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L\'evy processes are widely used in financial mathematics to model return data. Price processes are then defined as a corresponding geometric L\'evy process, implying the fact that returns are independent. In this paper we propose an…

Statistics Theory · Mathematics 2013-02-22 L. Gerencsér , M. Mánfay

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

We derive direct data-driven dissipativity analysis methods for Linear Parameter-Varying (LPV) systems using a single sequence of input-scheduling-output data. By means of constructing a semi-definite program subject to linear matrix…

Systems and Control · Electrical Eng. & Systems 2024-07-10 Chris Verhoek , Julian Berberich , Sofie Haesaert , Frank Allgöwer , Roland Tóth

Addressing machines have been introduced as a formalism to construct models of the pure, untyped lambda-calculus. We extend the syntax of their programs by adding instructions for executing arithmetic operations on natural numbers, and…

Logic in Computer Science · Computer Science 2023-06-22 Benedetto Intrigila , Giulio Manzonetto , Nicolas Munnich

While discrete latent variable models have had great success in self-supervised learning, most models assume that frames are independent. Due to the segmental nature of phonemes in speech perception, modeling dependencies among latent…

Computation and Language · Computer Science 2022-11-01 Sung-Lin Yeh , Hao Tang

Dependently typed programming languages allow sophisticated properties of data to be expressed within the type system. Of particular use in dependently typed programming are indexed types that refine data by computationally useful…

Logic in Computer Science · Computer Science 2015-07-01 Robert Atkey , Patricia Johann , Neil Ghani

We introduce the class of P-finite automata. These are a generalisation of weighted automata, in which the weights of transitions can depend polynomially on the length of the input word. P-finite automata can also be viewed as simple…

Logic in Computer Science · Computer Science 2023-10-24 Alex Buna-Marginean , Vincent Cheval , Mahsa Shirmohammadi , James Worrell

We extend Kolchin's results on linear dependence over projective varieties in the constants, to linear dependence over arbitrary complete differential varieties. We show that in this more general setting, the notion of linear dependence…

Algebraic Geometry · Mathematics 2014-07-10 James Freitag , Omar Leon Sanchez , William Simmons

This paper presents two explicit Model Predictive Control formulations for linear systems parameterized in terms of design variables. Such parameter dependent behavior commonly arises from operating point dependent linearization of…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Carlos J. G. Rojas , Esteban Lage Cano , Leyla Özkan

We here show that the family of continuous-time linear systems (of prescribed dimensions) can be characterized through the structure of maximal, matrix-convex, cones, closed under inversion. Moreover, this observation unifies three setups:…

Optimization and Control · Mathematics 2020-10-05 Izchak Lewkowicz

Description Logics (DLs) are a family of knowledge representation formalisms mainly characterised by constructors to build complex concepts and roles from atomic ones. Expressive role constructors are important in many applications, but can…

Logic in Computer Science · Computer Science 2007-05-23 Ian Horrocks , Ulrike Sattler , Stephan Tobies

We describe a type system for the linear-algebraic lambda-calculus. The type system accounts for the part of the language emulating linear operators and vectors, i.e. it is able to statically describe the linear combinations of terms…

Logic in Computer Science · Computer Science 2012-08-01 Pablo Arrighi , Alejandro Díaz-Caro , Benoît Valiron

There has been substantial progress in the inference of formal behavioural specifications from sample trajectories, for example, using Linear Temporal Logic (LTL). However, these techniques cannot handle specifications that correctly…

Logic in Computer Science · Computer Science 2025-05-20 Rajarshi Roy , Yash Pote , David Parker , Marta Kwiatkowska

Probabilistic modeling is one of the foundations of modern machine learning and artificial intelligence. In this paper, we propose a novel type of probabilistic models named latent dependency forest models (LDFMs). A LDFM models the…

Artificial Intelligence · Computer Science 2016-11-22 Shanbo Chu , Yong Jiang , Kewei Tu

We present a full-spectrum dependently typed core language which includes both nontermination and computational irrelevance (a.k.a. erasure), a combination which has not been studied before. The two features interact: to protect type safety…

We describe a general approach to deriving linear-time logics for a wide variety of state-based, quantitative systems, by modelling the latter as coalgebras whose type incorporates both branching and linear behaviour. Concretely, we define…

Logic in Computer Science · Computer Science 2024-08-07 Corina Cirstea

In automated complexity analysis, noninterference-based type systems statically guarantee, via soundness, the property that well-typed programs compute functions of a given complexity class, e.g., the class FP of functions computable in…

Logic in Computer Science · Computer Science 2024-01-29 Emmanuel Hainry , Bruce M. Kapron , Jean-Yves Marion , Romain Péchoux

This paper presents complexity analysis and variational methods for inference in probabilistic description logics featuring Boolean operators, quantification, qualified number restrictions, nominals, inverse roles and role hierarchies.…

Artificial Intelligence · Computer Science 2012-05-14 Fabio Gagliardi Cozman , Rodrigo Bellizia Polastro

Levy processes are widely used in financial mathematics, telecommunication, economics, queueing theory and natural sciences for modelling. A typical model is obtained by considering finite dimensional linear stochastic SISO systems driven…

Statistics Theory · Mathematics 2014-01-07 Laszlo Gerencser , Mate Manfay

We classify programming languages according to evaluation order: each language fixes one evaluation order as the default, making it transparent to program in that evaluation order, and troublesome to program in the other. This paper…

Programming Languages · Computer Science 2020-08-25 Jana Dunfield
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