Related papers: Affine processes on positive semidefinite matrices
We have previously demonstrated that a switched affine system is stabilisable independently of the initial condition, i.e. there exists an asymptotically stabilising switching function which is the same for all initial conditions, if and…
An affine model of computation is defined as a subset of iterated immediate-snapshot runs, capturing a wide variety of shared-memory systems, such as wait-freedom, t-resilience, k-concurrency, and fair shared-memory adversaries. The…
We construct a quantum-inspired classical algorithm for computing the permanent of Hermitian positive semidefinite matrices, by exploiting a connection between these mathematical structures and the boson sampling model. Specifically, the…
We consider the problem of designing piecewise affine policies for two-stage adjustable robust linear optimization problems under right-hand side uncertainty. It is well known that a piecewise affine policy is optimal although the number of…
We develop algorithms for inner approximating the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and…
The nonnegative matrix factorization is a widely used, flexible matrix decomposition, finding applications in biology, image and signal processing and information retrieval, among other areas. Here we present a related matrix factorization.…
If $f$ is a symmetric complex-valued function on the $m$-fold Cartesian product of the set of non-negative reals and $A$ is a positive semi-definite $m\times m$ matrix with eigenvalues $\lambda_j$, we set…
Determinants and symmetric functions of the eigenvalues of matrices characterizing stochastic processes with indepedent increments. Relationships with Fibonacci numbers are derived.
Affine transformations have been recently used for stereo vision. They can be exploited in various computer vision application, e.g., when estimating surface normals, homographies, fundamental and essential matrices. Even full 3D…
The characteristic functions of multivariate Feller processes with generator of affine type, and with smooth symbol functions have an explicit representation in terms of power series with rational number coefficients and with monmoms…
We describe a type system for a synchronous pi-calculus formalising the notion of affine usage in signal-based communication. In particular, we identify a limited number of usages that preserve affinity and that can be composed. As a main…
The class of stochastic matrices that have a stochastic $c$-th root for infinitely many natural numbers $c$ is introduced and studied. Such matrices are called arbitrarily finely divisible, and generalise the class of infinitely divisible…
Switched affine systems are often used to model and control complex dynamical systems that operate in multiple modes. However, uncertainties in the system matrices can challenge their stability and performance. This paper introduces a new…
The problem of estimating the L\'evy density of a partially observed multidimensional affine process from low-frequency and mixed-frequency data is considered. The estimation methodology is based on the log-affine representation of the…
We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…
This work focuses on the mathematical study of constant function market makers. We rigorously establish the conditions for optimal trading under the assumption of a quasilinear, but not necessarily convex (or concave), trade function. This…
Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or…
We consider discrete-time switching systems composed of a finite family of affine sub-dynamics. First, we recall existing results and present further analysis on the stability problem, the existence and characterization of compact…
The problem of matrix completion and decomposition in the cone of positive semidefinite (PSD) matrices is a well-understood problem, with many important applications in areas such as linear algebra, optimization, and control theory. This…
Nonnegative matrix factorization (NMF) under the separability assumption can provably be solved efficiently, even in the presence of noise, and has been shown to be a powerful technique in document classification and hyperspectral unmixing.…