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To securely transmit sensitive information into the future, Time-Lock Puzzles (TLPs) have been developed. Their applications include scheduled payments, timed commitments, e-voting, and sealed-bid auctions. Homomorphic TLP is a key variant…
Recently the nonlocal coherent-potential approximation (NLCPA) has been introduced by Jarrell and Krishnamurthy for describing the electronic structure of substitutionally disordered systems. The NLCPA provides systematic corrections to the…
Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…
Gaining insights from realistic dynamical models of biochemical systems can be challenging given their large number of state variables. Model reduction techniques can mitigate this by decreasing complexity by mapping the model onto a…
In the following article we consider the numerical approximation of the non-linear filter in continuous-time, where the observations and signal follow diffusion processes. Given access to high-frequency, but discrete-time observations, we…
This paper re-examines the empirical Phillips curve (PC) model and its usefulness in the context of medium-term inflation forecasting. A latent variable Phillips curve hypothesis is formulated and tested using 3,968 randomly generated…
Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a financial instrument where a security is sold simultaneously…
Latent position models (LPMs) are a large and popular class of models for random graphs. However, fitting Bayesian LPMs is computationally challenging - computing the likelihood even once takes time that is quadratic in the number of…
Fair distribution of benefits in electric power systems is a pertinent energy policymaking problem; however, these efforts cannot be easily quantified in power system engineering studies. Therefore, we propose locational marginal burden…
Maximum pseudo-likelihood (MPL) is a semiparametric estimation method often used to obtain the dependence parameters in copula models from data. It has been shown that despite being consistent, and in some cases efficient, MPL estimation…
In this study, MLP models with dynamic structure are applied to factor models for asset pricing tasks. Concretely, the MLP pyramid model structure was employed on firm-characteristic-sorted portfolio factors for modelling the large-capital…
Machine learning potentials (MLPs) are becoming powerful tools for performing accurate atomistic simulations and crystal structure optimizations. An approach to developing MLPs employs a systematic set of polynomial invariants including…
We further develop a thermal LB model for multiphase flows. In the improved model, we propose to use the FFT scheme to calculate both the convection term and external force term. The usage of FFT scheme is detailed and analyzed. By using…
Detecting broken time-reversibility at micro- and nanoscale is often difficult when experiments offer limited state resolution. We introduce a lumping method that builds an effective semi-Markov model able to reproduce exactly the full…
We develop a relativistic lattice Boltzmann (LB) model, providing a more accurate description of dissipative phenomena in relativistic hydrodynamics than previously available with existing LB schemes. The procedure applies to the…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…
We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and equips strong model…
A self-consistent pre-inflationary extension of the inflationary scenario with the Starobinsky potential, favored by Planck data, is studied using techniques from loop quantum cosmology (LQC). The results are compared with the quadratic…
Effective light cones, characterized by Lieb-Robinson bounds, emerge in nonrelativistic local quantum systems. Here, we present several analytical results derived from logarithmic light cones (LLCs). Possible origins of LLCs include the…
A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…