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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.

168,657 papers · 148 categories

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25.0%50.0%75.0%100.0% · Feb 199419922001200920172026
48 results for spectral problem

The Steklov problem is an eigenvalue problem with the spectral parameter in the boundary conditions, which has various applications. Its spectrum coincides with that of the Dirichlet-to-Neumann operator. Over the past years, there has been a growing interest in the Steklov problem from the viewpoint of spectral geometr…

2014-11-24abs ↗pdf ↗

We present Spectral Inference Networks, a framework for learning eigenfunctions of linear operators by stochastic optimization. Spectral Inference Networks generalize Slow Feature Analysis to generic symmetric operators, and are closely related to Variational Monte Carlo methods from computational physics. As such, the…

2018-06-06abs ↗pdf ↗

Study shows stability of Schrödinger operator spectral data on a manifold.

problem Determining a manifold and potential function from spectral data.
method Approximation of spectral data on a subset to determine manifold and potential.
result Quantitative stability estimate for Schrödinger operator inverse problem.

Paper provides a performance guarantee for spectral clustering.

problem Finding the global solution to the minimum ratio cut problem.
method Two-step spectral clustering method with a rounding step, analyzed using two-to-infinity norm perturbation bounds.
result Spectral clustering is guaranteed to output the global solution under certain conditions.

We study a spectral generalization of classical combinatorial graph spanners to the spectral setting. Given a set of vectors VdV\subseteq \Re^d, we say a set UVU\subseteq V is an αα-spectral spanner if for all vVv\in V there is a probability distribution μvμ_v supported on UU such that $$vv^\intercal \preceq α\cdot\m…

2018-07-31abs ↗pdf ↗

Paper proposes a new method for sparse spectral clustering on Stiefel manifold.

problem Sparse spectral clustering on Stiefel manifold with nonsmooth and nonconvex objective.
method Proposes a manifold proximal linear method (ManPL) to solve the original SSC formulation.
result Demonstrates the advantage of ManPL over existing methods on single-cell RNA sequencing data.

Despite excellent progress in recent years, mode collapse remains a major unsolved problem in generative adversarial networks (GANs).In this paper, we present spectral regularization for GANs (SR-GANs), a new and robust method for combating the mode collapse problem in GANs. Theoretical analysis shows that the optimal …

2019-08-29abs ↗pdf ↗

Spectral risk measures (SRMs) are risk measures that take account of user riskaversion, but to date there has been little guidance on the choice of utility function underlying them. This paper addresses this issue by examining alternative approaches based on exponential and power utility functions. A number of problems…

2011-03-29abs ↗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.

Sharp spectral gap estimates for higher-order operators on hyperbolic spaces.

problem Estimating spectral gaps for higher-order operators on Cartan-Hadamard manifolds.
method Symmetrization-free proofs based on general functional inequalities.
result Solves a sharp asymptotic problem from Cheng and Yang and answers a question from Kristály.

We propose an iterative gradient-based algorithm to efficiently solve the portfolio selection problem with multiple spectral risk constraints. Since the conditional value at risk (CVaR) is a special case of the spectral risk measure, our algorithm solves portfolio selection problems with multiple CVaR constraints. In e…

2014-10-20abs ↗pdf ↗

We study Spectral Measures of Risk from the perspective of portfolio optimization. We derive exact results which extend to general Spectral Measures M_phi the Pflug--Rockafellar--Uryasev methodology for the minimization of alpha--Expected Shortfall. The minimization problem of a spectral measure is shown to be equivale…

2002-03-29abs ↗pdf ↗

Paper shows stability of metric reconstruction for orbifolds from spectral data.

problem Determining the metric structure of collapsing orbifolds from spectral data.
method Improved quantitative unique continuation for wave operator on Riemannian manifolds.
result Quantitative stability of inverse problem for Riemannian orbifolds.

The paper studies magnetic field effects on surface eigenvalues and spectral properties.

problem Understanding magnetic effects on surface eigenvalues and spectral properties.
method Provided precise spectral asymptotics expansion for the magnetic Dirichlet-to-Neumann map on surfaces.
result The spectrum of the magnetic Dirichlet-to-Neumann map uniquely determines the number and length of boundary components, parallel transport, and magnetic flux.

We study topological recursion on the irregular spectral curve xy2xy+1=0xy^2-xy+1=0, which produces a weighted count of dessins d'enfant. This analysis is then applied to topological recursion on the spectral curve xy2=1xy^2=1, which takes the place of the Airy curve x=y2x=y^2 to describe asymptotic behaviour of enumerative proble…

2014-12-29abs ↗pdf ↗

Can one reduce the size of a graph without significantly altering its basic properties? The graph reduction problem is hereby approached from the perspective of restricted spectral approximation, a modification of the spectral similarity measure used for graph sparsification. This choice is motivated by the observation…

2018-08-31abs ↗pdf ↗

This note summarizes results that were obtained by the author in his habilitation thesis (arXiv:1607.08792) concerning the development of a spectral theory for simply periodic, 2-dimensional, complex-valued solutions of the sinh-Gordon equation. Spectral data for such solutions are defined for periodic Cauchy data on a…

2017-01-11abs ↗pdf ↗

Spectral feature learning improves IV regression for causal effect estimation.

problem Estimating causal effects in the presence of hidden confounders.
method Two-stage least squares estimator based on spectral features.
result Performance of the method depends on strong spectral alignment and slow eigenvalue decay.

Stochastic optimization problems often involve the expectation in its objective. When risk is incorporated in the problem description as well, then risk measures have to be involved in addition to quantify the acceptable risk, often in the objective. For this purpose it is important to have an adjusted, adapted and eff…

2012-09-17abs ↗pdf ↗

Detects graph topology changes from noisy signals using prior spectral information.

problem Detecting changes in graph topology from graph signals.
method Leverages graph filtering and subspace detection to distill problem into a CUSUM-based algorithm.
result Demonstrates the effectiveness of incorporating prior spectral signatures for change-point detection.

New method controls linear systems with partial info and disturbances.

problem Controlling linear dynamical systems under partial observation and adversarial disturbances.
method Double Spectral Control (DSC) using two-level spectral approximation strategy.
result Matches best known regret guarantees with exponential runtime improvement.

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.

The goal of this paper is to show that there exists a simple, yet universal statistical logic of spectral graph analysis by recasting it into a nonparametric function estimation problem. The prescribed viewpoint appears to be good enough to accommodate most of the existing spectral graph techniques as a consequence of …

2016-02-11abs ↗pdf ↗

Optimizes risk measures given known marginal distributions of two unknown factors.

problem Determining an upper bound for spectral risk measures with unknown joint distribution.
method Introduces Maximum Spectral Measure (MSP) as a worst-case risk measure, formulated as an optimization problem with a more general objective function.
result Characterizes the continuity properties of the optimal value function and optimal solution set with respect to marginal distributions.

An important form of prior information in clustering comes in form of cannot-link and must-link constraints. We present a generalization of the popular spectral clustering technique which integrates such constraints. Motivated by the recently proposed 11-spectral clustering for the unconstrained problem, our method is…

2015-05-24abs ↗pdf ↗

The spectral kk-support norm enjoys good estimation properties in low rank matrix learning problems, empirically outperforming the trace norm. Its unit ball is the convex hull of rank kk matrices with unit Frobenius norm. In this paper we generalize the norm to the spectral (k,p)(k,p)-support norm, whose additional para…

2016-01-04abs ↗pdf ↗

Spectral deconfounding improves machine learning models by reducing hidden confounding effects.

problem Machine learning models can be misled by hidden confounders, leading to unreliable predictions.
method Develops a nonlinear spectral deconfounding framework for gradient boosting that modifies boosting dynamics to slow down in confounding-aligned directions.
result Spectrally deconfounded boosting improves estimation of the target function under hidden confounding and is more scalable.

Optimizes wavelets for graph classification using spectral wavelet signatures and persistence diagrams.

problem Graph classification with geometric properties encoded in persistence diagrams.
method Optimizes spectral wavelets for graph datasets to capture best-suited features for classification.
result Competitive performance in graph classification problems compared to other persistence-based architectures.

Paper proposes AMP with spectral initialization for robust signal estimation.

problem Signal estimation from generalized linear model measurements with correlated initialization.
method Approximate message passing (AMP) with spectral initialization.
result Characterization of AMP with spectral initialization in high-dimensional limit.

CAST improves spectral clustering for multi-scale data by integrating reachability similarity.

problem Applying spectral clustering to multi-scale data where clusters vary in size and density.
method CAST integrates reachability similarity with distance-based similarity to derive a coefficient matrix, then applies trace Lasso regularization.
result CAST provides excellent performance and robustness across various multi-scale data test cases.

Clustering is concerned with coherently grouping observations without any explicit concept of true groupings. Spectral graph clustering - clustering the vertices of a graph based on their spectral embedding - is commonly approached via K-means (or, more generally, Gaussian mixture model) clustering composed with either…

2018-08-23abs ↗pdf ↗