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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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48 results for symmetric positive-definite

Characterizes real left symmetric algebras with positive definite Koszul form and related Kähler-Einstein structures.

problem Characterizing real left symmetric algebras with positive definite Koszul form.
method Analyzes the properties of left multiplication operators and symmetric bilinear forms.
result Provides a complete characterization of real left symmetric algebras with positive definite Koszul form.

This work improves understanding of symmetrizing Bregman divergences on positive definite matrices.

problem Understanding which mean to use for symmetrizing Bregman divergences on positive definite matrices.
method Axiomatic definition of mean functionals and variational principles over the cone of positive definite matrices.
result The arithmetic mean is canonical for forward symmetrization, and the arithmetic, log-Euclidean, and harmonic means for reverse symmetrization.

Investigates locally symmetric polynomial metrics in Riemannian and Finslerian surfaces.

problem Analyzing locally symmetric polynomial metrics in Riemannian and Finslerian surfaces.
method Examines Riemannian and Finslerian surfaces, providing necessary and sufficient conditions for locally symmetric fourth root metrics in 2D and more complex conditions for higher dimensions.
result Formulates conditions for positive definiteness of locally symmetric polynomial metrics in Finslerian surfaces and provides explicit examples.

The Gaussian kernel is never positive-definite on Riemannian symmetric spaces.

problem Proving the non-positive-definiteness of the Gaussian kernel on non-Euclidean symmetric spaces.
method Developed new geometric and analytical arguments to rigorously characterize the positive-definiteness of the Gaussian kernel.
result L ⁣p^{\!\scriptscriptstyle p}-\hspace{0.02cm}Godement theorems provide necessary and sufficient conditions for positive-definiteness.

Paper proves MS convergence for radially symmetric kernels with large bandwidths.

problem Proving convergence of mean shift algorithm with radially symmetric kernels.
method Analyzes convergence of mean shift algorithm with radially symmetric, positive definite kernels.
result Guaranteed convergence for sufficiently large bandwidth in any dimension.

This paper derives radial fields on manifolds of symmetric positive definite matrices.

problem Lack of an expression for radial fields on manifolds of symmetric positive definite matrices.
method Derives an expression for radial fields on manifolds of symmetric positive definite matrices.
result Derives an expression for radial fields on manifolds of symmetric positive definite matrices.

New method classifies manifold-valued data using Riemannian geometry.

problem Classifying data on curved Riemannian manifolds.
method Probabilistic Learning Vector Quantization on Symmetric Positive Definite Matrices.
result The method outperforms traditional Euclidean methods on manifold-valued data.

Paper introduces a new distance measure for Gaussian Mixture Models.

problem Developing a new distance measure for Gaussian Mixture Models.
method Embedding K-component Gaussian Mixture Models into the manifold of symmetric positive definite matrices and calculating a lower bound for the Fisher-Rao metric.
result Demonstrated effectiveness through experiments on standard datasets.

Researchers found a way to measure energy in black hole perturbations.

problem Lack of positive-definite and conserved energy in black hole stability.
method Dimensional reduction and construction of a positive-definite energy functional.
result Conserved Hamiltonian energy for axially symmetric perturbations of Kerr black holes.

Paper introduces a generalized Bures-Wasserstein geometry for SPD matrices.

problem Understanding the geometry of SPD matrices for machine learning.
method Proposes a generalized Bures-Wasserstein geometry parameterized by a symmetric positive definite matrix.
result The GBW geometry outperforms the BW geometry in machine learning applications.

Proposes a new Sliced-Wasserstein distance for covariance matrices in M/EEG signals.

problem Efficiently dealing with distributions of covariance matrices in M/EEG multivariate time series.
method Defines a Sliced-Wasserstein distance for symmetric positive definite matrices and applies it to brain-age prediction and Brain Computer Interface applications.
result Demonstrates computational efficiency and strong theoretical guarantees for the proposed distance.

Symmetric Positive Definite (SPD) matrices have been used in many fields of medical data analysis. Many Riemannian metrics have been defined on this manifold but the choice of the Riemannian structure lacks a set of principles that could lead one to choose properly the metric. This drives us to introduce the principle …

2019-09-09abs ↗pdf ↗

Estimates Laplace eigenvalues and diameter for Lie group metrics.

problem Estimating Laplace eigenvalues and diameter for left-invariant metrics on compact Lie groups.
method Relates left-invariant metrics to positive definite matrices and uses eigenvalue properties.
result Partial answers to Eldredge's conjecture on Laplace eigenvalues and diameter.

As a difference with the positive-definite Riemannian case, in the Lorentzian case there exists proper second-order symmetric spacetimes, i.e., those with vanishing second covariant derivative of the Riemannian tensor (Rλμνρ;α;β=0R_{λμνρ;α;β}=0) which are not locally symmetric (Rλμνρ;α0R_{λμνρ;α}\neq 0). In fact, they lie in the clas…

2010-01-20abs ↗pdf ↗

Mathematical foundation for phylogenetic tree uncertainty quantification.

problem Uncertainty in evolutionary relationships between species.
method Introducing the Wald space as a subset of symmetric positive definite matrices, studying its topology and structure, and proposing a new numerical method for geodesics and curvature.
result Wald space has a topology of disjoint open cubes, is contractible, and is a Whitney stratified space of type (A).

This work proves Kerr black holes are dynamically stable under certain perturbations.

problem Dynamical stability of Kerr black holes under axially symmetric perturbations.
method Dimensional reduction to 2+1 Einstein-wave map system, construction of positive-definite energy functional, proving boundary terms vanish.
result Strictly conserved positive energy for axially symmetric linear perturbations of Kerr black holes.

New pivoting strategy improves trace norm contraction in low-rank approximation.

problem Finding good low-rank approximations of symmetric, positive-definite matrices.
method Choosing rows with likelihood proportional to Aii2A_{ii}^2 for randomly pivoted partial Cholesky algorithm.
result Same trace norm contraction result in Frobenius norm for improved pivoting strategy.

Researchers approximate partition functions on Riemannian spaces in the large N limit.

problem Computing normalization factors (partition functions) on Riemannian symmetric spaces is challenging.
method Approximation techniques in the large N limit, including saddle-point equations.
result Formulas for leading order terms in the large N limit of SPD matrices and related spaces.

Study of metrics on positive-definite matrices from power potential, linking to power means.

problem Understanding metrics on positive-definite matrices derived from power potential.
method Explicit expressions for geodesics and distance function derived from Hessian of power potential.
result Geodesics and distance function converge to weighted matrix geometric mean as β tends to zero.

The present paper proposes generalized Gaussian kernel adaptive filtering, where the kernel parameters are adaptive and data-driven. The Gaussian kernel is parametrized by a center vector and a symmetric positive definite (SPD) precision matrix, which is regarded as a generalization of the scalar width parameter. These…

2018-04-25abs ↗pdf ↗

We study nn-ary commutative superalgebras and LL_{\infty}-algebras that possess a skew-symmetric invariant form, using the derived bracket formalism. This class of superalgebras includes for instance Lie algebras and their nn-ary generalizations, commutative associative and Jordan algebras with an invariant form. We…

2014-09-11abs ↗pdf ↗

The paper explores totally geodesic submanifolds in SPD matrices and their properties.

problem Characterizing and understanding totally geodesic submanifolds in SPD matrices.
method Detailed geometric analysis and projection properties of SPD matrices.
result A non-linear projection on totally geodesic submanifolds has the minimizing property.

New algorithm accelerates optimization on Riemannian manifolds, including Wasserstein space.

problem Accelerating optimization methods in Riemannian geometry.
method Dynamic stepsize algorithms on Riemannian manifolds with specific vector transport.
result First provable accelerated gradient method in Wasserstein space.

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.

Log Sobolev and Michael Simon inequalities for tensor fields on curved manifolds.

problem Establishing inequalities for tensor fields on curved manifolds.
method Applying the ABP method to symmetric tensor fields on manifolds with nonnegative sectional curvature.
result Log Sobolev and Michael Simon inequalities for tensor fields.

We introduce a wrapped Gaussian for SPD matrices, enhancing data analysis.

problem Handling circular and non-flat data distributions on SPD manifolds.
method Introduced a non-isotropic wrapped Gaussian using the exponential map, derived theoretical properties, and proposed a maximum likelihood framework.
result Demonstrated the robustness and flexibility of the wrapped Gaussian model on synthetic and real-world datasets.