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Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears significantly underestimated. In this work, we establish a…

Optimization and Control · Mathematics 2023-11-21 Yifan Ran

System modeling is a classical approach to ensure their reliability since it is suitable both for a formal verification and for software testing techniques. In the context of model-based testing an approach combining random testing and…

Software Engineering · Computer Science 2018-06-14 Julien Bernard , Pierre-Cyrille Héam , Olga Kouchnarenko

This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…

The Equal Filling Approximation, a procedure widely used in mean field calculations to treat the dynamics of odd nuclei in a time reversal invariant way, is justified as the consequence of a variational principle over an average energy…

Nuclear Theory · Physics 2008-11-26 Sara Perez-Martin , L. M. Robledo

In the Euclidean $k$-center problem in sliding window model, input points are given in a data stream and the goal is to find the $k$ smallest congruent balls whose union covers the $N$ most recent points of the stream. In this model, input…

Computational Geometry · Computer Science 2020-01-07 Sang-Sub Kim

Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples…

Functional Analysis · Mathematics 2021-11-02 Oleg E. Galkin , Ivan D. Remizov

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…

Machine Learning · Statistics 2019-05-17 Matthieu Lerasle , Zoltan Szabo , Timothee Mathieu , Guillaume Lecue

We derive a posteriori error estimates in the $L_\infty((0,T];L_\infty(\Omega))$ norm for approximations of solutions to linear para bolic equations. Using the elliptic reconstruction technique introduced by Makridakis and Nochetto and heat…

Numerical Analysis · Mathematics 2011-04-06 Alan Demlow , Omar Lakkis , Charalambos Makridakis

The construction of $r$-nets offers a powerful tool in computational and metric geometry. We focus on high-dimensional spaces and present a new randomized algorithm which efficiently computes approximate $r$-nets with respect to Euclidean…

Computational Geometry · Computer Science 2017-05-09 Georgia Avarikioti , Ioannis Z. Emiris , Loukas Kavouras , Ioannis Psarros

This study provides new results about the probabilistic behaviour of a class of Euclidean algorithms: the asymptotic distribution of a whole class of cost-parameters associated to these algorithms is normal. For the cost corresponding to…

Data Structures and Algorithms · Computer Science 2007-05-23 Viviane Baladi , Brigitte Vallee

Lognormal random variables appear naturally in many engineering disciplines, including wireless communications, reliability theory, and finance. So, too, does the sum of (correlated) lognormal random variables. Unfortunately, no closed form…

General Finance · Quantitative Finance 2015-09-01 Christopher J. Rook , Mitchell Kerman

Online variants of the Expectation Maximization (EM) algorithm have recently been proposed to perform parameter inference with large data sets or data streams, in independent latent models and in hidden Markov models. Nevertheless, the…

Statistics Theory · Mathematics 2012-06-01 Sylvain Le Corff , Gersende Fort

We present various results about Euclidean preferences in the plane under $\ell_1$, $\ell_2$ and $\ell_{\infty}$ norms. When there are four candidates, we show that the maximal size (in terms of the number of pairwise distinct preferences)…

Metric Geometry · Mathematics 2022-12-09 Bruno Escoffier , Olivier Spanjaard , Magdaléna Tydrichová

We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are…

Optimization and Control · Mathematics 2014-01-09 Anatoli Iouditski , Yuri Nesterov

We explore connections between the approach of solving the rational interpolation problem via resolutions of ideals and syzygies with the standard method provided by the Extended Euclidean Algorithm. As a consequence, we obtain explicit…

Commutative Algebra · Mathematics 2019-10-24 Teresa Cortadellas Benitez , Carlos D'Andrea , Eulalia Montoro

In this note we present techniques to compute inhomogeneous minima of norm forms; as an application, we determine all norm-Euclidean complex bicyclic quartic number fields.

Number Theory · Mathematics 2011-09-01 Franz Lemmermeyer

Several methods have been proposed to approximate the sum of lognormal RVs. However the accuracy of each method relies highly on the region of the resulting distribution being examined, and the individual lognormal parameters, i.e., mean…

Methodology · Statistics 2015-02-14 Marwane Ben Hcine , Ridha Bouallegue

Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…

Numerical Analysis · Computer Science 2014-12-04 Uri Ascher , Farbod Roosta-Khorasani

The distance from calibration, introduced by B{\l}asiok, Gopalan, Hu, and Nakkiran (STOC 2023), has recently emerged as a central measure of miscalibration for probabilistic predictors. We study the fundamental problems of computing and…

Data Structures and Algorithms · Computer Science 2026-03-20 Mingda Qiao

We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

Numerical Analysis · Mathematics 2018-10-08 Valentin Hartmann , Dominic Schuhmacher
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