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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.

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265277103 · May 202619922001200920172026
48 results for trace norm

The trace norm is widely used in multi-task learning as it can discover low-rank structures among tasks in terms of model parameters. Nowadays, with the emerging of big datasets and the popularity of deep learning techniques, tensor trace norms have been used for deep multi-task models. However, existing tensor trace n…

2020-02-12abs ↗pdf ↗

We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this…

2012-10-18abs ↗pdf ↗

Using the 1\ell_1-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account the correlation of the design matrix to stabilize the estimation. This norm, ca…

2011-09-09abs ↗pdf ↗

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.

Unified formula for higher traces of linear maps on finite-dimensional normed spaces.

problem Unified trace-average formula for higher traces of linear maps.
method Unified trace-average formula for the k-th higher trace of a linear operator A on a finite-dimensional normed space.
result Unified trace-average formula holds for all A if and only if the operator-valued average equals the identity.

We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank matrix reconstruction using both the trace-norm, as well as the less-studied max-no…

2011-02-18abs ↗pdf ↗

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w…

2017-05-15abs ↗pdf ↗

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a range of applications and the standard trace-norm relaxation can behave very poorly …

2013-03-02abs ↗pdf ↗

Spectral regularization simplifies sequence models by focusing on grammatical simplicity.

problem Sequence modeling challenges in learning tasks.
method Introduces spectral regularization based on Hankel matrices and trace norm, addressing bi-infinite matrices with an unbiased estimator.
result Demonstrates spectral regularization's potential benefits on Tomita grammars.

We study the problem of learning a tensor from a set of linear measurements. A prominent methodology for this problem is based on a generalization of trace norm regularization, which has been used extensively for learning low rank matrices, to the tensor setting. In this paper, we highlight some limitations of this app…

2013-07-17abs ↗pdf ↗

We study the Thurston norm on the second homology of a 3-manifold M, which is the surface bundle over the circle with a pseudo-Anosov monodromy. A novelty of our approach consists in the application of the C*-algebras to a problem in topology. Namely, one associates to M a C*-algebra, whose K-theory gives rise to an al…

2002-06-19abs ↗pdf ↗

GL-LowPopArt improves minimax-optimal estimation for trace regression.

problem Minimizing estimation error in generalized low-rank trace regression.
method Two-stage approach: nuclear norm regularization followed by matrix Catoni estimation.
result Achieves instance-wise optimal error bounds up to condition number.

Study optimizes KSD estimation from samples, revealing Hilbert-Schmidt vs trace scales.

problem Optimizing estimation of Kernel Stein Discrepancy from samples.
method Identifying and comparing minimax scales for U-statistic and V-statistic.
result Hilbert-Schmidt norm of Stein covariance operator gives optimal scale.

The spectral kk-support norm enjoys good estimation properties in low rank matrix learning problems, empirically outperforming the trace norm. Its unit ball is the convex hull of rank kk matrices with unit Frobenius norm. In this paper we generalize the norm to the spectral (k,p)(k,p)-support norm, whose additional para…

2016-01-04abs ↗pdf ↗

The kk-support norm is a regularizer which has been successfully applied to sparse vector prediction problems. We show that it belongs to a general class of norms which can be formulated as a parameterized infimum over quadratics. We further extend the kk-support norm to matrices, and we observe that it is a special …

2014-03-06abs ↗pdf ↗

We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a linear combination of the basis functions. By assuming that the coefficient matrix …

2012-06-02abs ↗pdf ↗

An important and natural question in the analysis of Ricci flow singularity formation in dimensions four and above is as follows: What are the weakest conditions that provide control of the norm of the Riemann curvature tensor? In this short note, we show that on a compact manifold, the trace-free Ricci tensor is contr…

2007-11-07abs ↗pdf ↗

One of the popular approaches for low-rank tensor completion is to use the latent trace norm regularization. However, most existing works in this direction learn a sparse combination of tensors. In this work, we fill this gap by proposing a variant of the latent trace norm that helps in learning a non-sparse combinatio…

2017-12-04abs ↗pdf ↗

Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple factors, subspace clustering and low-rank sparse bilinear regression as potential ap…

2014-07-19abs ↗pdf ↗

If (M,g)(M,g) is a compact real analytic Riemannian manifold, we give a necessary and sufficient condition for there to be a sequence of quasimodes of order o(λ)o(λ) saturating sup-norm estimates. In particular, it gives optimal conditions for existence of eigenfunctions satisfying maximal sup norm bounds. The condition is …

2013-11-15abs ↗pdf ↗

We consider the problem of unveiling the implicit network structure of node interactions (such as user interactions in a social network), based only on high-frequency timestamps. Our inference is based on the minimization of the least-squares loss associated with a multivariate Hawkes model, penalized by 1\ell_1 and t…

2015-01-04abs ↗pdf ↗

Muon dynamics study uses spectral Wasserstein flow for optimization stability.

problem Optimizing deep learning models with gradient normalization.
method Introduces Spectral Wasserstein distances for matrix flows, proving equivalence with Benamou--Brenier formulation.
result Gradient-flow interpretation of mean-field normalized training dynamics.

Let (Mn,g)(n3)(M^n, g)(n\geq3) be an nn-dimensional complete Riemannian manifold with harmonic curvature and positive Yamabe constant. Denote by RR and Rm˚\mathring{Rm} the scalar curvature and the trace-free Riemannian curvature tensor of MM, respectively. The main result of this paper states that Rm˚\mathring{Rm} goes to ze…

2015-11-23abs ↗pdf ↗

We consider the problem of recovering a low-rank matrix from its clipped observations. Clipping is conceivable in many scientific areas that obstructs statistical analyses. On the other hand, matrix completion (MC) methods can recover a low-rank matrix from various information deficits by using the principle of low-ran…

2018-09-13abs ↗pdf ↗

The paper introduces a penalized matrix estimation procedure aiming at solutions which are sparse and low-rank at the same time. Such structures arise in the context of social networks or protein interactions where underlying graphs have adjacency matrices which are block-diagonal in the appropriate basis. We introduce…

2012-06-27abs ↗pdf ↗

Density matrices are positively semi-definite Hermitian matrices with unit trace that describe the states of quantum systems. Many quantum systems of physical interest can be represented as high-dimensional low rank density matrices. A popular problem in {\it quantum state tomography} (QST) is to estimate the unknown l…

2016-10-16abs ↗pdf ↗

In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation methods that are based on minimizing convex objective functions. The first method minimizes the sum of squared residuals with a nuclear (trace) norm regularization. The second method minimizes the nuclear …

2018-10-25abs ↗pdf ↗

Study bounds for Brownian motion on manifolds with sticky boundary conditions.

problem Proving geometric bounds for Brownian motion on manifolds with sticky boundary conditions.
method Interpolation involving energy interactions between boundary and interior of the manifold.
result Explicit geometric bounds on Steklov eigenvalues, boundary trace operators, and boundary trace logarithmic Sobolev constants.

The paper proves rigidity and vanishing theorems for translating solitons.

problem Understanding the properties of translating solitons in geometry.
method Using Sobolev inequalities and LqL^q-norms, the paper proves rigidity and vanishing theorems.
result Translating solitons are shown to be hypersurfaces under certain conditions.