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Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large…

Computational Finance · Quantitative Finance 2017-01-11 T. A. McWalter , R. Rudd , J. Kienitz , E. Platen

Fast matrix algorithms have become the fundamental tools of machine learning in big data era. The generalized matrix regression problem is widely used in the matrix approximation such as CUR decomposition, kernel matrix approximation, and…

Machine Learning · Computer Science 2019-12-30 Haishan Ye , Shusen Wang , Zhihua Zhang , Tong Zhang

The 32-bit Mersenne Twister generator MT19937 is a widely used random number generator. To generate numbers with more than 32 bits in bit length, and particularly when converting into 53-bit double-precision floating-point numbers in…

Numerical Analysis · Mathematics 2020-03-13 Shin Harase

Malware detection is an important topic of current cybersecurity, and Machine Learning appears to be one of the main considered solutions even if certain problems to generalize to new malware remain. In the aim of exploring the potential of…

Cryptography and Security · Computer Science 2023-12-20 Tony Quertier , Grégoire Barrué

Recently, the authors showed that Reed-Muller (RM) codes achieve capacity on binary memoryless symmetric (BMS) channels with respect to bit error rate. This paper extends that work by showing that RM codes defined on non-binary fields,…

Information Theory · Computer Science 2023-05-16 Galen Reeves , Henry D. Pfister

The cumulative incidence is the probability of failure from the cause of interest over a certain time period in the presence of other risks. A semiparametric regression model proposed by Fine and Gray (1999) has become the method of choice…

Methodology · Statistics 2016-03-02 Lu Mao , D. Y. Lin

Fueled by the ability to mine real-world graph data, GNN applications have experienced phenomenal growth. Sparse Matrix-Matrix Multiplication (SpMM) is a critical operator in GNNs. However, existing SpMM designs for GNNs struggle to adapt…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-18 Lixing Zhang , Guanhua Ye , Hongzheng Li , Shigang Li , Yingxia Shao

We proposes a novel method that enables Graph Neural Networks (GNNs) to solve SAT problems by leveraging a technique developed for applying GNNs to Mixed Integer Linear Programming (MILP). Specifically, k-CNF formulae are mapped into MILP…

Machine Learning · Computer Science 2025-07-03 Franco Alberto Cardillo , Hamza Khyari , Umberto Straccia

We are concerned with the issue of how to calculate the normalized maximum likelihood (NML) code-length. There is a problem that the normalization term of the NML code-length may diverge when it is continuous and unbounded and a…

Machine Learning · Computer Science 2012-05-18 So Hirai , Kenji Yamanishi

Mersenne primes, renowned for their captivating form as $2^p - 1$, have intrigued mathematicians for centuries. In this paper, we embark on a captivating quest to unveil the intricate nature of Mersenne primes, seamlessly integrating…

General Mathematics · Mathematics 2024-04-10 Moustafa Ibrahim

Tensor contraction (TC) is an important computational kernel widely used in numerous applications. It is a multi-dimensional generalization of matrix multiplication (GEMM). While Strassen's algorithm for GEMM is well studied in theory and…

Mathematical Software · Computer Science 2017-04-12 Jianyu Huang , Devin A. Matthews , Robert A. van de Geijn

The GMRES method is used to solve sparse, non-symmetric systems of linear equations arising from many scientific applications. The solver performance within a single node is memory bound, due to the low arithmetic intensity of its…

Numerical Analysis · Mathematics 2020-11-04 Neil Lindquist , Piotr Luszczek , Jack Dongarra

To preserve data privacy, multi-party computation (MPC) enables executing Machine Learning (ML) algorithms on private data. However, MPC frameworks do not include optimized operations on sparse data. This absence makes them unsuitable for…

Cryptography and Security · Computer Science 2026-03-04 Marc Damie , Florian Hahn , Andreas Peter , Jan Ramon

As society becomes more reliant on computers, cryptographic security becomes increasingly important. Current encryption schemes include the ElGamal signature scheme, which depends on the complexity of the discrete logarithm problem. It is…

Number Theory · Mathematics 2016-09-05 Abigail Mann

We show that a collection of Gaussian mixture models (GMMs) in $R^{n}$ can be optimally classified using $O(n)$ neurons in a neural network with two hidden layers (deep neural network), whereas in contrast, a neural network with a single…

Machine Learning · Computer Science 2019-02-18 Shirin Jalali , Carl Nuzman , Iraj Saniee

We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

Machine Learning · Computer Science 2015-03-29 Guillaume Alain , Yoshua Bengio , Li Yao , Jason Yosinski , Eric Thibodeau-Laufer , Saizheng Zhang , Pascal Vincent

Graph Neural Networks (GNNs) have achieved state-of-the-art results on many graph analysis tasks such as node classification and link prediction. However, important unsupervised problems on graphs, such as graph clustering, have proved more…

Machine Learning · Computer Science 2023-06-02 Anton Tsitsulin , John Palowitch , Bryan Perozzi , Emmanuel Müller

As we all know, many interesting and important codes are obtained by modifying or combining existing codes. In this paper, we focus on generalized Roth-Lempel (in short, GRL) codes and define a class of extended codes, i.e., the extended…

Information Theory · Computer Science 2025-08-19 Zhonghao Liang , Qunying Liao

A complexity-adaptive tree search algorithm is proposed for $\boldsymbol{G}_N$-coset codes that implements maximum-likelihood (ML) decoding by using a successive decoding schedule. The average complexity is close to that of the successive…

Information Theory · Computer Science 2021-09-03 Peihong Yuan , Mustafa Cemil Coşkun

This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Asaf Abas , Tamir Bendory , Nir Sharon