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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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98196294392 · Jun 202019922001200920172026
48 results for tensor power iterations

Paper refutes conjecture on tensor power iteration convergence in overcomplete models.

problem Understanding convergence of tensor power iteration in overcomplete random tensors.
method Analysis of tensor power iteration dynamics from random initialization.
result Polynomially many steps are necessary for convergence, refutes logarithmic conjecture.

Sharp analysis of power iteration for tensor PCA, improving convergence and stopping criteria.

problem Analyzing the power iteration algorithm for tensor PCA to improve convergence and stopping criteria.
method Sharp bounds on the number of iterations, revealing a smaller algorithmic threshold, proposing a stopping criterion.
result Sharp bounds on the number of iterations required for power method to converge, revealing a smaller algorithmic threshold than previously conjectured.

We present a novel analysis of the dynamics of tensor power iterations in the overcomplete regime where the tensor CP rank is larger than the input dimension. Finding the CP decomposition of an overcomplete tensor is NP-hard in general. We consider the case where the tensor components are randomly drawn, and show that …

2014-11-06abs ↗pdf ↗

Study spectral learning for odeco tensors, addressing initialization bottlenecks.

problem Recovering orthogonally decomposable tensors under noise.
method Investigates perturbation bounds, non-convex optimization, and initialization strategies.
result Initialization is the main bottleneck for efficient algorithms.

QAOA matches classical tensor power iteration in spiked tensor model recovery.

problem Statistical estimation in spiked tensor model with computational gap.
method Analysis of QAOA performance on spiked tensor model.
result QAOA weak recovery threshold matches tensor power iteration.

SMPI recovers tensor spikes from noisy data with improved performance.

problem Recovering tensor spikes corrupted by Gaussian noise.
method Selective Multiple Power Iterations (SMPI) with polynomial random initializations and symmetrized tensor power iterations.
result SMPI outperforms existing algorithms and approaches theoretical optimal recovery.

Tensor CANDECOMP/PARAFAC (CP) decomposition has wide applications in statistical learning of latent variable models and in data mining. In this paper, we propose fast and randomized tensor CP decomposition algorithms based on sketching. We build on the idea of count sketches, but introduce many novel ideas which are un…

2015-06-14abs ↗pdf ↗

Study efficient power iteration for tensor models, proving convergence under specific conditions.

problem Simultaneous alternating power iteration for fixed-order asymmetric rank-one spiked tensor models.
method Finite-iteration local theory, geometrically decaying transient, fixed-order multilinear noise event, warm-start mechanism.
result Convergence to the unique informative local fixed point under specific conditions.

We consider the Principal Component Analysis problem for large tensors of arbitrary order kk under a single-spike (or rank-one plus noise) model. On the one hand, we use information theory, and recent results in probability theory, to establish necessary and sufficient conditions under which the principal component ca…

2014-11-04abs ↗pdf ↗

New tensor recovery method uses Riemannian optimization on Segre manifold.

problem Recovering low-rank tensors from noisy measurements.
method Riemannian Gradient Descent (RGD) and Riemannian Gauss-Newton (RGN) algorithms over the Segre manifold.
result Proven convergence rates for RGD and RGN under mild noise assumptions.

New algorithm recovers tensor factors from incomplete measurements efficiently.

problem Recovering tensor factors from incomplete measurements.
method Scaled gradient descent (ScaledGD) algorithm with spectral initializations.
result ScaledGD provably converges linearly for tensor completion and regression.

This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which exploits a certain tensor structure in their low-order observable moments (typically…

2012-10-29abs ↗pdf ↗

We propose a novel sparse tensor decomposition method, namely Tensor Truncated Power (TTP) method, that incorporates variable selection into the estimation of decomposition components. The sparsity is achieved via an efficient truncation step embedded in the tensor power iteration. Our method applies to a broad family …

2015-02-05abs ↗pdf ↗

In every point of a Kähler manifold there exist special holomorphic coordinates well adapted to the underlying geometry. Comparing these Kähler normal coordinates with the Riemannian normal coordinates defined via the exponential map we prove that their difference is a universal power series in the curvature tensor and…

2017-07-20abs ↗pdf ↗

A classical theorem of Riemannian geometry, due in its original form to Cartan, states that the Taylor expansion of the metric in geodesic normal coordinates is a universal formal power series involving only the symmetrizations of the iterated covariant derivatives of the curvature tensor; this is known as the jet isom…

2015-09-28abs ↗pdf ↗

Novel tensor perturbation bounds for orthogonal iteration methods.

problem Developing robust bounds for tensor reconstruction and subspace estimation.
method Blockwise tensor perturbation bounds for high-order orthogonal iteration (HOOI).
result Upper bounds for singular subspace estimation converge linearly and tensor reconstruction error bound is characterized by a simple quantity.

We interpret tensors on a smooth manifold M as differential forms over a graded commutative algebra called the algebra of iterated differential forms over M. This allows us to put standard tensor calculus in a new differentially closed context and, in particular, enriches it with new natural operations. Applications wi…

2006-05-04abs ↗pdf ↗

Developing efficient and guaranteed nonconvex algorithms has been an important challenge in modern machine learning. Algorithms with good empirical performance such as stochastic gradient descent often lack theoretical guarantees. In this paper, we analyze the class of homotopy or continuation methods for global optimi…

2016-10-28abs ↗pdf ↗

In this paper, we resolve many of the key algorithmic questions regarding robustness, memory efficiency, and differential privacy of tensor decomposition. We propose simple variants of the tensor power method which enjoy these strong properties. We present the first guarantees for online tensor power method which has a…

2016-06-20abs ↗pdf ↗

Study geodesic X-ray transforms on hyperbolic surfaces, proposing new reconstruction methods.

problem Inverting geodesic X-ray transforms for symmetric tensor fields on asymptotically hyperbolic surfaces.
method Developed a decomposition theorem for m-tensor fields, used Guillemin-Kazhdan operators and 0-calculus, and provided explicit reconstruction methods.
result Explicit reconstruction methods for even tensor fields from their X-ray transform or normal operator.

Paper studies statistical-computational trade-offs in tensor PCA and related problems.

problem Statistical-computational gap in tensor PCA estimation.
method Derives computational lower bounds using communication complexity.
result Lower bounds specify trade-off among passes, sample size, and memory.

Recovery of low-rank matrices from a small number of linear measurements is now well-known to be possible under various model assumptions on the measurements. Such results demonstrate robustness and are backed with provable theoretical guarantees. However, extensions to tensor recovery have only recently began to be st…

2019-08-22abs ↗pdf ↗

Study shows Bergman kernel quotient approaches one for punctured surfaces.

problem Analyzing Bergman kernels on punctured Riemann surfaces.
method Examined a punctured Riemann surface with a specific metric and line bundle, calculating quotient of Bergman kernels.
result The quotient of Bergman kernels tends to one as tensor power increases.

Community detection is the task of detecting hidden communities from observed interactions. Guaranteed community detection has so far been mostly limited to models with non-overlapping communities such as the stochastic block model. In this paper, we remove this restriction, and provide guaranteed community detection f…

2013-02-12abs ↗pdf ↗

The paper studies volumes of direct images for high tensor powers of ample bundles.

problem Understanding asymptotics of Monge-Ampère volumes for high tensor powers of ample line bundles.
method Analyzes the leading term of asymptotics and classifies bundles saturating a topological bound.
result Provides a characterization of bundles admitting projectively flat Hermitian structures in the case of high symmetric powers of ample vector bundles.

CP-factorization for high-dimensional tensor time series and double projection iterations

problem Identifying and estimating factor loadings in CP decomposition for high-dimensional tensor time series
method One-pass estimation procedure using standard eigen-analysis for matrix constructed based on serial dependence
result Asymptotic properties established under general settings, adapt to sparsity, accommodates weak factors

New algorithms improve tensor CP decomposition under mild conditions.

problem Improving tensor CP decomposition with theoretical guarantees under mild incoherence conditions.
method Composite PCA and Concurrent Orthogonalization algorithms.
result Theoretical guarantees and practical superiority over existing methods.

Efficient method for tensor linear form inference with noisy incomplete data.

problem Statistical inference of tensor linear forms with incomplete and noisy observations.
method Initial estimate + debiasing + one-step power iteration.
result Optimal uncertainty quantification and statistical-to-computational gaps examined.

Efficiently samples complex distributions using tensor train format.

problem Sampling from high-dimensional complex probability densities efficiently.
method Integrates tensor train format with backward stochastic differential equations (BSDEs) for fast, robust, and accurate sampling.
result Improved efficiency in sampling from challenging target distributions.

Characterizes a specific type of neural network for alternating group equivariance.

problem Understanding and characterizing neural networks with alternating group equivariance.
method Characterization of all possible AnA_n-equivariant neural networks using tensor powers of Rn\mathbb{R}^{n}.
result Found a basis of matrices for learnable, linear AnA_n-equivariant layer functions.

NA0_0CT2^2 improves tensor regression predictions with 0\ell_0 regularization.

problem Improving tensor regression predictions with structural information.
method Noise-Augmented 0\ell_0 regularization on Tucker decomposition.
result Achieves exact 0\ell_0 regularization on core tensor in linear and generalized linear tensor regression.

Tensor regression networks achieve high compression rate of neural networks while having slight impact on performances. They do so by imposing low tensor rank structure on the weight matrices of fully connected layers. In recent years, tensor regression networks have been investigated from the perspective of their comp…

2017-12-27abs ↗pdf ↗

Study asymptotics of extension and orthogonal Bergman kernels for high tensor powers of positive line bundles.

problem Asymptotic behavior of Bergman kernels for high tensor powers of positive line bundles.
method Analyzing the Schwartz kernel of the Ohsawa-Takegoshi extension operator and orthogonal Bergman projector, proving exponential estimates and asymptotic expansions.
result Explicit asymptotic expansions for the Ohsawa-Takegoshi extension operator and orthogonal Bergman projector.

We provide a sufficient condition for the local stability of closed Einstein manifolds of positive Ricci curvature under the Ricci iteration in terms of the spectrum of the Lichnerowicz Laplacian acting on divergence-free tensor fields. We use this result to consider the stability of several Einstein manifolds under th…

2019-07-24abs ↗pdf ↗