Related papers: Affine HJM Framework on $S_{d}^{+}$ and Long-Term …
The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…
The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of penalty and relaxation parameters. Motivated by settings such…
In this work we consider one-dimensional generalized affine processes under the paradigm of Knightian uncertainty (so-called non-linear generalized affine models). This extends and generalizes previous results in Fadina et al. (2019) and…
Autoregressive decoding with generative Large Language Models (LLMs) on accelerators (GPUs/TPUs) is often memory-bound where most of the time is spent on transferring model parameters from high bandwidth memory (HBM) to cache. On the other…
In this paper we study the oriented swap process on the positive integers and its asymptotic properties. Our results extend a theorem by Angel, Holroyd, and Romik regarding the trajectories of particles in the finite oriented swap process.…
Nonnegative matrix factorization (NMF) is a powerful class of feature extraction techniques that has been successfully applied in many fields, namely in signal and image processing. Current NMF techniques have been limited to a…
We propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We…
This paper presents GeNI-ADMM, a framework for large-scale composite convex optimization that facilitates theoretical analysis of both existing and new approximate ADMM schemes. GeNI-ADMM encompasses any ADMM algorithm that solves a first-…
The field of mathematical morphology offers well-studied techniques for image processing. In this work, we view morphological operations through the lens of persistent homology, a tool at the heart of the field of topological data analysis.…
Persistent homology analysis, a recently developed computational method in algebraic topology, is applied to the study of the phase transitions undergone by the so-called XY-mean field model and by the phi^4 lattice model, respectively. For…
Given a Heath-Jarrow-Morton (HJM) interest rate model $\mathcal{M}$ and a parametrized family of finite dimensional forward rate curves $\mathcal{G}$, this paper provides a technique for projecting the infinite dimensional forward rate…
Inspired by the recent finding that semi-inclusive detections of heavy hadrons exhibit fair stabilization patterns in high-energy resummed distributions against (missing) higher-order corrections, we review and extend our studies on the…
We study the partially asymmetric exclusion process with open boundaries. We generalise the matrix approach previously used to solve the special case of total asymmetry and derive exact expressions for the partition sum and currents valid…
As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…
The heterogeneous multi-scale method (HMM) is a general strategy for dealing with problems involving multi-scales, with multi-physics, using multi-grids. It not only unifies several existing multi-scale methods, but also provide a…
We study the forward investment performance process (FIPP) in an incomplete semimartingale market model with closed and convex portfolio constraints, when the investor's risk preferences are of the power form. We provide necessary and…
We study the action of the infinite Frobenius on the de Rham fundamental groups of affine curves defined over $\bfR$. As an application, we compute extension classes of real mixed Hodge structures associated with the motivic fundamental…
In finance, economics and many other fields, observations in a matrix form are often generated over time. For example, a set of key economic indicators are regularly reported in different countries every quarter. The observations at each…
In this paper, we introduce and provide a short overview of nonnegative matrix factorization (NMF). Several aspects of NMF are discussed, namely, the application in hyperspectral imaging, geometry and uniqueness of NMF solutions,…
How heterogeneous multiscale methods (HMM) handle fluctuations acting on the slow variables in fast-slow systems is investigated. In particular, it is shown via analysis of central limit theorems (CLT) and large deviation principles (LDP)…