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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.

168,695 papers · 148 categories

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48 results for symmetric matrix

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.

We present a formula for the trace of any symmetric power of a n×nn\times n matrix (with coefficients in a field) in terms of the ordinary powers of the matrix, an arbitrarily chosen linear function which vanishes on the identity matrix, and n2n-2 polynomial functions defined recursively.

2014-11-03abs ↗pdf ↗

Given a symmetric nonnegative matrix AA, symmetric nonnegative matrix factorization (symNMF) is the problem of finding a nonnegative matrix HH, usually with much fewer columns than AA, such that AHHTA \approx HH^T. SymNMF can be used for data analysis and in particular for various clustering tasks. In this paper, we p…

2015-09-04abs ↗pdf ↗

Gradient descent achieves exact linear convergence rate for symmetric matrix completion.

problem Low-rank symmetric matrix completion using gradient descent.
method Local analysis of gradient descent for symmetric matrices without additional assumptions.
result Closed-form expression of exact linear convergence rate matches practice.

This short note reviews so-called Natural Gradient Descent (NGD) for multivariate Gaussians. The Fisher Information Matrix (FIM) is derived for several different parameterizations of Gaussians. Careful attention is paid to the symmetric nature of the covariance matrix when calculating derivatives. We show that there ar…

2020-01-27abs ↗pdf ↗

The paper is on the vanishing topology of singular Milnor fibres of holomorphic families of arbitrary square, symmetric and skew-symmetric matrices with sufficiently many parameters. We define vanishing cycles on such fibres, prove an extended form of the Damon-Pike μ=τμ=τ conjecture about the families of a special type…

2019-09-10abs ↗pdf ↗

The paper connects Riemannian Gaussian distributions to random matrix theory and diffusion kernels.

problem Analyzing Riemannian Gaussian distributions on symmetric spaces.
method Analytical computation of marginals using orthogonal and skew orthogonal polynomials, and diffusion kernels.
result Riemannian Gaussian distributions are random matrix types, and their probability density functions can be computed analytically.

A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.

problem Efficient computation of derivatives for skew-symmetric matrices.
method Characterization of invertibility, construction of nearby logarithm, and efficient implementation.
result Explicit formulae for differentiation and its inverse of skew-symmetric matrix exponentials.

Determinants of theta curves and symmetric graphs are studied.

problem Understanding the determinants of theta curves and symmetric graphs.
method Combinatorial approach using Kirchhoff's Matrix Tree Theorem and spanning tree enumeration.
result The determinant of a simple theta curve is the product of the determinants of its constituent knots.

Derives a Hamiltonian model for 3D axially symmetric magnetohydrodynamics.

problem Modeling of 3D axially symmetric magnetohydrodynamics.
method Hamiltonian formulation and matrix discretization.
result First discrete model for 3D magnetohydrodynamics compatible with underlying Lie-Poisson structure.

Symmetric nonnegative matrix factorization (NMF), a special but important class of the general NMF, is demonstrated to be useful for data analysis and in particular for various clustering tasks. Unfortunately, designing fast algorithms for Symmetric NMF is not as easy as for the nonsymmetric counterpart, the latter adm…

2018-11-14abs ↗pdf ↗

The paper analyzes how over-parameterization affects GD convergence in matrix sensing problems.

problem Matrix sensing problem with over-parameterized gradient descent.
method Analyzes symmetric and asymmetric parameterizations, provides lower bounds and convergence rates.
result Over-parameterization slows down GD convergence, but asymmetric parameterization can speed up convergence.

Characterizes the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.

problem Characterizing the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.
method Introduce the diffeomorphic logarithm of special orthogonal matrices and an efficient algorithm.
result The region containing the principal logarithm has a special multiplicity structure.

Spectral clustering is a standard approach to label nodes on a graph by studying the (largest or lowest) eigenvalues of a symmetric real matrix such as e.g. the adjacency or the Laplacian. Recently, it has been argued that using instead a more complicated, non-symmetric and higher dimensional operator, related to the n…

2014-06-07abs ↗pdf ↗

The SCMU algorithm computes cone factorizations for symmetric cones, improving upon existing methods.

problem Computing cone factorizations for symmetric cones in optimization.
method Introduces and analyzes the symmetric-cone multiplicative update (SCMU) algorithm.
result The SCMU algorithm non-decreases the squared loss objective.

We develop a method to factorize symmetric sparse Boolean matrices efficiently.

problem Finding a symmetric factorization of a given matrix into a sparse, Boolean matrix.
method Polynomial-time algorithm based on bootstrapping higher-order information and tensor decomposition.
result A matrix with full column rank can be recovered with high probability when the matrix size is sufficiently large.

Improves matrix multiplication throughput for asymmetric bit-width operands.

problem Matrix multiplications between asymmetric bit-width operands, especially 8- and 4-bit, are not efficiently handled by existing SIMD instructions.
method Proposes a new SIMD matrix multiplication instruction that uses mixed precision on inputs (8- and 4-bit) and accumulates into 16-bit output, improving throughput.
result Offers 2x improvement in throughput compared to existing symmetric-operand-size instructions, with negligible overflow.

Classification of SL(n) covariant valuations on Orlicz spaces.

problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.

Estimates the probability of a random symmetric tensor being close to rank-one.

problem Estimating the probability of a random symmetric tensor being close to rank-one.
method Using Weyl's tube formula and techniques from Random Matrix theory, we study metric invariants of the real Veronese variety.
result Explicit formula for the reach and curvature coefficients of the real Veronese variety with respect to the Bombieri-Weyl metric.

Paper shows no spurious local minima in a specific matrix factorization problem.

problem Optimization of 1\ell_1-norm rank-one symmetric matrix factorization.
method Second-order variational analysis to study the landscape of the problem.
result Any second-order stationary point is globally optimal.

Paper proposes a deep learning method for better covariance matrix forecasting.

problem Suboptimal predictive performance in traditional matrix volatility forecasting.
method Riemannian-geometry-aware deep learning framework for symmetric positive definite matrices.
result Our method outperforms traditional approaches in predictive accuracy.

Symmetric nonnegative matrix factorization has found abundant applications in various domains by providing a symmetric low-rank decomposition of nonnegative matrices. In this paper we propose a Frank-Wolfe (FW) solver to optimize the symmetric nonnegative matrix factorization problem under a simplicial constraint, whic…

2017-06-20abs ↗pdf ↗

New connections on symmetric spaces with invariant properties.

problem Understanding invariant connections on hermitian symmetric spaces.
method Introduced a class of GG-invariant connections on homogeneous bundles over hermitian symmetric spaces.
result Parameter space of connections is a normal variety with a canonical anti-holomorphic involution.

We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson correlation matrices to the realm of complex eigenvalues. We employ some recent random…

2012-01-31abs ↗pdf ↗

We consider height functions on symmetric spaces MG/KM\cong G/K embedded in the associated matrix Lie group GG. In particular we study the relationship between the critical sets of the height function on GG and its restriction to MM. Also we prove that the gradient flow on MM can be integrated by means of a generaliz…

2013-07-23abs ↗pdf ↗