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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.

169,291 papers · 148 categories

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48 results for state matrix

RMCSE improves voltage estimation in low-observability distribution systems.

problem Insufficient measurements in distribution system state estimation.
method Combines matrix completion and power system model, minimizes rank and residual with different weights.
result Robust voltage estimation in low-observability systems without bad data detection.

A new method for state estimation in state-space models using incomplete data.

problem State estimation in nonlinear state-space models with incomplete observations.
method Statistical analysis of incomplete observations, score function, observed information matrices, EM-gradient-particle filtering.
result Maximum likelihood estimation of state-vector with explicit form of observed information matrix.

The paper explores states of financial markets using correlation matrices and their dynamics.

problem Understanding the states of financial markets based on correlations.
method Revisits previous work and introduces recent developments in practical applications.
result Analysis of trajectories and symbolic dynamics in correlation matrix space.

A new model SMPS alleviates the exponential decay of correlations in MPS.

problem Exponential decay of correlations in Matrix Product States (MPS) limits their power in capturing long-range dependences.
method Introducing long-range interactions (shortcuts) to MPS to decrease correlation length while preserving computational efficiency.
result SMPS can decrease significantly the correlation length of MPS, improving its ability to capture long-range dependences.

Efficiently learns sparse low-dimensional Markov chain representations.

problem Learning low-dimensional representations for large-scale Markov chains with sparse structures.
method Formulates as constrained nonnegative matrix factorization and uses gradient descent.
result Proves the effectiveness of the proposed method through convergence analysis.

NIMFA is a Python library for nonnegative matrix factorization.

problem Efficiently factorizing nonnegative matrices for various applications.
method Unified interface, state-of-the-art methods, initialization approaches, quality scoring, supports dense and sparse matrices.
result Unified and efficient implementation of nonnegative matrix factorization methods.

Improved MMWU algorithm achieves instance-optimal regret bound for matrix LEA.

problem Matrix Learning from Expert Advice problem.
method Developed a general potential-based framework for matrix LEA, using a new Jensen's trace inequality.
result Achieved instance-optimal regret bound of O(TS(Xd1Id))O(\sqrt{T\cdot S(X||d^{-1}I_d)}).

New algorithms improve transduction accuracy with low-rank data matrices.

problem Improving transduction accuracy with low-rank data matrices.
method Proposes two new algorithms using Smoothed Rank Function for transduction with Matrix Completion.
result Proposed methods outperform state-of-the-art methods in accuracy, especially in low observation rates.

Method forecasts market states using sparse precision matrix and penalized Mahalanobis distance.

problem Forecasting market states and distinguishing bull and bear markets.
method Identifies market states via sparse precision matrix and expectation values. Uses penalized Mahalanobis distance for clustering and forecasting.
result Successfully clusters market states and forecasts future market conditions with significant accuracy.

AMP algorithm for matrix tensor product model provides recovery conditions.

problem Generalization of standard spiked matrix models with multiple pairwise observations.
method Approximate message passing with optimal weighing and combining of estimates.
result Asymptotically exact performance description and necessary/sufficient recovery conditions.

Solves steering problem with continuous time, Hilbert-Schmidt cost, and matrix ODEs.

problem Fixed horizon linear quadratic covariance steering in continuous time with a specific terminal cost.
method Formulates necessary conditions as a coupled matrix ODE two-point boundary value problem, designs a matricial recursive algorithm, and proves convergence.
result Proposes and proves the convergence of a matricial recursive algorithm for solving the steering problem.

An ADRC-incorporated SGD algorithm improves latent factor analysis speed and accuracy.

problem Slow convergence in standard SGD for HDI matrix analysis.
method Incorporates ADRC principles to refine historical and future learning error states.
result Empirically outperforms state-of-the-art LFA models in HDI matrix prediction.

Polynomial-time algorithm learns latent-state systems without spectral radius assumptions.

problem Learning latent-state linear dynamical systems without spectral radius assumptions.
method Spectral filtering technique with a novel convex relaxation.
result Efficient identification of phases for general transition matrices.

New method learns quantum states using neural networks, revealing hidden dynamics.

problem High-precision ground state estimation of quantum many-body problems.
method Stochastic reconfiguration method with neural network Ansatz states.
result Learning landscape modes with least entanglement have largest eigenvalues, suggesting correlations are encoded in large flat valleys.

This paper identifies and estimates the label noise transition matrix without ground truth labels.

problem Learning with noisy labels and identifying the noise transition matrix.
method Building on Kruskal's identifiability results, the paper characterizes the identifiability of the label noise transition matrix for the generic case at the instance level.
result The necessity of multiple noisy labels in identifying the noise transition matrix for the generic case at the instance level.

Matrix Chernoff bound for Markov chains applied to co-occurrence matrices.

problem Analyzing the behavior of co-occurrence statistics in sequential data.
method Proved a matrix Chernoff-type bound for sums of matrix-valued random variables sampled via a regular Markov chain.
result Achieved exponentially fast convergence rate and sample complexity analysis for co-occurrence matrices.

Paper proposes a new Markov model for efficient PLC system design.

problem Efficient estimation of Markov model parameters for bursty error channels.
method Introduced a Block Diagonal Markov model and a modified Baum-Welch algorithm.
result Efficient estimation of state transition matrix ΛΛ for PLC system design.

UA-LQE improves value function learning by selectively erasing uncertain entries in Q-matrix.

problem Improving value function learning in complex reinforcement learning tasks.
method Uncertainty-aware low-rank Q-matrix estimation (UA-LQE) algorithm.
result UA-LQE selectively erases uncertain entries in Q-matrix to improve value function approximation.

Global stability bounds for matrix frames in phase retrieval problems.

problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.

We explicitly test if the reliability of credit ratings depends on the total number of admissible states. We analyse open access credit rating data and show that the effect of the number of states in the dynamical properties of ratings change with time, thus giving supportive evidence that the ideal number of admissibl…

2014-09-09abs ↗pdf ↗

Efficient algorithm estimates low-rank matrices from noisy measurements.

problem Estimating low-rank matrices from noisy linear measurements.
method Stochastic variance-reduced gradient descent algorithm.
result Algorithm converges to the unknown low-rank matrix at a linear rate up to the minimax optimal statistical error.

The study explores how Matrix Product States can represent boolean and continuous functions.

problem Representing arbitrary boolean and continuous functions using Matrix Product States.
method Developed a construction method for MPS to represent boolean gates and proved density in continuous function space.
result MPS can accurately represent arbitrary boolean functions and continuous functions densely.

The paper analyzes stability of random matrix products with Markovian noise.

problem Analyzing stability of random matrix products with Markovian noise.
method Using a super-Lyapunov drift condition and controlled growth of matrix-valued functions, the paper provides an exponential stability result for the p-th moment of random matrix product.
result Finite-time p-th moment bounds for linear stochastic approximation and TD learning algorithms.

Study on Neural Tangent Kernel of Matrix Product States and their convergence.

problem Understanding the convergence of Neural Tangent Kernel of Matrix Product States.
method Analyzing the Neural Tangent Kernel of Matrix Product States and proving its convergence in the infinite bond dimensional limit.
result The Neural Tangent Kernel of Matrix Product States converges to a constant matrix during training.

We extend kernelized matrix factorization with a fully Bayesian treatment and with an ability to work with multiple side information sources expressed as different kernels. Kernel functions have been introduced to matrix factorization to integrate side information about the rows and columns (e.g., objects and users in …

2012-11-06abs ↗pdf ↗

Tensor networks and RNNs are equivalent, improving wave function encoding.

problem Efficiently encoding quantum states in neural networks.
method Generalized RNN architecture for tensor networks, supporting polynomial time wave function evaluation.
result Tensorial RNNs can encode quantum states with lower bond dimensions and higher accuracy.

Algorithm uses matrix estimation to impute and forecast time series data.

problem Impute and forecast time series data with missing values and noise.
method Transform time series into a matrix, use matrix estimation for missing values and de-noise, perform linear regression for predictions.
result Established a rigorous link between time series analysis and matrix estimation, providing finite sample analysis and asymptotic consistency.