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.
Spectral algorithms are graph partitioning algorithms that partition a node set of a graph into groups by using a spectral embedding map. Clustering techniques based on the algorithms are referred to as spectral clustering and are widely used in data analysis. To gain a better understanding of why spectral clustering i…
We obtain a Bonnet-Myers theorem under a spectral condition: a closed Riemannian manifold (Mn,g) for which the lowest eigenvalue of the Ricci tensor ρ is such that the Schrödinger operator (n−2)Δ+ρ is positive has finite fundamental group. As a continuation of our earlier results, we obtain isoperimetric inequa…
We give a polynomial-time algorithm for learning latent-state linear dynamical systems without system identification, and without assumptions on the spectral radius of the system's transition matrix. The algorithm extends the recently introduced technique of spectral filtering, previously applied only to systems with a…
The paper analyzes neural networks for solving high-dimensional Schrödinger eigenvalue problems.
problem Analyzing generalization error of neural networks for high-dimensional Schrödinger eigenvalue problems.
method Proves convergence rate of generalization error independent of dimension d under spectral Barron space assumption. Verifies assumption by proving regularity estimate.
result Generalization error rate is independent of dimension d under spectral Barron space assumption.
We present a fairly general construction of unbounded representatives for the interior Kasparov product. As a main tool we develop a theory of C^1-connections on operator * modules; we do not require any smoothness assumptions; our sigma-unitality assumptions are minimal. Furthermore, we use work of Kucerovsky and our …
Under appropriate spectral assumptions we prove two existence results for positive solutions of Lichnerowicz-type equations on complete manifolds. We also give a priori bounds and a comparison result that immediately yields uniqueness for certain classes of solutions. No curvature assumptions are involved in our analys…
Under a spectral assumption on the Laplacian of a Poincaré--Einstein manifold, we establish an energy inequality relating the energy of a fractional GJMS operator of order 2γ∈(0,2) or 2γ∈(2,4) and the energy of the weighted conformal Laplacian or weighted Paneitz operator, respectively. This spectral assumption…
A large number of algorithms in machine learning, from principal component analysis (PCA), and its non-linear (kernel) extensions, to more recent spectral embedding and support estimation methods, rely on estimating a linear subspace from samples. In this paper we introduce a general formulation of this problem and der…
We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into m=O(nα) disjoint subsets. On each subset, some spectral regularization method (belonging to a large class, including in particular K…
In this paper we study some new von Neumann spectral invariants associated to the Laplacian acting on L^2 differential forms on the universal cover of a closed manifold. These invariants coincide with the Novikov-Shubin invariants whenever there is no spectral gap in the spectrum of the Laplacian, and are homotopy inva…
We establish a splitting formula for the spectral flow of the odd signature operator on a closed 3-manifold M coupled to a path of SU(2) connections, provided M = S cup X, where S is the solid torus. It describes the spectral flow on M in terms of the spectral flow on S, the spectral flow on X (with certain Atiyah-Pato…
We show that the spectral norm of a random n1×n2×⋯×nK tensor (or higher-order array) scales as O((∑k=1Knk)log(K)) under some sub-Gaussian assumption on the entries. The proof is based on a covering number argument. Since the spectral norm is dual to the tensor…
Spectral clustering is a fast and popular algorithm for finding clusters in networks. Recently, Chaudhuri et al. (2012) and Amini et al.(2012) proposed inspired variations on the algorithm that artificially inflate the node degrees for improved statistical performance. The current paper extends the previous statistical…
Reconstruction based subspace clustering methods compute a self reconstruction matrix over the samples and use it for spectral clustering to obtain the final clustering result. Their success largely relies on the assumption that the underlying subspaces are independent, which, however, does not always hold in the appli…
The dictionary-aided sparse regression (SR) approach has recently emerged as a promising alternative to hyperspectral unmixing (HU) in remote sensing. By using an available spectral library as a dictionary, the SR approach identifies the underlying materials in a given hyperspectral image by selecting a small subset of…
Spectral density matrix estimation of multivariate time series is a classical problem in time series and signal processing. In modern neuroscience, spectral density based metrics are commonly used for analyzing functional connectivity among brain regions. In this paper, we develop a non-asymptotic theory for regularize…
Most successful machine intelligence systems rely on gradient-based learning, which is made possible by backpropagation. Some systems are designed to aid us in interpreting data when explicit goals cannot be provided. These unsupervised systems are commonly trained by backpropagating through a likelihood function. We i…
This research introduces dynamic portfolio cuts using a spectral approach for graph-theoretic diversification.
problem Traditional methods for estimating asset-return covariance assume statistical time-invariance, failing to capture the nonstationary nature of asset price movements.
method Introduces graph spectral estimators that account for nonstationarity, partitioning the market graph into time-evolving clusters for dynamic portfolio cuts.
result Demonstrates the advantages of the proposed framework over traditional methods through numerical case studies using real-world price data.