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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 totally positive matrices

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.

Method estimates M-matrices in graphical models with improved accuracy.

problem Estimating M-matrices as precision matrices in Gaussian graphical models.
method Adaptive multiple-stage estimation method solving weighted ℓ1-regularized problems.
result Method outperforms state-of-the-art methods in precision matrix estimation and graph edge identification.

The paper studies totally nonnegative parts of flag varieties and their topologies.

problem Understanding the topology of totally nonnegative flag varieties.
method Algebraic, geometric, and dynamical perspectives; orbit context; gradient flows; Riemannian metrics.
result Positivity is preserved in certain metrics on the totally nonnegative part of flag varieties.

New proof of trapezoidal property for Alexander polynomials of special alternating links.

problem Proving trapezoidal property of Alexander polynomials for special alternating links.
method Analyzing vector configurations from matroids and totally positive matrices.
result Alexander polynomials of special alternating links exhibit log-concavity and trapezoidal properties.

We prove in this paper that the weighted volume of the set of integral transportation matrices between two integral histograms r and c of equal sum is a positive definite kernel of r and c when the set of considered weights forms a positive definite matrix. The computation of this quantity, despite being the subject of…

2012-09-12abs ↗pdf ↗

The paper defines and studies the geometric mean for tensors and its associated Riemannian geometry.

problem Defining and studying the geometric mean for tensors.
method Generalized geometric mean for tensors using T-product, verified properties, and investigated Riemannian manifold.
result Geometric mean of T-positive definite tensors is a unique solution of algebraic Riccati tensor equations and a midpoint of geodesics.

This paper tackles fitting multilevel low rank matrices by addressing three problems.

problem Fitting a given matrix by an MLR matrix in the Frobenius norm.
method Factor fitting, rank allocation, and hierarchical partitioning.
result The proposed methods can fit a given matrix by an MLR matrix in the Frobenius norm.

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.

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.

New geometric framework for positive semidefinite matrices of fixed rank.

problem Statistical analysis of positive semidefinite matrices of fixed rank.
method Introducing a manifold S(n,p)S(n,p)^{*} with Riemannian geometry and Lie group structure.
result Analytical closed forms for geodesics and Fréchet means.

Paper derives explicit expression of Alekseev-Meinrenken diffeomorphism.

problem Understanding the Alekseev-Meinrenken diffeomorphism.
method Via the Stokes phenomenon of meromorphic linear systems of ODEs with Poncaré rank 1.
result Explicit expression of the Alekseev-Meinrenken diffeomorphism.

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.

Bootstrapping regularizes singular correlation matrices, reducing the need for complex regularization.

problem Singular correlation matrices in large datasets.
method Averaging bootstrapped correlation matrices to ensure positive-definiteness.
result The averaged correlation matrix is almost surely positive-definite with a sufficient number of bootstraps.

The crossing matrix of a braid on NN strands is the N×NN\times N integer matrix with zero diagonal whose i,ji,j entry is the algebraic number (positive minus negative) of crossings by strand ii over strand jj . When restricted to the subgroup of pure braids, this defines a homomorphism onto the additive subgroup of $N…

2018-05-30abs ↗pdf ↗

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.

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.

Study on nonspin manifolds with spin boundary, showing nonconnectedness and nontrivial fundamental group.

problem Understanding spaces of positive scalar curvature metrics on totally nonspin manifolds.
method Analysis of positive scalar curvature metrics on manifolds with spin boundary, using propagation techniques.
result Spaces of positive scalar curvature metrics are not connected and have nontrivial fundamental groups for certain dimensions.

A new matrix concentration inequality for random products of matrices.

problem Understanding the behavior of random matrix products under bounded independent positive semidefinite matrices.
method Developed a non-asymptotic concentration inequality for the product of matrices.
result The inequality provides a bound on the deviation of the matrix product from its expected value.

The study sets limits on heat equation solutions' Hessians on curved spaces.

problem Bounding Hessians of positive solutions to heat equations on Kähler manifolds.
method Global and local upper bounds for Hessian matrices under curvature constraints.
result Improved bounds on Hessians for Riemannian manifolds with lower sectional curvature.

New proofs given for space curves with totally positive torsion.

problem Description of convex hulls of space curves with totally positive torsion.
method New proofs of parametric representation, surface area, and volume formulas.
result Recovery of formulas for convex hull's surface area and volume.

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.

Denise learns a function to quickly decompose covariance matrices robustly.

problem Robustly decomposing covariance matrices for feature extraction.
method Deep learning for symmetric positive semidefinite matrices.
result Denise achieves state-of-the-art performance in decomposition quality and speed.

The paper proves uniformization for specific curvature types on manifolds.

problem Uniformizing fourth order conformal curvature on Riemannian manifolds.
method Proving existence of conformal deformations for specific curvature conditions.
result Existence of conformal deformations for positive Yamabe invariant and total Q-curvature.

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.

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 ↗

Classifies totally geodesic submanifolds in Hopf-Berger spheres.

problem Classifying totally geodesic submanifolds in Hopf-Berger spheres.
method Investigates Hopf-Berger spheres, a special family of homogeneous spaces diffeomorphic to spheres constructed via Hopf fibrations.
result Discovered intriguing examples of totally geodesic submanifolds, including isometric submanifolds of real projective spaces and non-congruent submanifolds.

This article provides the mathematical foundation for stochastically continuous affine processes on the cone of positive semidefinite symmetric matrices. This analysis has been motivated by a large and growing use of matrix-valued affine processes in finance, including multi-asset option pricing with stochastic volatil…

2009-10-01abs ↗pdf ↗

Positive simplicial volume found for certain non-positively curved manifolds with specific submanifolds.

problem Determining conditions for positive simplicial volume in non-positively curved manifolds.
method Analyzing isolated, closed totally geodesic submanifolds of codimension one and their impact on simplicial volume.
result Positive simplicial volume for certain non-positively curved manifolds with specific submanifolds.

Total torsion of 3D lines of curvature is an integer multiple of 2π.

problem Understanding the total torsion of 3D lines of curvature in Riemannian manifolds.
method Analyzing the properties of well-positioned lines of curvature and using the total torsion theorem for spherical curves.
result The total torsion of a well-positioned line of curvature is an integer multiple of 2π.