecompositions.
result Achieves a small factor of O(n1/4)O(n^{1/4}) off the optimum regret with O(kn2)O(kn^2) per trial.

This paper proposes a novel kernel approach to linear dimension reduction for supervised learning. The purpose of the dimension reduction is to find directions in the input space to explain the output as effectively as possible. The proposed method uses an estimator for the gradient of regression function, based on the…

2011-09-02abs ↗pdf ↗

Semi-supervised clustering aims to introduce prior knowledge in the decision process of a clustering algorithm. In this paper, we propose a novel semi-supervised clustering algorithm based on the information-maximization principle. The proposed method is an extension of a previous unsupervised information-maximization …

2013-04-30abs ↗pdf ↗

The paper investigates the convergence of Vendi scores under finite samples and introduces a truncated version for better performance.

problem The Vendi score's convergence is hindered by computational limitations when using large sample sizes.
method The authors introduce the t-truncated Vendi score to address this issue by truncating the eigenspectrum of the kernel matrix.
result The t-truncated Vendi score converges to its asymptotic limit with a smaller number of samples, improving upon the standard Vendi score.

Unified framework for differentiable graph partitioning with probabilistic cuts.

problem Lack of general guarantees and principled gradients in prior probabilistic relaxations of graph cuts.
method Unified probabilistic framework covering a wide class of cuts, including Normalized Cut, with tight analytic upper bounds.
result Rigorous, numerically stable foundation for scalable, differentiable graph partitioning.

Solves kernel dimension reduction while making features interpretable.

problem Making kernel dimension reduction methods interpretable.
method Projects onto a subspace before kernel feature mapping, using ISM for optimization.
result Extends ISM's theoretical guarantees to a family of kernels, enabling broader applicability.

Determinantal point processes (DPPs) are well-suited for modeling repulsion and have proven useful in many applications where diversity is desired. While DPPs have many appealing properties, such as efficient sampling, learning the parameters of a DPP is still considered a difficult problem due to the non-convex nature…

2014-02-20abs ↗pdf ↗

Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as symmetric generalized eigendecomposition problems. In this paper we outline how t…

2012-11-07abs ↗pdf ↗

The paper proves a non-asymptotic test error approximation for KRR.

problem Understanding the test error of Kernel Ridge Regression.
method Established a non-asymptotic deterministic approximation for test error of KRR.
result The test error of KRR can be approximated by a closed-form estimate derived from the spectrum of the kernel operator.

This paper speeds up mean curvature computation for high-dimensional data.

problem Efficiently computing mean curvature in high-dimensional datasets.
method Two contributions: algebraic identity and truncated SVD approximation.
result Mean curvature computation reduced from O(m4)O(m^4) to O(k2m+kmp2)O(k^2 m + k m p^2).

New algorithms solve k-GenEV and k-CCA problems faster.

problem Finding top k generalized eigenvectors and canonical-correlation vectors.
method Proposed LazyEV\mathtt{LazyEV} and LazyCCA\mathtt{LazyCCA} algorithms with linear dependence on input size and k.
result First doubly-accelerated algorithms with running times independent of matrix condition number and eigengap.