Bayesian parametric matrix models provide uncertainty quantification for spectral learning.
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.
Trend · papers per month
Develops flexible non-parametric ACFs using B-spline kernels.
BSD is a Bayesian framework for analyzing neural spectral data.
Unified spectral clustering for sparse networks with heterogeneous degrees.
Inspired by a string duality, we construct a deformation family for -orbifolds given as total spaces of coassociative fibrations by ADE singularities over a closed and oriented smooth three-manifold . The deformations are parametrized by sections of a fiber bundle on that can be interpreted as spectral/came…
New algorithms improve spectral clustering for finite mixture models.
This paper presents non-parametric estimates of spectral risk measures applied to long and short positions in 5 prominent equity futures contracts. It also compares these to estimates of two popular alternative measures, the Value-at-Risk (VaR) and Expected Shortfall (ES). The spectral risk measures are conditioned on …
ParPIC clusters directed graphs using random walks and diffusion operators.
Positive scalar curvature metrics on cobordisms yield only reducible Seiberg-Witten solutions.
Early approaches to multiple-output Gaussian processes (MOGPs) relied on linear combinations of independent, latent, single-output Gaussian processes (GPs). This resulted in cross-covariance functions with limited parametric interpretation, thus conflicting with the ability of single-output GPs to understand lengthscal…
In spectral clustering and spectral image segmentation, the data is partioned starting from a given matrix of pairwise similarities S. the matrix S is constructed by hand, or learned on a separate training set. In this paper we show how to achieve spectral clustering in unsupervised mode. Our algorithm starts with a se…
Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an exponential utility function, and finds that these risk measures have nice intuitive properties. It also discusses how th…
Spectral algorithms improve under covariate shift with novel weighted techniques.
Paper estimates spectral risk measures for insurance data with truncated and censored data.
The paper generalizes spectral section concepts to non-compact spaces.
Extremal spectral properties of Lawson tau-surfaces are investigated. The Lawson tau-surfaces form a two-parametric family of tori or Klein bottles minimally immersed in the standard unitary three-dimensional sphere. A Lawson tau-surface carries an extremal metric for some eigenvalue of the Laplace-Beltrami operator. U…
Spectral methods have greatly advanced the estimation of latent variable models, generating a sequence of novel and efficient algorithms with strong theoretical guarantees. However, current spectral algorithms are largely restricted to mixtures of discrete or Gaussian distributions. In this paper, we propose a kernel m…
Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and dependency of financial time series in a non-parametric fashion assuming that the time…
We describe a graph parametrization of rational quadratic differentials with presence of a simple pole, whose critical trajectories form a network depending on parameters focusing on the network topological jumps. Obtained bifurcation diagrams are associated with the Stasheff polytopes.
The paper parametrizes spaces of maximal framed representations for a specific type of surface group.
Generalizes abelianization for framed local systems over surfaces.
A large class of machine learning techniques requires the solution of optimization problems involving spectral functions of parametric matrices, e.g. log-determinant and nuclear norm. Unfortunately, computing the gradient of a spectral function is generally of cubic complexity, as such gradient descent methods are rath…
Minimal and CMC surfaces in can be treated via their associated family of flat $\SL(2,\C)$-connections. In this the paper we parametrize the moduli space of flat $\SL(2,\C)$-connections on the Lawson minimal surface of genus 2 which are equivariant with respect to certain symmetries of Lawson's geometric construc…
We construct a map from the suspension -spectrum of a smooth compact -manifold to the equivariant -theory spectrum , and we show that its fiber is, on fixed points, a wedge of stable -cobordism spectra. This map is constructed as a map of spectral Mackey functors, which is compatible …
Simpler GNNs with low-rank non-parametric aggregators perform well on graph benchmarks.
Estimates manifold distances using graph Laplacian, proving consistency.
Graph-Laplacians and their spectral embeddings play an important role in multiple areas of machine learning. This paper is focused on graph-Laplacian dimension reduction for the spectral clustering of data as a primary application. Spectral embedding provides a low-dimensional parametrization of the data manifold which…
We identify Melrose's suspended algebra of pseudodifferential operators with a subalgebra of the algebra of parametric pseudodifferential operators with parameter space . For a general algebra of parametric pseudodifferential operators, where the parameter space may now be a cone , we construct a uniq…
Improved MMD test for non-Euclidean data with spectral regularization.
Using Takahashi theorem we propose an approach to extend known families of minimal tori in spheres. As an example, the well-known two-parametric family of Lawson tau-surfaces including tori and Klein bottles is extended to a three-parametric family of tori and Klein bottles minimally immersed in spheres. Extremal spect…
Classifies ancient ovals in higher dimensional mean curvature flow.
In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms, including ridge regression, principal component regression, and gradient methods. We pro…
SpecNet2 improves spectral embedding without orthogonalization, achieving better performance and efficiency.
We investigate solutions of the elliptic sinh-Gordon equation of spectral genus g<3. These solutions are parametrized by complex matrix-valued polynomials called potentials. On the space of these potentials there act two commuting flows. The orbits of these flows are called Polynomial Killing fields and are double peri…
We use refined spectral sequence arguments to calculate known and previously unknown bi-Hamiltonian cohomology groups, which govern the deformation theory of semi-simple bi-Hamiltonian pencils of hydrodynamic type with one independent and \( N\) dependent variables. In particular, we rederive the result of Dubrovin-Liu…
Constant mean curvature surfaces in can be studied via their associated family of flat connections. In the case of tori this approach has led to a deep understanding of the moduli space of all CMC tori. For compact CMC surfaces of higher genus the theory is far more involved due to the non abelian nature of their…
New method estimates Nishimori temperature for node classification in weighted graphs.
The paper studies Dirac operators on large spectral three-manifolds.
We analyse the learning performance of Distributed Gradient Descent in the context of multi-agent decentralised non-parametric regression with the square loss function when i.i.d. samples are assigned to agents. We show that if agents hold sufficiently many samples with respect to the network size, then Distributed Gra…
In principle, Floer theory can be extended to define homotopy invariants of families of equivalent objects (e.g. Hamiltonian isotopic symplectomorphisms, 3-manifolds, Legendrian knots, etc.) parametrized by a smooth manifold B. The invariant of a family consists of a filtered chain homotopy type, which gives rise to a …
In this article, we study spectral methods for community detection based on -parametrized normalized modularity matrix hereafter called in heterogeneous graph models. We show, in a regime where community detection is not asymptotically trivial, that can be well approximated by a more tract…
Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or belongs to a parametric family. In this paper, we study the estimation of an $m…
Defines and parametrizes -type singular fibres in symplectic and odd orthogonal Hitchin systems.
New ICA method for sources with mixed spectra.
Owing to the ever-increasing demand in wireless spectrum, Cognitive Radio (CR) was introduced as a technique to attain high spectral efficiency. As the number of secondary users (SUs) connecting to the cognitive radio network is on the rise, there is an imminent need for centralized algorithms that provide high through…
Informative and discriminative feature descriptors play a fundamental role in deformable shape analysis. For example, they have been successfully employed in correspondence, registration, and retrieval tasks. In the recent years, significant attention has been devoted to descriptors obtained from the spectral decomposi…
New method clusters directed and undirected graphs without losing directional information.
Study shows neural operators can efficiently solve complex reaction-diffusion systems.