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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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3527031,0551,406 · Jun 202019922001200920172026
48 results for spiked Wigner model

Study detects signals in spiked Wigner models using log likelihood ratio.

problem Detecting signals in rank-one spiked Wigner models with non-Gaussian noise.
method Proved asymptotic normality of log likelihood ratio and computed error thresholds.
result Optimal signal-to-noise ratio threshold for reliable detection.

We consider the weak detection problem in a rank-one spiked Wigner data matrix where the signal-to-noise ratio is small so that reliable detection is impossible. We propose a hypothesis test on the presence of the signal by utilizing the linear spectral statistics of the data matrix. The test is data-driven and does no…

2018-09-28abs ↗pdf ↗

We study the fundamental limits of detecting the presence of an additive rank-one perturbation, or spike, to a Wigner matrix. When the spike comes from a prior that is i.i.d. across coordinates, we prove that the log-likelihood ratio of the spiked model against the non-spiked one is asymptotically normal below a certai…

2018-06-25abs ↗pdf ↗

Study optimal algorithms for recovering signals through inhomogeneous low-rank channels.

problem Recovering signals through an inhomogeneous low-rank matrix channel.
method Derive and analyze an approximate message-passing algorithm (AMP) and a spectral method.
result The AMP iteration matches the conjectured optimal computational phase transition.

A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, introduced by Johnstone, in which a prominent eigenvector (or "spike") is planted into a random matrix. These distributions form natural statistical models for principal component analysis (PCA) problems throughou…

2018-07-02abs ↗pdf ↗

Study on complexity of random polynomials with deterministic spikes, identifying phase transitions.

problem Complexity of random Gaussian polynomials with deterministic spikes on a sphere.
method Variational formulas, Kac-Rice formula, determinant asymptotics of finite-rank perturbation of Gaussian Wigner matrices.
result Identification of a topological phase transition in the complexity function.

We study the statistical decision process of detecting the signal from a `signal+noise' type matrix model with an additive Wigner noise. We propose a hypothesis test based on the linear spectral statistics of the data matrix, which does not depend on the distribution of the signal or the noise. The test is optimal unde…

2020-01-16abs ↗pdf ↗

New framework predicts AMP behavior in spiked models for finite iterations.

problem Understanding AMP dynamics in high-dimensional spiked models.
method Developed a non-asymptotic framework for AMP in spiked matrix estimation.
result Predicted AMP behavior for up to O(npolylogn)O\big(\frac{n}{\mathrm{poly}\log n}\big) iterations in Z2\mathbb{Z}_2 synchronization.

Study shows generative priors improve rank-one matrix recovery with optimal sample complexity.

problem Recovering a rank-one signal matrix from noisy data with additional prior information.
method Analysis of a nonlinear least squares objective with a favorable global optimization landscape.
result Established optimal sample complexity for generative priors in rank-one matrix recovery.

Researchers found the Wigner derivative and its inverse are equal for spherical tetrahedra.

problem Computing the relationship between dihedral angles and edge lengths in tetrahedra.
method Computed the Wigner derivative and its inverse for spherical tetrahedra.
result The Wigner derivative and its inverse are equal for spherical tetrahedra.

A novel method computes Wigner kernels for atomic environments, achieving state-of-the-art accuracy.

problem Efficiently describing local atomic environments in materials science.
method Computes fully equivariant and body-ordered kernels iteratively, independent of basis.
result Achieves state-of-the-art accuracy on the QM9 benchmark dataset.

We show that, for each alpha in the interval (-1,1), the only Riemannian metrics on the space of positive definite matrices for which the alpha and -alpha-connections are mutually dual are matrix multiples fo the Wigner-Yanase-Dyson metric. If we further impose that the metric be monotone, then this set is reduced to s…

2002-12-05abs ↗pdf ↗

Wigner's theorem asserts that an isometric (probability conserving) transformation on a quantum state space must be generated by a Hamiltonian that is Hermitian. It is shown that when the Hermiticity condition on the Hamiltonian is relaxed, we obtain the following complex generalisation of Wigner's theorem: a holomorph…

2013-05-03abs ↗pdf ↗

Efficient tests achieve best error rates in high-dimensional hypothesis testing.

problem Achieving optimal error rates in computationally efficient hypothesis testing.
method Linear spectral statistics and low-degree likelihood ratio analysis.
result An efficient test achieves the best possible error rates among all computationally efficient tests.

Study on eigenvalue distribution of correlated time series deforming the semi-circle law.

problem Eigenvalue distribution of correlated time series differs from the semi-circle law.
method Analysis of Wigner random matrix with temporal correlation.
result Eigenvalue distribution converges to a deformed semi-circle law with longer tail and higher peak.

Extends Wigner's representation to study super hyperbolic geometry.

problem Understanding geometry in super hyperbolic three-space.
method Extended Wigner's representation of the Lorentz group to OSp_C(1|2) and applied to Minkowski (3,1|4)-dimensional super space.
result Proof of divergence of the volume of a typical ideal tetrahedron in super hyperbolic three-space.

PPM improves graph matching for correlated Gaussian Wigner models with high probability.

problem Graph matching in the Correlated Gaussian Wigner model with edge correlations.
method Seeded projected power method (PPM) for iterative improvement of initial partial matches.
result PPM recovers ground-truth matching with high probability in O(log n) iterations if seed is close enough.

Affine λλ-equidistants of convex polygons with parallel opposite sides have applications to isoperimetric inequalities.

problem Reconstruction and area estimates for affine λλ-equidistants of convex polygons with parallel opposite sides.
method Using Wigner caustics and centre symmetry sets.
result Proving a discrete version of the improved isoperimetric inequality.

On the manifold of positive definite matrices, we investigate the existence of pairs of flat affine connections, dual with respect to a given monotone metric. The connections are defined either using the αα-embeddings and finding the duals with respect to the metric, or by means of contrast functionals. We show that i…

2003-07-28abs ↗pdf ↗

Extends particle classification to curved space-times using groupoids.

problem Classifying elementary particles in curved space-time.
method Developed a new definition of elementary particles as irreducible projective representations of kinematical groupoids, extending Wigner's program.
result Classification of elementary particles valid for a wide range of space-times, including new massless particles in magnetic-like backgrounds.

Study of correlated Wigner matrices with BBP transitions.

problem Understanding spectral transitions in correlated Wigner matrices.
method Analyzes a Wigner-type matrix with row/column correlations, decomposes into bulk and outliers, and uses integral operators to model transitions.
result Correlated Wigner matrices exhibit multiple BBP transitions at critical points.

Paper develops new method for detecting latent structure in large symmetric data matrices.

problem Testing for latent structure in large symmetric data matrices.
method Introduces Wilcoxon--Wigner random matrices based on normalized rank statistics.
result Establishes asymptotic Gaussian fluctuations for leading eigenvalue and eigenvector of Wilcoxon--Wigner matrices.

Much of studies on neural computation are based on network models of static neurons that produce analog output, despite the fact that information processing in the brain is predominantly carried out by dynamic neurons that produce discrete pulses called spikes. Research in spike-based computation has been impeded by th…

2017-06-14abs ↗pdf ↗

The paper examines how spike strengths and alignments affect overfitting in linear regression models.

problem The impact of spike strengths and alignments on overfitting in linear regression models.
method Characterization of generalization error through exact expressions and analysis of spike strengths, aspect ratio, and target alignment.
result Increasing spike strength can lead to catastrophic overfitting before benign overfitting, especially in well-specified aligned problems.

New method improves neural spike train models by minimizing divergence directly, leading to better performance.

problem Poor performance and divergence issues in spike train models using maximum likelihood estimation.
method Directly minimize maximum mean discrepancy using spike train kernels and stochastic optimization.
result The proposed method generates well-behaved models with better control over feature trade-offs.

SNNs enhance high-frequency price spike forecasting in HFT environments.

problem Conventional financial models fail to capture fine temporal structure in high-frequency price spikes.
method Application of Spiking Neural Networks (SNNs) with hyperparameter tuning via Bayesian Optimization (BO).
result SNN models optimized with PSA achieve significantly higher cumulative returns in backtesting.

We prove a \emph{query complexity} lower bound on rank-one principal component analysis (PCA). We consider an oracle model where, given a symmetric matrix MRd×dM \in \mathbb{R}^{d \times d}, an algorithm is allowed to make TT \emph{exact} queries of the form w(i)=Mv(i)w^{(i)} = Mv^{(i)} for i{1,,T}i \in \{1,\dots,T\}, where v(i)v^{(i)}

2017-04-14abs ↗pdf ↗

Neurons perform computations, and convey the results of those computations through the statistical structure of their output spike trains. Here we present a practical method, grounded in the information-theoretic analysis of prediction, for inferring a minimal representation of that structure and for characterizing its…

2009-12-30abs ↗pdf ↗

This paper analyzes generalization for linear models with spiked covariance structures.

problem Understanding the generalization performance of linear models with spiked covariance structures.
method Derives the generalization error for two simple models with spiked covariances using random matrix theory.
result The eigenvector and eigenvalue corresponding to the spike significantly influence the generalization error.

Accurate statistical models of neural spike responses can characterize the information carried by neural populations. But the limited samples of spike counts during recording usually result in model overfitting. Besides, current models assume spike counts to be Poisson-distributed, which ignores the fact that many neur…

2016-05-10abs ↗pdf ↗

Method reconstructs neuron models from spike times efficiently.

problem Reconstructing neuron models from spike times in degenerate populations.
method Combining deep learning with DICs to map spike times to DIC densities and generate degenerate CBM populations.
result Fast and scalable reconstruction of degenerate populations from spike recordings.

Develops a new point process model for detecting neural spike sequences.

problem Detecting sparse sequences of neural spikes in high-dimensional spike trains.
method A point process model that represents sequence occurrences as marked events in continuous time, with learnable time warping parameters.
result Demonstrates improved detection and modeling of neural spike sequences.