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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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21416282 · May 202619922001200920172026
48 results for symmetric positive-definite cone

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.

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.

New distances for comparing multivariate normal distributions.

problem Comparing multivariate normal distributions efficiently and accurately.
method Approximated Fisher-Rao distance and pullback SPD cone distances.
result Efficient computation of distances between normal distributions.

The study describes special real manifolds and invariant admissible cubics in Vinberg cones.

problem Understanding special real manifolds and invariant admissible cubics in Vinberg cones.
method Simplified Vinberg theory using Nil-algebras to describe invariant functions and polynomials.
result Examples of continuous families of non-homogeneous special real manifolds.

The paper explores Cholesky decompositions for symmetric matrices and their geometric properties.

problem Understanding the structure and properties of symmetric matrices through Cholesky decompositions.
method Introducing cones of symmetric matrices, proving Cholesky-type factorizations, and showing geometric properties.
result Each symmetric matrix admits an uncountable family of Cholesky-type factorizations, and these cones are isometric Riemannian manifolds.

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.

New geometric structures defined on SPD matrices for better understanding.

problem Understanding SPD matrices and their geometric properties.
method Introducing Finslerian and dual information-geometric structures on James' bicone domain.
result Geodesics correspond to straight lines in coordinate systems, and new dissimilarities generalize existing ones.

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.

Study of J-Hermitian matrices and geometric mean definition.

problem Understanding the cone of J-Hermitian matrices and its geometric mean.
method Analysis of the cone structure, Riemannian structure, and definition of J-geometric mean.
result Uniquely characterized J-geometric mean defined as a solution to a Riccati-type equation.

Positive definite matrices abound in a dazzling variety of applications. This ubiquity can be in part attributed to their rich geometric structure: positive definite matrices form a self-dual convex cone whose strict interior is a Riemannian manifold. The manifold view is endowed with a "natural" distance function whil…

2011-10-08abs ↗pdf ↗

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.

We introduce new partial orders on the set Sn+S^+_n of positive-definite matrices of dimension nn derived from the homogeneous geometry of Sn+S^+_n induced by the natural transitive action of the general linear group GL(n)GL(n). The orders are induced by affine-invariant cone fields, which arise naturally from a local anal…

2017-12-07abs ↗pdf ↗

Bounded symmetric domains are biholomorphic to tube domains over Finsler symmetric cones.

problem Characterizing biholomorphic mappings between tube domains and bounded symmetric domains.
method Analyzing properties of Finsler symmetric cones and unital JB-algebras.
result Tube domains over Finsler symmetric cones are biholomorphic to bounded symmetric domains.

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.

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.

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.

New Calabi-Yau metrics found on complex symmetric spaces.

problem Finding Calabi-Yau metrics on complex symmetric spaces.
method Complete Calabi-Yau metrics with prescribed horospherical singular tangent cone.
result First examples of Calabi-Yau smoothings of singular tangent cones.

It is well known that if the dimension of the Sasaki cone is greater than one, then all Sasakian structures are either positive or indefinite. We discuss the phenomenon of type changing within a fixed Sasaki cone. Assuming henceforth that the dimension of the Sasaki cone is greater than one, there are three possibiliti…

2018-08-09abs ↗pdf ↗

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.

For two positive integers m and n, we let Pn{\mathcal P}_n be the open convex cone in Rn(n+1)/2{\mathbb R}^{n(n+1)/2} consisting of positive definite n x n real symmetric matrices and let R(m,n){\mathbb R}^{(m,n)} be the set of all m x n real matrices. In this article, we investigate differential operators on the non-reductive ma…

2006-11-13abs ↗pdf ↗

New scalable geometric framework for SPD matrices.

problem Costly spectral computations in SPD matrix analysis.
method Efficient computation of extreme generalized eigenvalues through Hilbert and Thompson geometries of the semidefinite cone.
result Existence and uniqueness of a novel iterative mean of SPD matrices.

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.

The paper studies horofunction compactifications of symmetric cones under Finsler distances.

problem Understanding horofunction compactifications of symmetric cones under Finsler distances.
method Establishing a correspondence between horofunction compactifications of symmetric cones and normed spaces, using Thompson and Hilbert distances.
result Explicit extensions of the exponential map and characterizations of horofunctions for Thompson and Hilbert distances.

Study finds volume minimization principle for conical Calabi-Yau structures on horospherical cones.

problem Existence and classification of conical Calabi-Yau structures on horospherical cones.
method Variational approach to establish equivalence between volume minimization and existence of conical Calabi-Yau structures.
result Existence of many irregular horospherical cones with mild singularities.

A flat complete causal Lorentzian manifold is called {\it strictly causal} if the past and the future of each its point are closed near this point. We consider strictly causal manifolds with unipotent holonomy groups and assign to a manifold of this type four nonnegative integers (a signature) and a parabola in the con…

2005-09-13abs ↗pdf ↗

In symmetric cones, a non-empty locus satisfies the WDVV equation, generalizing previous results.

problem Finding a non-empty locus in symmetric cones where the WDVV equation holds.
method Combining algebraic/geometric and analytic approaches, including Calabi's work on Monge-Ampère equations.
result A non-empty locus in symmetric cones satisfies the WDVV equation, generalizing previous results.

New Ricci flow solutions found with rotational symmetry and cone-like singularities.

problem Finding Ricci flow solutions with specific symmetry and singularity properties.
method Rotationally symmetric Ricci flow with scaling-invariant curvature bounds, using approximation method.
result Complete Ricci flow solution with cone-like singularity at the origin.

In his paper "Shapes of Polyhedra and Triangulations of the Sphere", Thurston found that the set of shapes of convex polyhedra with prescribed cone-deficits has a complex hyperbolic structure. Inspired by his work, this paper studies the set of shapes of centrally symmetric octahedra with prescribed cone-deficits. We s…

2018-10-13abs ↗pdf ↗

Noise titration benchmarks time series forecasting models rigorously.

problem Evaluation of time series forecasting models is often flawed due to lack of interventionist methods.
method Interventionist benchmarking using Gaussian noise titration of dynamical systems.
result Fern model outperforms state-of-the-art models in non-stationary conditions.

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 ↗

Study on minimizing singular capillary cones with stability and instability results.

problem Minimizing singular capillary cones with free boundary.
method Stability criterion à la Jerison-Savin, Simons-type inequality for convex, homogeneous, symmetric functions of principal curvatures, boundary condition specific to capillary setting.
result Minimizing cones with non-sign-changing mean curvature are flat in dimensions up to 4, and non-trivial axially symmetric cones are unstable in dimensions up to 6.