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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.

168,742 papers · 148 categories

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98196293391 · Jun 202019922001200920172026
48 results for squared singular values

Stochastic gradient descent regularizes least squares problems by smoothing large singular values.

problem Regularization of least squares problems using stochastic gradient descent.
method Analysis of stochastic gradient descent applied to least squares problems, showing a regularization effect.
result Stochastic gradient descent leads to a quick regularization effect, smoothing large singular values.

Study describes singularities of distance squared functions on singular surfaces.

problem Characterizing singularities of distance squared functions on singular surfaces.
method Using smooth map-germs SkS_k, BkB_k, CkC_k, and F4F_4 singularities, the study describes singularities via blowing-ups.
result Characterization of singularities of wave-fronts and caustics of singular surfaces.

The paper analyzes PLS-SVD in high-dimensional data integration, revealing its strengths and limitations.

problem Understanding the behavior of PLS-SVD in high-dimensional data integration.
method Analysis using random matrix theory and singular value decomposition.
result PLS-SVD exhibits counter-intuitive or limiting behavior in certain regimes and outperforms PCA when detecting common latent subspace.

Square metrics is an important class of Finsler metrics. Recently, we introduced a special class of non-regular Finsler metrics called singular square metrics. The main purpose of this paper is to provide a necessary and sufficient condition for singular square metrics to be of constant Ricci or flag curvature when dim…

2018-07-22abs ↗pdf ↗

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.

Paper analyzes singular subspace estimation in noisy matrix models.

problem Estimating low-rank signals in noisy matrix data.
method Asymptotic distributional theory, extreme value theory, saddle point approximation, random matrix theory.
result Plug-in test statistic based on two-to-infinity norm has higher power for detecting structured alternatives.

Generalized distance-squared mappings are quadratic mappings of Rm\mathbb{R}^m into R\mathbb{R}^\ell of special type. In the case that matrices AA constructed by coefficients of generalized distance-squared mappings of R2\mathbb{R}^2 into R\mathbb{R}^\ell (3\ell \geq3) are full rank, the generalized distance-square…

2017-01-27abs ↗pdf ↗

ManifoldFlow relaxes fixed-spectrum Stiefel layers to learn a positive spectrum.

problem Fixed-spectrum Stiefel layers impose rigid spectral constraints.
method Introduces ManifoldFlow, a relaxation that learns a positive spectrum while keeping the basis on the Stiefel manifold.
result Learnable SPD spectrum improves performance in various settings.

Square metrics F=(α+β)2αF=\frac{(α+β)^2}α are a special class of Finsler metrics. It is the rate kind of metric category to be of excellent geometrical properties. In this paper, we discuss the so-called singular square metrics F=(bα+β)2αF=\frac{(bα+β)^2}α. A characterization for such metrics to be of vanishing Douglas curvature is p…

2016-10-31abs ↗pdf ↗

We prove that square integrable holomorphic functions (with respect to a plurisubharmonic weight) can be extended in a square integrable manner from certain singular hypersurfaces (which include uniformly flat, normal crossing divisors) to entire functions in affine space. This provides evidence for a conjecture regard…

2014-08-26abs ↗pdf ↗

Squared families are a new model class derived from linear transformations, offering convenient properties and universal approximation.

problem Developing a new class of probability models that are easier to handle and have useful properties.
method Introducing squared families as families of probability densities obtained by squaring a linear transformation of a statistic, and showing their properties and applications.
result Squared families have convenient properties and can approximate target densities well.

A new method selects regions of interest in GC-MS data without prior target selection.

problem Challenges in GC-MS data analysis due to fragmentation and shared fragment ions.
method Uses a pseudo F-ratio moving window (ψψFRMV) to automatically select regions of interest.
result Algorithm can accurately identify signal regions in GC-MS data.

A distance-squared function is one of the most significant functions in the application of singularity theory to differential geometry. In this paper, we define naturally extended mappings of distance-squared functions, wherein each component is a distance-squared function. We investigate the properties of these mappin…

2012-11-21abs ↗pdf ↗

A distance-squared function is one of the most significant functions in the application of singularity theory to differential geometry. Moreover, distance-squared mappings are naturally extended mappings of distance-squared functions, wherein each component is a distance-squared function. In this paper, compositions of…

2018-01-04abs ↗pdf ↗

Study differential properties of matrix square roots in specific cases.

problem Understanding matrix square roots in semi-simple, symmetric, and orthogonal cases.
method Analysis of differential and metric structures of real square roots of matrices under specific conditions.
result Differential properties of matrix square roots in semi-simple, symmetric, and orthogonal cases.

Many learning tasks, such as cross-validation, parameter search, or leave-one-out analysis, involve multiple instances of similar problems, each instance sharing a large part of learning data with the others. We introduce a robust framework for solving multiple square-root LASSO problems, based on a sketch of the learn…

2014-10-30abs ↗pdf ↗

Consider a supervised dataset D=[Ab]D=[A\mid \textbf{b}], where b\textbf{b} is the outcome column, rows of DD correspond to observations, and columns of AA are the features of the dataset. A central problem in machine learning and pattern recognition is to select the most important features from DD to be able to predic…

2019-02-26abs ↗pdf ↗

New algorithm reduces bias and variance in weighted least-squares solutions.

problem Inconsistent linear least-squares problems with rapidly decaying singular values.
method Regularized block Kaczmarz (ReBlocK) algorithm.
result ReBlocK outperforms RBK and minibatch SGD for inconsistent problems.

The paper studies parallel surfaces of cuspidal cross caps and their degeneracy.

problem Investigating the geometry and singularities of parallel surfaces of cuspidal cross caps.
method Established a criterion for the degeneracy of the distance squared function using geometric invariants.
result Parallel surfaces degenerate into a degenerated cuspidal S1 singularity at specific distances.

In this paper, we introduce the algorithms of Orthogonal Deep Neural Networks (OrthDNNs) to connect with recent interest of spectrally regularized deep learning methods. OrthDNNs are theoretically motivated by generalization analysis of modern DNNs, with the aim to find solution properties of network weights that guara…

2019-05-15abs ↗pdf ↗

We define in the space of n by m matrices of rank n, n less or equal than m, the condition Riemannian structure as follows: For a given matrix A the tangent space of A is equipped with the Hermitian inner product obtained by multiplying the usual Frobenius inner product by the inverse of the square of the smallest sing…

2008-06-02abs ↗pdf ↗

We prove the Chern-Weil formula for SU(n+1)-singular connections over the complement of an embedded oriented surface in smooth four manifolds. The expression of the representation of a number as a sum of nonvanishing squares is given in terms of the representations of a number as a sum of squares. Using the number theo…

1997-01-07abs ↗pdf ↗

The paper defines and analyzes set-valued stochastic integrals for Lévy processes.

problem Defining and analyzing set-valued stochastic integrals for Lévy processes.
method Extending classical definitions to convoluted integrals with square-integrable kernels, and proving properties of set-valued convoluted stochastic integrals.
result Set-valued convoluted stochastic integrals can be explosive and take extended vector values.

Paper shows linear convergence of ISTA and FISTA for ill-conditioned images.

problem Solving linear inverse problems with sparse representation in signal and image processing.
method Revisits iterative shrinkage-thresholding algorithms (ISTA) and improves their convergence properties.
result Linear convergence of ISTA and FISTA for strongly convex smooth parts, even in ill-conditioned cases.

We give criteria for which a principal curvature becomes a bounded CC^\infty-function at non-degenerate singular points of wave fronts by using geometric invariants. As applications, we study singularities of parallel surfaces and extended distance squared functions of wave fronts. Moreover, we relate these singularit…

2016-12-02abs ↗pdf ↗

Regression models can interpolate noisy data and still perform well, contrary to the bias-variance tradeoff.

problem Understanding why overparametrized models can generalize well despite the bias-variance tradeoff.
method Analysis of minimum norm solutions and ridge regression, focusing on the smallest singular value of the regression matrix.
result Testing error exhibits double descent behavior as model order increases, contrary to the classical bias-variance tradeoff.

New technique stabilizes singular values in concatenated matrices.

problem How singular values of concatenated matrices relate to individual components.
method Developed perturbation technique extending classical results to concatenated matrices.
result Dominant singular values remain stable under small perturbations in submatrices.

Canonical Correlation Analysis (CCA) is a widely used statistical tool with both well established theory and favorable performance for a wide range of machine learning problems. However, computing CCA for huge datasets can be very slow since it involves implementing QR decomposition or singular value decomposition of h…

2014-07-16abs ↗pdf ↗

Study on the geometric Dyson Brownian motion of non-square matrix products.

problem Understanding the spectrum of a product of non-square random matrices.
method Proportional depth-width limit followed by mean-field limit, solving Burgers equation.
result Free log-normal law is obtained in the identity-start case.

Study of random multicurves and square-tiled surfaces on large genus surfaces.

problem Understanding the geometry and combinatorial properties of random multicurves and square-tiled surfaces on surfaces of large genus.
method Combination of combinatorial and geometric analysis, including large genus asymptotic analysis of moduli space volumes and intersection numbers.
result Random multicurves and square-tiled surfaces have well-approximated properties by random permutations, with specific expected values.

The Lorentzian length, which is one of the most significant functions in Lorentzian geometry, is a complex-valued function. Its square gives a real-valued non-degenerate quadratic function. In this paper, we define naturally extended mappings of Lorentzian distance-squared functions, wherein each component is a Lorentz…

2013-06-19abs ↗pdf ↗

The paper tackles system identification via Hankel nuclear norm regularization, improving estimation rates and singular value gaps.

problem Identifying low-order linear systems from limited data.
method Hankel nuclear norm regularization to encourage low-rankness of the Hankel matrix.
result Hankel regularization enables optimal system recovery with fewer observations and better estimation rates.