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Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…

Probability · Mathematics 2014-09-09 Andrew Papanicolaou , Konstantinos Spiliopoulos

This letter shows that linear Cellular Automata based on rules 90/150 generate all the solutions of linear difference equations with binary constant coefficients. Some of these solutions are pseudo-random noise sequences with application in…

Cryptography and Security · Computer Science 2015-03-17 A. Fúster-Sabater , P. Caballero-Gil

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls

Linear differential equations and recurrences reveal many properties about their solutions. Therefore, these equations are well-suited for representing solutions and computing with special functions. We identify a large class of existing…

Symbolic Computation · Computer Science 2026-01-14 Louis Gaillard

This paper introduces a numerical method to enclose the global minimum of a nonlinear function subject to simple bounds on the variables. Using interval analysis, coupled with the computational power and architecture of graphics processing…

Numerical Analysis · Mathematics 2026-04-15 Guanglu Zhang , Qihang Shan , Jonathan Cagan

The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…

Optimization and Control · Mathematics 2014-12-19 Richard S. Laugesen , Prashant G. Mehta , Sean P. Meyn , Maxim Raginsky

Mapping applications onto heterogeneous platforms is a difficult challenge, even for simple application patterns such as pipeline graphs. The problem is even more complex when processors are subject to failure during the execution of the…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-03-26 Anne Benoit , Veronika Rehn-Sonigo , Yves Robert

The optimization problem behind neural networks is highly non-convex. Training with stochastic gradient descent and variants requires careful parameter tuning and provides no guarantee to achieve the global optimum. In contrast we show…

Machine Learning · Computer Science 2016-10-31 Antoine Gautier , Quynh Nguyen , Matthias Hein

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

We present a complexity reduction algorithm for a family of parameter-dependent linear systems when the system parameters belong to a compact semi-algebraic set. This algorithm potentially describes the underlying dynamical system with…

Systems and Control · Computer Science 2012-09-25 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson

Due to the increasing demand for high performance and cost reduction within the framework of complex system design, numerical optimization of computationally costly problems is an increasingly popular topic in most engineering fields. In…

Optimization and Control · Mathematics 2018-06-12 Julien Pelamatti , Loïc Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

We consider the global minimization of a particular type of minimum structured optimization problems wherein the variables must belong to some basic set, the feasible domain is described by the intersection of a large number of functional…

Optimization and Control · Mathematics 2024-12-09 Guillaume Van Dessel , François Glineur

When classical particle filtering algorithms are used for maximum likelihood parameter estimation in nonlinear state-space models, a key challenge is that estimates of the likelihood function and its derivatives are inherently noisy. The…

Computation · Statistics 2017-11-30 Andreas Svensson , Fredrik Lindsten , Thomas B. Schön

We report on a recent breakthrough in rule-based graph programming, which allows us to reach the time complexity of imperative linear-time algorithms. In general, achieving the complexity of graph algorithms in conventional languages using…

Programming Languages · Computer Science 2025-03-27 Ziad Ismaili Alaoui , Detlef Plump

A lossy compression algorithm for binary redundant memoryless sources is presented. The proposed scheme is based on sparse graph codes. By introducing a nonlinear function, redundant memoryless sequences can be compressed. We propose a…

Information Theory · Computer Science 2011-08-19 Kazushi Mimura

A simple binary model to compute the degree of balancedness in the output sequence of LFSR-combinational generators has been developed. The computational method is based exclusively on the handling of binary strings by means of logic…

Cryptography and Security · Computer Science 2010-05-14 Amparo Fúster-Sabater , Pedro García-Mochales

In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…

Optimization and Control · Mathematics 2012-06-28 Jin-Bao Jian , Chuan-Hao Guo , Chun-Ming Tang , Yan-Qin Bai

Complex-valued neural networks (CVNNs) are nonlinear filters used in the digital signal processing of complex-domain data. Compared with real-valued neural networks~(RVNNs), CVNNs can directly handle complex-valued input and output signals…

Neural and Evolutionary Computing · Computer Science 2024-08-20 Kayol Soares Mayer , Jonathan Aguiar Soares , Ariadne Arrais Cruz , Dalton Soares Arantes

Nonlinear filtering is the problem of online estimation of a dynamic hidden variable from incoming data and has vast applications in different fields, ranging from engineering, machine learning, economic science and natural sciences. We…

Methodology · Statistics 2019-11-19 Anna Kutschireiter , Simone Carlo Surace , Jean-Pascal Pfister

The problem of finding global minima of nonlinear discrete functions arises in many fields of practical matters. In recent years, methods based on discrete filled functions become popular as ways of solving these sort of problems. However,…

Optimization and Control · Mathematics 2020-03-26 Juan Di Mauro , Hugo D. Scolnik