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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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3672108144 · May 202619922001200920172026
48 results for subspace correction

Paper analyzes convergence of PAM method for low-rank factorization models.

problem Convergence analysis of PAM method with subspace correction for low-rank factorization models.
method Majorized proximal alternating minimization (PAM) method with subspace correction.
result Established full convergence of PAM method under KL property and column 2,0\ell_{2,0}-norm condition.

Paper shows affine constraint is unnecessary for high-dimensional data.

problem The necessity of an affine constraint in affine subspace clustering.
method Theoretical and empirical analysis of conditions for correctness of affine subspace clustering methods.
result Affine constraint has negligible effect on clustering performance for high-dimensional data.

Proposes a new algorithm to estimate invariant subspaces across multilayer networks.

problem Estimating invariant subspaces across heterogeneous multiple networks.
method Bias-corrected joint spectral embedding algorithm that recursively calibrates diagonal bias and iteratively updates the subspace estimator.
result Established entrywise subspace perturbation bound and entrywise eigenvector central limit theorem for the algorithm.

KSS method converges and recovers correct clustering under certain conditions.

problem Subspace clustering for semi-randomly sampled data.
method Local convergence analysis and recovery guarantee for KSS method.
result KSS method converges superlinearly and finds correct clustering within loglog N iterations.

Subspace clustering refers to the task of finding a multi-subspace representation that best fits a collection of points taken from a high-dimensional space. This paper introduces an algorithm inspired by sparse subspace clustering (SSC) [In IEEE Conference on Computer Vision and Pattern Recognition, CVPR (2009) 2790-27…

2013-01-11abs ↗pdf ↗

Sparse subspace clustering (SSC) is an elegant approach for unsupervised segmentation if the data points of each cluster are located in linear subspaces. This model applies, for instance, in motion segmentation if some restrictions on the camera model hold. SSC requires that problems based on the l1l_1-norm are solved …

2016-09-16abs ↗pdf ↗

Subspace clustering is the problem of clustering data points into a union of low-dimensional linear/affine subspaces. It is the mathematical abstraction of many important problems in computer vision, image processing and machine learning. A line of recent work (4, 19, 24, 20) provided strong theoretical guarantee for s…

2015-04-04abs ↗pdf ↗

We study the problem of subspace tracking in the presence of missing data (ST-miss). In recent work, we studied a related problem called robust ST. In this work, we show that a simple modification of our robust ST solution also provably solves ST-miss and robust ST-miss. To our knowledge, our result is the first `compl…

2018-10-06abs ↗pdf ↗

This paper is on the normal approximation of singular subspaces when the noise matrix has i.i.d. entries. Our contributions are three-fold. First, we derive an explicit representation formula of the empirical spectral projectors. The formula is neat and holds for deterministic matrix perturbations. Second, we calculate…

2019-01-02abs ↗pdf ↗

Fast robust subspace tracking in sparse data-dependent noise with near-optimal delay.

problem Robustly tracking time-varying subspaces in the presence of sparse outliers.
method Introduces a fast mini-batch robust ST solution under mild assumptions.
result Provably correct subspace tracking with near-optimal delay and same time complexity as simple PCA.

We present a simple and fast geometric method for modeling data by a union of affine subspaces. The method begins by forming a collection of local best-fit affine subspaces, i.e., subspaces approximating the data in local neighborhoods. The correct sizes of the local neighborhoods are determined automatically by the Jo…

2010-10-17abs ↗pdf ↗

Paper improves 0\ell^{0}-SSC for noisy data by proving SDP and proposing Noisy-DR-0\ell^{0}-SSC.

problem Noisy data and less restrictive subspace affinity in sparse subspace clustering.
method Proposes Noisy-DR-0\ell^{0}-SSC, which projects data onto a lower dimensional space and then applies noisy 0\ell^{0}-SSC.
result Theoretical guarantee on the correctness of noisy 0\ell^{0}-SSC in terms of SDP on noisy data.

New method corrects Laplace/BIC errors in singular models, revealing effective dimension.

problem Laplace/BIC errors in singular models due to incorrect effective dimension assumption.
method RLCT (real log canonical threshold) to correct effective dimension in linear models.
result Correct evidence slope and effective dimension estimation in linear settings.

A method corrects bias in estimating a high-dimensional classification rule using auxiliary outcomes.

problem Bias in estimating a high-dimensional classification rule using only one outcome.
method Robust transfer learning approach combining MTL and calibration steps.
result Final estimator achieves lower error than using only the target outcome.

Given an overcomplete dictionary AA and a signal bb that is a linear combination of a few linearly independent columns of AA, classical sparse recovery theory deals with the problem of recovering the unique sparse representation xx such that b=Axb = A x. It is known that under certain conditions on AA, xx can be re…

2015-07-06abs ↗pdf ↗

This paper explores and analyzes two randomized designs for robust Principal Component Analysis (PCA) employing low-dimensional data sketching. In one design, a data sketch is constructed using random column sampling followed by low dimensional embedding, while in the other, sketching is based on random column and row …

2015-05-21abs ↗pdf ↗

Principal Components Analysis (PCA) is one of the most widely used dimension reduction techniques. Robust PCA (RPCA) refers to the problem of PCA when the data may be corrupted by outliers. Recent work by Cand{è}s, Wright, Li, and Ma defined RPCA as a problem of decomposing a given data matrix into the sum of a low-ran…

2018-03-01abs ↗pdf ↗

In this thesis, we study a class of special Lagrangian submanifolds of toric Calabi-Yau manifolds and construct their mirrors using some techniques developed in the SYZ programme. We present a justification on the conjecture on the mirror construction of D- branes in Aganagic-Vafa [2]. We apply the techniques employed …

2016-12-30abs ↗pdf ↗

We will develop simple relations between the arc-lengths of a pair of geodesics that share common end-points. The two geodesics differ only by the requirement that one is constrained to lie in a subspace of the parent manifold. We will present two applications of our results. In the first example we explore the converg…

2015-12-10abs ↗pdf ↗

Sparse spectral decomposition identifies overlapping communities in networks.

problem Estimating overlapping community memberships in networks where nodes can belong to multiple communities.
method Sparse principal subspace estimation with iterative thresholding.
result The fixed point of the algorithm corresponds to correct node memberships under the stochastic block model.

The paper tackles reinforcement learning with exogenous variables and rewards.

problem Exogenous state variables and rewards slow reinforcement learning by introducing uncontrolled variation.
method Formalizes exogenous state variables and rewards, decomposes MDP into exogenous and endogenous components, and introduces algorithms to discover these components.
result Optimal policies for the endogenous MDP are also optimal for the original MDP, but the endogenous MDP is easier to solve due to reduced variance.

Test-time training adapts a pretrained model to each prompt via parameter updates, improving accuracy under pretraining-to-test distribution shifts.

problem Improving accuracy of pretrained models under distribution shifts.
method Explaining TTT behavior through a decision-theoretic lens.
result TTT reduces prediction error when updates are spectrally matched to the prompt's signal-to-noise ratio and aligned with query-relevant eigen-directions.

Study 3d N=1 vacua from M-theory compactification on Spin(7) space.

problem Quantum corrections in 3d N=1 vacua from M-theory compactification.
method Use Higgs bundles to analyze 3d N=1 vacua and track corrections.
result Topological anomalies are robust and calculable in 3d effective field theory.

This work studies two interrelated problems - online robust PCA (RPCA) and online low-rank matrix completion (MC). In recent work by Candès et al., RPCA has been defined as a problem of separating a low-rank matrix (true data), L:=[1,2,t,,tmax]L:=[\ell_1, \ell_2, \dots \ell_{t}, \dots , \ell_{t_{\max}}] and a sparse matrix (outliers…

2015-03-11abs ↗pdf ↗

The purpose of this erratum is to correct the proof of Theorem A.0.1 in the appendix to our article ``Hadamard spaces with isolated flats'' math.GR/0411232, which was jointly authored by Mohamad Hindawi, Hruska and Kleiner. In that appendix, many of the results of math.GR/0411232 about CAT(0) spaces with isolated flats…

2008-11-19abs ↗pdf ↗

We prove a semi-Riemannian version of the celebrated Morse Index Theorem for geodesics in semi-Riemannian manifolds; we consider the general case of both endpoints variable on two submanifolds. The key role of the theory is played by the notion of the {\em Maslov index} of a semi-Riemannian geodesic, which is a homolog…

2000-11-14abs ↗pdf ↗

The paper provides entrywise bounds for Sparse PCA, improving upon previous results.

problem Sparse Principal Component Analysis (PCA) recovery error characterization in spectral or Frobenius norms.
method Entrywise 2,\ell_{2,\infty} bounds for Sparse PCA under general high-dimensional subgaussian design, using sparsistent algorithms.
result Improved entrywise bounds for Sparse PCA, finer characterization of estimation error.

Study symmetric linear bandits with hidden symmetry, achieving improved regret bounds.

problem High-dimensional linear bandits with hidden symmetry.
method Model selection within low-dimensional subspaces to learn hidden symmetry.
result Achieved improved regret bounds of O(d02/3T2/3log(d)) O(d_0^{2/3} T^{2/3} \log(d)) and O(d0Tlog(d)) O(d_0\sqrt{T\log(d)} ).