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This paper considers importance sampling for estimation of rare-event probabilities in a specific collection of Markovian jump processes used for e.g. modelling of credit risk. Previous attempts at designing importance sampling algorithms…

Probability · Mathematics 2021-12-02 Boualem Djehiche , Henrik Hult , Pierre Nyquist

We investigate the relationship between several enumeration complexity classes and focus in particular on problems having enumeration algorithms with incremental and polynomial delay (IncP and DelayP respectively). We show that, for some…

Computational Complexity · Computer Science 2017-07-04 Florent Capelli , Yann Strozecki

The simple and universal global optimization method based on simplified multipopulation genetic algorithm is presented. The method is applied to quantum information problems. It is compared to the genetic algorithm on standard test…

Quantum Physics · Physics 2013-04-15 A. Yu. Chernyavskiy

Karppa & Kaski (2019) proposed a novel ``broken" or ``opportunistic" matrix multiplication algorithm, based on a variant of Strassen's algorithm, and used this to develop new algorithms for Boolean matrix multiplication, among other tasks.…

Data Structures and Algorithms · Computer Science 2024-09-05 David G. Harris

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

Probability · Mathematics 2018-12-31 Hadrien De March

Entropy maximization procedure has been a general practice in many diverse fields of science to obtain the concomitant probability distributions. The consistent use of the maximization procedure on the other hand requires the probability…

Statistical Mechanics · Physics 2018-10-17 Thomas Oikonomou , G. Baris Bagci

A quantum state's entanglement across a bipartite cut can be quantified with entanglement entropy or, more generally, Schmidt norms. Using only Schmidt decompositions, we present a simple iterative algorithm to maximize Schmidt norms.…

Quantum Physics · Physics 2018-06-14 Robin Reuvers

There is a well-known connection between hypergraphs and bipartite graphs, obtained by treating the incidence matrix of the hypergraph as the biadjacency matrix of a bipartite graph. We use this connection to describe and analyse a…

Discrete Mathematics · Computer Science 2021-07-14 Martin Dyer , Catherine Greenhill , Pieter Kleer , James Ross , Leen Stougie

The Estimation of Distribution Algorithm is a new class of population based search methods in that a probabilistic model of individuals is estimated based on the high quality individuals and used to generate the new individuals. In this…

Artificial Intelligence · Computer Science 2019-04-03 R. Rastegar , M. R. Meybodi

We give a new procedure in Maple for finding the k-th power of a martix. The algorithm is based on the article [1].

General Mathematics · Mathematics 2007-05-23 Branko Malesevic , Ivana Jovovic

In this paper we discuss two different existing algorithms for computing topological entropy and we perform one of them in order to compute the isentropes for cubic polynomials.

Dynamical Systems · Mathematics 2020-06-25 Noah Cockram , Ana Rodrigues

Specially customised Entropies are widely applied in measuring the degree of uncertainties existing in the frame of discernment. However, all of these entropies regard the frame as a whole that has already been determined which dose not…

Artificial Intelligence · Computer Science 2021-02-26 Yuanpeng He

In present paper we propose seemingly new method for finding solutions of some types of nonlinear PDEs in closed form. The method is based on decomposition of nonlinear operators on sequence of operators of lower orders. It is shown that…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov

This work presents a novel matrix-based method for constructing an approximation Hessian using only function evaluations. The method requires less computational power than interpolation-based methods and is easy to implement in matrix-based…

Numerical Analysis · Mathematics 2023-04-07 W. Hare , G. Jarry-Bolduc , C. Planiden

A probabilistic clustering algorithm is proposed for the analysis of forensic DNA mixtures in which individual cells are isolated and short tandem repeats are amplified using the polymerase chain reaction to generate single cell…

Applications · Statistics 2025-10-14 Robert G. Cowell

This paper deals with the estimation of the modes of an univariate mixture when the number of components is known and when the component density are well separated. We propose an algorithm based on the minimization of the "kp" criterion we…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nicolas Paul , Luc Fety , Michel Terre

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

Clustering is a NP-hard problem. Thus, no optimal algorithm exists, heuristics are applied to cluster the data. Heuristics can be very resource-intensive, if not applied properly. For substantially large data sets computational efficiencies…

Databases · Computer Science 2020-03-11 Mujahid Sultan

The probability that a tuple of matrices together with all scalars generates a finite incidence ring is calculated. It is proved that all real and complex finite-dimensional incidence algebras are generated by two randomly chosen matrices.

Combinatorics · Mathematics 2025-09-03 N. A. Kolegov

Given $\kappa$ databases of unstructured entries, we propose a quantum algorithm to find the common entries between those databases. The proposed algorithm requires $\mathcal{O}(\kappa \sqrt{N})$ queries to find the common entries, where…

Quantum Physics · Physics 2019-02-19 Khaled El-Wazan