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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.

168,695 papers · 148 categories

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72144216288 · Jun 202019922001200920172026
48 results for spectral precision matrix

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

High-dimensional inference for sparse spectral precision matrices

problem Inference on the spectral precision matrix at a fixed frequency
method Full likelihood-based inference using neighboring discrete Fourier transforms
result Simultaneous control of regularization, finite-sample truncation, and smoothing biases

The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in the inverse covariance matrix, commonly referred to as the precision matrix, cor…

2017-10-19abs ↗pdf ↗

New method preserves spectral clustering performance under aggressive sparsification and quantization.

problem Maintaining spectral clustering performance with sparse and quantized data.
method Random matrix theory applied to eigenspectrum changes under sparsification and quantization.
result Spectral clustering performance is preserved even with aggressive sparsification and quantization.

Spectral clustering performance depends on eigenvector fluctuations, shown to be Gaussian.

problem Predicting the performance of spectral clustering.
method General spike random matrix model and rotational invariance of noise.
result Fluctuations of eigenvector entries are Gaussian in large-dimensional regime.

PAC-Bayesian matrix completion with a spectral scaled Student prior offers efficient inference.

problem Matrix completion with underlying low-rank structure.
method Spectral scaled Student prior and PAC-Bayesian bounds.
result Minimax-optimal oracle inequality for model misspecification and general sampling distribution.

We consider a fundamental algorithmic question in spectral graph theory: Compute a spectral sparsifier of random-walk matrix-polynomial Lα(G)=Dr=1dαrD(D1A)rL_α(G)=D-\sum_{r=1}^dα_rD(D^{-1}A)^r where AA is the adjacency matrix of a weighted, undirected graph, DD is the diagonal matrix of weighted degrees, and α=(α1...αd)α=(α_1...α_d) are nonn…

2015-02-12abs ↗pdf ↗

Study shows deterministic equivalent for neural network kernel convergence.

problem Understanding convergence of neural network kernels.
method Analyzes empirical spectral distribution of Conjugate Kernel, proving convergence to a deterministic limit.
result Obtains a deterministic equivalent for the Stieltjes transform and resolvent of the Conjugate Kernel.

Spectral methods improve parameter estimation in structured GLMs.

problem Parameter estimation in high-dimensional generalized linear models with structured data.
method Spectral methods using the principal eigenvector of a data-dependent matrix, with preprocessing for optimal performance.
result Precise asymptotic performance characterization and optimal preprocessing identified.

Study spectral estimators for multi-index models to recover low-dimensional signal subspaces.

problem Recovering low-dimensional signal subspaces in multi-index models.
method Spectral estimators for multi-index models.
result Precise asymptotic characterization of spectral methods' performance, revealing a phase transition for weak recovery.

Spectral methods improve signal recovery in mixed GLMs with precise asymptotics.

problem Estimating multiple signals from unlabeled observations in mixed GLMs.
method Developed exact asymptotics for spectral methods in a proportional regime.
result Optimized spectral method combined with a linear estimator minimizes estimation error.

Develops precise expressions for random projections for better machine learning tasks.

problem Improving the accuracy of dimensionality reduction in machine learning tasks.
method Exploits recent developments in spectral analysis of random matrices to derive accurate expressions for random projection matrices.
result Provides precise expressions that reflect the practical performance of sketching methods, including Gaussian and Rademacher sketches.

The paper analyzes how quantization affects the Fisher Information Matrix's dominant eigenvalue.

problem The impact of quantization on the Fisher Information Matrix's dominant eigenvalue.
method The study examines spectral perturbation of the empirical Fisher Information Matrix under in-distribution input and quantized parameter perturbations.
result A bound on the eigenvalue under quantization noise, showing it strictly exceeds the unperturbed value at leading order.

Analysis of DPPs and k-DPPs via spectral decomposition reveals identifiable parameters and non-identifiability gaps.

problem Identifying parameters of DPPs and k-DPPs through spectral decomposition.
method Spectral decomposition of the covariance matrix, analysis of invariances, and counting arguments.
result Identifiability of parameters changes fundamentally for k-DPPs, with specific invariances and non-identifiability gaps.

Study uncovers scaling laws and spectral properties of shallow neural networks.

problem Understanding scaling laws and spectral properties of shallow neural networks.
method Leveraging connections with matrix compressed sensing and LASSO, derived a phase diagram for excess risk.
result Uncovered crossovers between scaling regimes and plateau behaviors, validated empirical observations.

Learning meaningful graphs from data plays important roles in many data mining and machine learning tasks, such as data representation and analysis, dimension reduction, data clustering, and visualization, etc. In this work, for the first time, we present a highly-scalable spectral approach (GRASPEL) for learning large…

2019-11-23abs ↗pdf ↗

Bayesian parametric matrix models provide uncertainty quantification for spectral learning.

problem Uncertainty quantification in spectral learning for safety-critical applications.
method Bayesian parametric matrix models (B-PMMs) that extend PMMs to provide uncertainty estimates.
result B-PMMs achieve exceptional uncertainty calibration (ECE < 0.05) while maintaining favorable scaling.

Unified spectral clustering for sparse networks with heterogeneous degrees.

problem Efficiently detecting communities in sparse networks with varying degrees.
method Developed a parametrized regularized Laplacian matrix for spectral clustering.
result Improved parametrization accounts for network heterogeneity and community hardness.

This work analyzes self-attention matrices using random matrix theory.

problem Understanding the theoretical behavior of self-attention layers in neural networks.
method Asymptotic spectral analysis of the attention matrix, Gaussian equivalence, and linearization.
result The singular value distribution of the attention matrix is asymptotically characterized by a linear model.

Improved singular value approximation for convolutional layers.

problem Improving accuracy of singular value approximation for linear convolutional layers.
method Developed a new spectral density matrix method for singular value approximation with improved accuracy and reduced computational complexity.
result Obtained moderate improvement in singular value distribution compared to circular approximation.

Muon optimizer simplifies matrix optimization with spectral orthogonalization.

problem Matrix optimization challenges, especially with large condition numbers.
method Simplified Muon optimizer using spectral orthogonalization of gradients.
result Simplified Muon converges linearly with independent scalar sequences, outperforming gradient descent and Adam.

In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and convergence rates for distributed SGD to the data distribution instead of the regu…

2016-08-30abs ↗pdf ↗

A new R package for high-dimensional regression and precision matrix estimation.

problem High-dimensional linear regression and precision matrix estimation challenges.
method flare package implements various regression methods and extensions for sparse precision matrix estimation.
result The flare package is efficient and scalable for large problems.

The paper improves Bayesian precision matrix estimation for high-dimensional sparse data.

problem Estimating sparse precision matrices in high-dimensional settings.
method Tempered posterior with fully specified horseshoe prior.
result Concentration results and theoretical oracle inequality for posterior.

Develops quantum cluster algebra approach to solve tetrahedron equation.

problem Investigates a three-dimensional generalization of the Yang-Baxter equation.
method Quantum cluster algebra approach with realization of quantum Y-variables in terms of q-Weyl algebras.
result Obtains a solution with three spectral parameters and reproduces Sergeev's R matrix.

Study on linear regression with dependent covariates, proving universality and error characterization.

problem Linear regression with dependent covariates in high-dimensional settings.
method Analysis of ridge regression performance, Gaussian universality theorem, spectral properties of covariance matrices.
result Asymptotic performance of ridge regression is invariant under non-Gaussian covariates with preserved mean and covariance.

Dual regularized graph Laplacian improves spectral clustering for community detection.

problem Detecting clusters in networks with improved spectral clustering methods.
method Proposes dual regularized graph Laplacian for three spectral clustering approaches.
result Theoretical analysis shows DRSC and DRSLIM yield stable consistent community detection.

New analysis reveals masked self-supervised learning's effectiveness in extracting data structure.

problem Analyzing masked self-supervised learning in high-dimensional data.
method Developed precise high-dimensional analysis of masked modeling objectives.
result Identified phase transitions and structured regimes for masked self-supervised learning.

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…

2018-02-12abs ↗pdf ↗

The paper examines how gradient descent stabilizes low-rank matrix factorization in noisy conditions.

problem Stability of low-rank implicit regularization in perturbed deep matrix factorization.
method Derives spectral conditions for gradient descent to exhibit a low-rank phase in noiseless settings and analyzes perturbed dynamics.
result Gradient descent converges to a low-rank solution under perturbation, with explicit dependence on perturbation size.

Study compares different covariance estimation methods for portfolio allocation.

problem Comparing methods for estimating covariance and precision matrices in portfolio allocation.
method Gaussian Graphical Model (GGM), Shrinkage, Thresholding, Random Matrix Theory (RMT) methods.
result GGM methods outperform other methods in predictive ability for portfolio allocation.