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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.

169,051 papers · 148 categories

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48 results for spectral methods of moments

Improved spectral methods of moments for robust latent variable model learning.

problem Limited robustness of spectral methods of moments to model misspecification.
method Hierarchical approach using approximate joint diagonalization instead of tensor decomposition.
result Our method outperforms previous tensor decomposition methods in speed and model quality.

A method learns representations for conditional moment models with controlled ill-posedness.

problem Efficient estimation of nonparametric conditional moment models with flexible models is challenging.
method Proposes a procedure that learns spectral representations with controlled measures of ill-posedness.
result The proposed method can efficiently estimate representations from data and is L2 consistent.

Paper provides unbiased spectral moment estimates from finite data.

problem Challenges in estimating spectral moments from limited data.
method Dynamic programming approach to estimate spectral moments of kernel integral operator.
result Demonstrates consistency with theoretical spectra and practical utility in neural networks.

Spectral learning extends matrix methods to tensors for better latent variable modeling.

problem Limitations of matrix-based spectral methods in capturing non-Gaussian data.
method Extend spectral decomposition to tensor-based methods for higher-order moments.
result Tensor decomposition can identify latent effects missed by matrix methods.

Graph spectra have been successfully used to classify network types, compute the similarity between graphs, and determine the number of communities in a network. For large graphs, where an eigen-decomposition is infeasible, iterative moment matched approximations to the spectra and kernel smoothing are typically used. …

2018-04-18abs ↗pdf ↗

New method estimates log-determinant using trace powers, avoiding classical limitations.

problem Estimating log-determinant of large matrices efficiently and accurately.
method Interpolating moment-generating function and its derivative at zero using trace powers.
result No continuous estimator using finite moments can be uniformly accurate over unbounded conditioning.

In this paper, we propose guaranteed spectral methods for learning a broad range of topic models, which generalize the popular Latent Dirichlet Allocation (LDA). We overcome the limitation of LDA to incorporate arbitrary topic correlations, by assuming that the hidden topic proportions are drawn from a flexible class o…

2016-05-30abs ↗pdf ↗

Nonparametric models are versatile, albeit computationally expensive, tool for modeling mixture models. In this paper, we introduce spectral methods for the two most popular nonparametric models: the Indian Buffet Process (IBP) and the Hierarchical Dirichlet Process (HDP). We show that using spectral methods for the in…

2017-03-31abs ↗pdf ↗

We propose a method of moments (MoM) algorithm for training large-scale implicit generative models. Moment estimation in this setting encounters two problems: it is often difficult to define the millions of moments needed to learn the model parameters, and it is hard to determine which properties are useful when specif…

2018-06-28abs ↗pdf ↗

Study heavy-tailed weights' impact on neural network's spectral distribution.

problem Analyzing spectral distribution of conjugate kernel matrices with heavy-tailed weights.
method Computed limiting eigenvalue distribution through moments, considering heavy-tailed distributions and nonlinear activation functions.
result Heavy-tailed weights induce strong correlations, leading to fundamentally different spectral behavior.

We describe the cohomology of a specific type of foliation on complex manifolds.

problem Computing the basic cohomology of canonical holomorphic foliations on complex moment-angle manifolds.
method Using an Eilenberg-Moore spectral sequence and the formality of the Cartan model for the torus action.
result The basic cohomology ring of the canonical holomorphic foliation on a moment-angle manifold is similar to that of a complete simplicial toric variety.

Study finds the minimum number of finite Gaussian mixtures for best approximation.

problem Finding the minimum number of finite Gaussian mixtures for best approximation.
method Local moment matching for upper bound and spectral analysis for lower bound.
result Corrects a previous lower bound in the case of Gaussian mixing distributions.

Study on estimating rank-one tensors in noisy data with heavy tails.

problem Estimating rank-one spiked tensors in the presence of heavy tailed errors.
method Analysis of spectral norm of random tensors with iid entries.
result Signal strength requirements for optimal estimation are similar for heavy tailed and Gaussian noise, but vanish for noise with finite fourth moment.

Random walks on hyperbolic spaces show linear growth in translation lengths.

problem Investigate the growth of translation lengths in random walks on hyperbolic spaces.
method Prove linear growth without moment conditions and apply to Teichmüller spaces.
result Linear growth of translation lengths in random walks on hyperbolic spaces.

Latent variable models with hidden binary units appear in various applications. Learning such models, in particular in the presence of noise, is a challenging computational problem. In this paper we propose a novel spectral approach to this problem, based on the eigenvectors of both the second order moment matrix and t…

2018-02-27abs ↗pdf ↗

Corrected moment-based methods improve inference in topic model regression.

problem Inferential difficulties in topic model plug-in workflow for regression.
method Corrected spectral moment methods for LDA, response-weighted word moments.
result Direct identification of regression coefficients without estimating topic shares.

New estimator tackles multi-task linear regression with outliers, avoiding eigenvalue lower bounds.

problem Multi-task linear regression with contaminated tasks and eigenvalue lower bounds failure.
method Matrix-weighted norm regularization and relative balancedness condition.
result Prediction MSE bounds match Duan and Wang (2023) under weaker spectral assumptions.

Paper improves spectral learning of HMMs to avoid local optima and improve robustness.

problem Spectral learning of HMMs can get stuck in local optima and degrade due to unchecked error propagation.
method Developed a novel algorithm (PSHMM) and online learning variants to mitigate error propagation and nonstationarity.
result PSHMM provides more robust estimation and forecasting compared to SHMM and B-W algorithm.

The paper calculates quantum cohomology for coadjoint orbits and Hamiltonian groups.

problem Quantum characteristic classes and Hamiltonian groups of coadjoint orbits.
method Using moment correspondences, cohomology computations, and spectral sequences.
result Determines dimensions and solutions to min-max problems for coadjoint orbits.

Develops a new method to compare data distributions on manifolds.

problem Existing techniques for comparing data distributions are limited and uni-scale.
method Intrinsic and multi-scale method using spectral Gromov-Wasserstein distance.
result Effective at discerning data manifold structure and evaluating generative models.

Develops MENT for interpreting and detecting changes in network trajectories.

problem Distortion of network geometry and invalidation of temporal comparisons in dynamic network analysis.
method Develops Multiscale Euclidean Network Trajectories (MENT) framework based on second-moment geometry.
result Validates and interprets network trajectories through isotropic normalization and orthogonal transformations.

Study of multi-armed bandits with state-switching rewards using Markov models.

problem Multi-armed bandit problem with state-switching rewards.
method Spectral method-of-moments estimations for hidden Markov models, belief error control, upper-confidence-bound methods.
result Upper bound of O(T2/3logT)O(T^{2/3}\sqrt{\log T}) for the learning algorithm performance.

New insights into spectral statistics of sample covariance matrix for stable linear systems.

problem Estimating high-dimensional stable state transition matrices from noisy data.
method Combining spectral theorem for non-Hermitian operators, concentration of measure, and perturbation theory.
result The spectral radius of the sample covariance matrix exhibits phase transitions in high dimensions.

Study examines large deviations in random walks on hyperbolic spaces.

problem Large deviations in random walks on Gromov-hyperbolic spaces.
method Established large deviations results for distance and translation length of random walks.
result Deduced a special case of a conjecture regarding spectral radii of random matrix products.

The problem of topic modeling can be seen as a generalization of the clustering problem, in that it posits that observations are generated due to multiple latent factors (e.g., the words in each document are generated as a mixture of several active topics, as opposed to just one). This increased representational power …

2012-04-30abs ↗pdf ↗

Study of asymmetric rank-one tensor models with non-Gaussian noise.

problem Analyzing maximum-likelihood estimators for asymmetric rank-one tensor models.
method Spectrally separated branch analysis, resolvent methods, cumulant expansions, Efron-Stein-type variance bounds.
result Asymptotic singular value and mode-wise alignments are robust to non-Gaussian noise.

We discuss a certain Riemannian metric, related to the toric Kahler-Einstein equation, that is associated in a linearly-invariant manner with a given log-concave measure in R^n. We use this metric in order to bound the second derivatives of the solution to the toric Kahler-Einstein equation, and in order to obtain spec…

2013-09-11abs ↗pdf ↗

Fast simulates Volterra processes using RFF, focusing on S-fBM.

problem Efficiently simulate Volterra processes for fractional Brownian motion.
method Random Fourier Features (RFF) approximation of kernel, spectral representation, Hamiltonian Monte Carlo sampling.
result Quantitative guarantees for RFF approximation, competitive in terms of efficiency and error.

Let O be a symplectic toric 2n-dimensional orbifold with a fixed T^n-action and with a toric Kahler metric g. We previously explored whether, when O is a manifold, the equivariant spectrum of the Laplace operator acting on smooth functions on (O,g) determines the moment polytope of O, and hence by Delzant's theorem det…

2011-07-05abs ↗pdf ↗