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In this article we design a novel quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the convergence of the proposed method. The…

Numerical Analysis · Mathematics 2024-08-01 E. Gobet , J. G. López-Salas , C. Vázquez

This paper describes recent advances in the combinatorial method for computing $\pi(x)$, the number of primes $\leq x$. In particular, the memory usage has been reduced by a factor of $\log x$, and modifications for shared- and…

Number Theory · Mathematics 2015-06-01 Douglas B. Staple

We consider directed graphs where each edge is labeled with an integer weight and study the fundamental algorithmic question of computing the value of a cycle with minimum mean weight. Our contributions are twofold: (1) First we show that…

Data Structures and Algorithms · Computer Science 2013-07-18 Krishnendu Chatterjee , Monika Henzinger , Sebastian Krinninger , Veronika Loitzenbauer

The Max-Cut problem is known to be NP-hard on general graphs, while it can be solved in polynomial time on planar graphs. In this paper, we present a fixed-parameter tractable algorithm for the problem on `almost' planar graphs: Given an…

Data Structures and Algorithms · Computer Science 2019-05-27 Yasuaki Kobayashi , Yusuke Kobayashi , Shuichi Miyazaki , Suguru Tamaki

Consider the problem of estimating the median of N items to a precision epsilon, i.e., the estimate should be such that, with a high probability, the number of items, with values both smaller than and larger than this estimate, is less than…

Quantum Physics · Physics 2007-05-23 Lov K. Grover

Let $f$ be a fixed (holomorphic or Maass) modular cusp form. Let $\cq$ be a Dirichlet character mod $q$. We describe a fast algorithm that computes the value $L(1/2,f\times\chi_q)$ up to any specified precision. In the case when $q$ is…

Number Theory · Mathematics 2012-02-29 Pankaj Vishe

Graphics Processing Units (GPUs) support dynamic voltage and frequency scaling (DVFS) in order to balance computational performance and energy consumption. However, there still lacks simple and accurate performance estimation of a given GPU…

Performance · Computer Science 2018-06-14 Qiang Wang , Xiaowen Chu

We give an $O^*(1.0821^n)$-time, polynomial space algorithm for computing Maximum Independent Set in graphs with bounded degree 3. This improves all the previous running time bounds known for the problem.

Data Structures and Algorithms · Computer Science 2022-06-20 Davis Issac , Ragesh Jaiswal

The most efficient way to calculate strong bisimilarity is by calculation the relational coarsest partition on a transition system. We provide the first linear time algorithm to calculate strong bisimulation using parallel random access…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-26 Jan Martens , Jan Friso Groote , Lars van den Haak , Pieter Hijma , Anton Wijs

We consider the problem of approximate counting of triangles and longer fixed length cycles in directed graphs. For triangles, T\v{e}tek [ICALP'22] gave an algorithm that returns a $(1 \pm \eps)$-approximation in…

Data Structures and Algorithms · Computer Science 2024-10-01 Keren Censor-Hillel , Tomer Even , Virginia Vassilevska Williams

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

We study the NP-complete Maximum Outerplanar Subgraph problem. The previous best known approximation ratio for this problem is 2/3. We propose a new approximation algorithm which improves the ratio to 7/10.

Data Structures and Algorithms · Computer Science 2023-06-16 Gruia Calinescu , Hemanshu Kaul , Bahareh Kudarzi

In this paper, we establish new explicit bounds for the Mertens function $M(x)$. In particular, we compare $M(x)$ against a short-sum over the non-trivial zeros of the Riemann zeta-function $\zeta(s)$, whose difference we can bound using…

Number Theory · Mathematics 2024-07-29 Ethan S. Lee , Nicol Leong

For $k\ge1$, let $R_k(x)$ denote the reciprocal sum up to $x$ of numbers with $k$ prime factors, counted with multiplicity. In prior work, the authors obtained estimates for $R_k(x)$, extending Mertens' second theorem, as well as a…

Number Theory · Mathematics 2023-03-14 Jonathan Bayless , Paul Kinlaw , Jared Duker Lichtman

We provide new algorithms and conditional hardness for the problem of estimating effective resistances in $n$-node $m$-edge undirected, expander graphs. We provide an $\widetilde{O}(m\epsilon^{-1})$-time algorithm that produces with high…

Data Structures and Algorithms · Computer Science 2023-06-27 Rajat Vadiraj Dwaraknath , Ishani Karmarkar , Aaron Sidford

Many computer vision and human-computer interaction applications developed in recent years need evaluating complex and continuous mathematical functions as an essential step toward proper operation. However, rigorous evaluation of this kind…

Optimization and Control · Mathematics 2017-11-10 Daniel Berjón , Guillermo Gallego , Carlos Cuevas , Francisco Morán , Narciso García

Integer programs with m constraints are solvable in pseudo-polynomial time in $\Delta$, the largest coefficient in a constraint, when m is a fixed constant. We give a new algorithm with a running time of $O(\sqrt{m}\Delta)^{2m} + O(nm)$,…

Data Structures and Algorithms · Computer Science 2022-07-27 Klaus Jansen , Lars Rohwedder

We propose a new algorithm for approximating the non-asymptotic second moment of the marginal likelihood estimate, or normalizing constant, provided by a particle filter. The computational cost of the new method is $O(M)$ per time step,…

Methodology · Statistics 2016-08-19 Svetoslav Kostov , Nick Whiteley

In this report we present an algorithm solving Triangle Counting in time $O(d^2n+m)$, where n and m, respectively, denote the number of vertices and edges of a graph G and d denotes its twin-width, a recently introduced graph parameter. We…

Data Structures and Algorithms · Computer Science 2022-02-15 Stefan Kratsch , Florian Nelles , Alexandre Simon

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park