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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.

169,051 papers · 148 categories

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153307460613 · Jun 202019922001200920182026
48 results for two matrices

Polynomial time algorithm matches correlated Gaussian matrices without vanishing correlation.

problem Matching vertices in two correlated Erdős-Rényi graphs.
method Iterative matching algorithm for correlated Gaussian Wigner matrices.
result First polynomial time algorithm for graph matching with arbitrarily small constant correlation.

Random feature matrices' singular values concentrate near their full expectation in high dimensions.

problem Characterizing the spectra of random feature matrices for regression problems.
method Analyzing two settings of input variables (random or well-separated) with conditions on dimension, complexity ratio, and sampling variance.
result The singular values of random feature matrices concentrate near their full expectation and near one with high probability.

We define homological matrices, construct examples of one-dimension restricted homological quantum field theories, and show a relationship between the two theories.

2005-10-20abs ↗pdf ↗

The paper presents two schemes for sampling matrices from specific distributions on a manifold.

problem Sampling matrices from Gibbs distributions on the manifold of positive semi-definite matrices with fixed rank.
method Two explicit schemes based on Euler-Maruyama discretization of the Riemannian Langevin equation with Brownian motion on the manifold.
result Numerical validation of the schemes using specific energy functions and metrics.

Two algorithms estimate Wasserstein distance matrices from few entries for manifold learning.

problem Estimating Wasserstein distance matrices from limited data for manifold learning.
method Proposes two algorithms: matrix completion and Nyström completion for square Wasserstein matrices.
result Nyström completion can outperform matrix completion with a fixed sample budget and improve classification stability.

New binary matrices improve compressed sensing with faster and less storage requirements.

problem Achieving robust sparse recovery with binary measurement matrices.
method Derived bounds and conditions for binary matrices to satisfy the robust null space property (RNSP).
result Binary matrices with girth six are nearly optimal for compressed sensing.

Paper predicts travel costs across regions using neural networks.

problem Predicting travel costs in sparse, stochastic OD matrices.
method Recurrent Multi-Graph Neural Networks (R-MGNN) for sparse, stochastic OD matrix forecasting.
result Framework effectively predicts future OD matrices without empty elements.

This paper studies geodesics between covariance matrices of different ranks using the Bures-Wasserstein metric.

problem Geodesics between covariance matrices of varying ranks.
method Analyzes the Bures-Wasserstein distance on covariance matrices, completing previous work on geodesics and providing explicit formulas.
result The set of all minimizing geodesics between two covariance matrices is parametrized by a closed unit ball in R(kr)imes(lr)\mathbb{R}^{(k-r) imes(l-r)}.

FedSPDnet improves federated learning for SPD matrices, outperforming existing methods.

problem Federated learning for SPD matrices with orthogonality constraints.
method Two efficient aggregation strategies: ProjAvg and RLAvg, preserving geometric structure.
result FedSPDnet outperforms federated EEGnet in F1 score and robustness to federation and partial participation.

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.

Researchers construct explicit bundles for ALF metrics, revealing rational patching matrices for gravitational instantons.

problem Constructing explicit toric Ricci-flat metrics and their associated bundles.
method Explicit construction of patching matrices for ALF metrics and gravitational instantons.
result Rational form of patching matrices for gravitational instantons in the Chen--Teo family.

Proposes BONMI for integrating noisy matrices from multi-source data.

problem Integrating noisy matrices from multi-source data with block-wise missingness.
method Exploits orthogonal Procrustes problem to align eigenspaces and completes missing blocks.
result Statistical rate for eigenspace of underlying matrix comparable to independently missing assumption.

DiffeoCFM efficiently generates realistic brain connectivity matrices using pullback metrics.

problem Generating realistic brain connectivity matrices for population heterogeneity analysis.
method Conditional flow matching on matrix manifolds via pullback metrics induced by global diffeomorphisms.
result DiffeoCFM achieves state-of-the-art performance on large-scale fMRI and EEG datasets.

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for nuclear norm minimization, are too slow or even impractical for large-scale problem…

2016-06-02abs ↗pdf ↗

A framework estimates multiple precision matrices with shared structures.

problem Estimating multiple precision matrices with shared structures.
method Penalized likelihood framework with iterative algorithm alternating between convex and clustering problems.
result The method outperforms competitors and performs similarly to methods using prior information.

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.

Derives a sharp inequality for trace-free matrices with applications to hypersurfaces.

problem Classifying conformally flat hypersurfaces and characterizing rotational hypersurfaces.
method Derives a sharp inequality relating eigenvalues of trace-free matrices and applies it to hypersurfaces.
result New proof of the classification of conformally flat hypersurfaces and construction of a functional for rotational hypersurfaces.

CDPA identifies common and distinctive patterns in high-dimensional datasets.

problem Existing methods fail to capture the common pattern between coefficient matrices of shared latent factors.
method Proposes CDPA, an unsupervised learning method that incorporates both common and distinctive patterns of coefficient matrices.
result CDPA provides better characterization of common and distinctive patterns in high-dimensional datasets.

The exact nonnegative matrix factorization (exact NMF) problem is the following: given an mm-by-nn nonnegative matrix XX and a factorization rank rr, find, if possible, an mm-by-rr nonnegative matrix WW and an rr-by-nn nonnegative matrix HH such that X=WHX = WH. In this paper, we propose two heuristics for exac…

2014-11-26abs ↗pdf ↗

In this paper many classes of sets of matrices with entries in F (F=R, F=C, F=H) are introduced. Each class with the corresponding topology determines a real analytical, complex or symplectic manifold for F=R, F=C or F=H respectively. Any such family is called to be a set of canonical forms of matrices. The constructio…

2006-11-12abs ↗pdf ↗

Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF factorization. Empirically, the running time of pMMF scales linearly in the dimension for spa…

2015-07-15abs ↗pdf ↗

Paper develops new method for detecting latent structure in large symmetric data matrices.

problem Testing for latent structure in large symmetric data matrices.
method Introduces Wilcoxon--Wigner random matrices based on normalized rank statistics.
result Establishes asymptotic Gaussian fluctuations for leading eigenvalue and eigenvector of Wilcoxon--Wigner matrices.

We describe the inclusive Racah matrices for the first non-(anti)symmetric rectangular representation R=[2,2] for quantum groups U_q(sl_N). Most of them have sizes 2, 3, and 4 and are fully described by the eigenvalue hypothesis. Of two 6x6 matrices, one is also described in this way, but the other one corresponds to t…

2016-05-10abs ↗pdf ↗

New metrics defined for full-rank correlation matrices, ensuring unique operations.

problem No suitable problem statement as the abstract does not describe a problem to be solved.
method New Riemannian metrics defined on full-rank correlation matrices, providing unique operations.
result Unique Riemannian logarithm and Fréchet mean defined for full-rank correlation matrices.

Optimal transport on SPD matrices improves domain adaptation for BCI.

problem Improving domain adaptation between two domains using SPD matrices.
method Modelled domain difference as diffeomorphism, used polar factorization theorem for optimal transport, applied weighted Riemannian mean.
result Demonstrated state-of-the-art performance on BCI data sets.

A general framework for solving the subspace clustering problem using the CUR decomposition is presented. The CUR decomposition provides a natural way to construct similarity matrices for data that come from a union of unknown subspaces U=Mi=1Si\mathscr{U}=\underset{i=1}{\overset{M}\bigcup}S_i. The similarity matrices thus c…

2017-11-11abs ↗pdf ↗

Introduces matrix MLP for learning symmetric positive definite matrices.

problem Learning structured parameters like symmetric positive definite matrices.
method Develops matrix multilayer perceptron (matrix MLP) for structured parameter learning.
result Extends variational autoencoder (VAE) for dense covariance matrices.

We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson correlation matrices to the realm of complex eigenvalues. We employ some recent random…

2012-01-31abs ↗pdf ↗

New algorithms improve RPCA for large matrices with upper rank bounds.

problem Efficiently decompose large matrices into low-rank and sparse parts.
method Combine regularization and matrix multiplication approaches with upper rank bounds.
result Proposed algorithms are faster and more robust than existing methods.

Research on random matrices and machine learning consistency.

problem Understanding consistency in machine learning and random matrix theory.
method Analytical and theoretical approaches to Laguerre matrices, Wishart matrices, and machine learning algorithms.
result Derived necessary and sufficient conditions for inverse moments of matrices and consistency of machine learning algorithms.

WISDoM uses the Wishart distribution to analyze neurological data like EEG and brain connectivity.

problem Characterizing deviations of covariance or correlation matrices from expected values.
method WISDoM framework for quantifying deviations from the Wishart distribution.
result Validated on EEG feature ranking and classification of autism subjects.