Related papers: Optimal Pair of Two Linear Varieties
This paper studies the problem of determining the optimal cut-off for pairs trading rules. We consider two correlated assets whose spread is modelled by a mean-reverting process with stochastic volatility, and the optimal pair trading rule…
We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…
We consider continuous linear programs over a continuous finite time horizon $T$, with a constant coefficient matrix, linear right hand side functions and linear cost coefficient functions, where we search for optimal solutions in the space…
We study a binary distributed hypothesis testing problem where two agents observe correlated binary vectors and communicate compressed information at the same rate to a central decision maker. In particular, we study linear compression…
We consider linear problems in the worst case setting. That is, given a linear operator and a pool of admissible linear measurements, we want to approximate the values of the operator uniformly on a convex and balanced set by means of…
Best match graphs (BMGs) are vertex-colored directed graphs that were introduced to model the relationships of genes (vertices) from different species (colors) given an underlying evolutionary tree that is assumed to be unknown. In…
Recently, Chang and Hyun obtained some classes of binary optimal codes via simplicial complexes. In this letter, we utilize posets of the disjoint union of two chains to construct binary optimal linear codes.
We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular $T$-optimality criterion are derived, which in many…
A binary tanglegram is a pair <S,T> of binary trees whose leaf sets are in one-to-one correspondence; matching leaves are connected by inter-tree edges. For applications, for example in phylogenetics or software engineering, it is required…
The stable marriage problem has been introduced in order to describe a complex system where individuals attempt to optimise their own satisfaction, subject to mutually conflicting constraints. Due to the potential large applicability of…
We show that certain Graph Laplacian linear sets of equations exhibit optimal accuracy, guaranteeing that the relative error is no larger than the norm of the relative residual and that optimality occurs for carefully chosen right-hand…
The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…
Two planar sets are circularly separable if there exists a circle enclosing one of the sets and whose open interior disk does not intersect the other set. This paper studies two problems related to circular separability. A linear-time…
This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…
The Golomb ruler problem is defined as follows: Given a positive integer n, locate n marks on a ruler such that the distance between any two distinct pair of marks are different from each other and the total length of the ruler is…
Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-convex and NP-hard problem. In this paper, we investigate the dual forms…
The quantum formalism permits one to discriminate sometimes between any set of linearly-independent pure states with certainty. We obtain the maximum probability with which a set of equally-likely, symmetric, linearly-independent states can…
This paper provides closed-form formulas for a multidimensional two-sided matching problem with transferable utility and heterogeneity in tastes. When the matching surplus is quadratic, the marginal distributions of the characteristics are…
The Bin Packing Problem is one of the most important optimization problems. In recent years, due to its NP-hard nature, several approximation algorithms have been presented. It is proved that the best algorithm for the Bin Packing Problem…
What does it mean to be flat? We propose to define it by measuring the maximal variation around a point, or from a dual perspective, the distance to neighboring level sets. After developing some calculus rules, we show how flat minima,…