Related papers: A Note on Affine Invariant Cost Functions
An important step in the Markov reward approach to error bounds on stationary performance measures of Markov chains is to bound the bias terms. Affine functions have been successfully used for these bounds for various models, but there are…
We show that certain determinantal functions of multiple matrices, when summed over the symmetries of the cube, decompose into functions of the original matrices. These are shown to be true in complete generality; that is, no properties of…
The goal of this survey article is to explain and elucidate the affine structure of recent models appearing in the rough volatility literature, and show how it leads to exponential-affine transform formulas.
In this note we study the convergence of recursively defined infinite series. We explore the role of the derivative of the defining function at the origin (if it exists), and develop a comparison test for such series which can be used even…
A class of parametric functions formed by alternating compositions of multivariate polynomials and rectification style monomial maps is studied (the layer-wise exponents are treated as fixed hyperparameters and are not optimized). For this…
Adopting the approach of [7] we study rational function carrying invariant line fields on the Julia set. In particular, we show that under certain weak conditions all possible measurable invariant line fields of a rational function on its…
We introduce a notion of positive definiteness for functions $f\!:P\to\mathbb{R}$ defined on meet semilattices $(P,\preceq,\wedge)$ and prove several properties for these functions. In addition, we utilize the $LDL^{\rm T}$ decomposition of…
Given a function on diagonal matrices, there is a unique way to extend this to an invariant (by conjugation) function on symmetric matrices. We show that the extension preserves regularity -- that is, if the original function is k times…
We give an explicit formula for the motivic integrals related to the Milnor number over spaces of parametrised arcs on the plane with fixed tangency orders with the axis. These integrals are rational functions of the parameters and the…
We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be…
We introduce new partial orders on the set $S^+_n$ of positive-definite matrices of dimension $n$ derived from the homogeneous geometry of $S^+_n$ induced by the natural transitive action of the general linear group $GL(n)$. The orders are…
Factorization machine (FM) variants are widely used for large scale real-time content recommendation systems, since they offer an excellent balance between model accuracy and low computational costs for training and inference. These systems…
For quantum systems described by finite matrices, linear and affine maps of matrices are shown to provide equivalent descriptions of evolution of density matrices for a subsystem caused by unitary Hamiltonian evolution in a larger system;…
The invariant Hilbert schemes considered in \cite{BC1} were proved to be affine spaces. The proof relied on the classification of strict wonderful varieties. We obtain in the present article a classification-free proof of the affinity of…
Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…
When smoothing a function $f$ via convolution with some kernel, it is often desirable to adapt the amount of smoothing locally to the variation of $f$. For this purpose, the constant smoothing coefficient of regular convolutions needs to be…
This work delves into the {\it quotient of an affine semigroup by a positive integer}, exploring its intricate properties and broader implications. We unveil an {\it associated tree} that serves as a valuable tool for further analysis.…
Pervasive cross-section dependence is increasingly recognized as a characteristic of economic data and the approximate factor model provides a useful framework for analysis. Assuming a strong factor structure where $\Lop\Lo/N^\alpha$ is…
In this paper we study the positive definiteness of meet and join matrices using a novel approach. When the set $S_n$ is meet closed, we give a sufficient and necessary condition for the positive definiteness of the matrix $(S_n)_f$. From…
We continue studying the problem of analytic approximation of matrix functions. We introduce the notion of a partial canonical factorization of a badly approximable matrix function $\Phi$ and the notion of a canonical factorization of a…