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We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newton) schemes. We incorporate both continuous-valued as well as…

Optimization and Control · Mathematics 2015-08-11 Prashanth L. A. , Shalabh Bhatnagar , Michael Fu , Steve Marcus

We consider autocorrelation functions for supersymmetric quantum mechanical systems (consisting of a fermion and a boson) confined in trigonometric P\"oschl-Teller partner potentials. We study the limit of rescaled autocorrelation functions…

Mathematical Physics · Physics 2020-10-19 Francesco Cellarosi

While well-known methods to list the intersections of either a list of segments or a complex polygon aim at achieving optimal time-complexity they often do so at the cost of memory comsumption and complex code. Real-life software…

Computational Geometry · Computer Science 2013-05-28 Jean Souviron

Two strings of the same length are said to Cartesian-tree match (CT-match) if their Cartesian-trees are isomorphic [Park et al., TCS 2020]. Cartesian-tree matching is a natural model that allows for capturing similarities of numerical…

Data Structures and Algorithms · Computer Science 2026-01-01 Taketo Tsujimoto , Yuki Yonemoto , Hiroki Shibata , Takuya Mieno , Yuto Nakashima , Shunsuke Inenaga

The design of complex engineering systems leads to solving very large optimization problems involving different disciplines. Strategies allowing disciplines to optimize in parallel by providing sub-objectives and splitting the problem into…

Machine Learning · Computer Science 2021-06-14 Jean de Becdelievre , Ilan Kroo

Intersection graphs are well-studied in the area of graph algorithms. Some intersection graph classes are known to have algorithms enumerating all unlabeled graphs by reverse search. Since these algorithms output graphs one by one and the…

Data Structures and Algorithms · Computer Science 2022-12-15 Jun Kawahara , Toshiki Saitoh , Hirokazu Takeda , Ryo Yoshinaka , Yui Yoshioka

The classical Fibonacci sequence is known to exhibit many fascinating properties. In this paper, we explore the Fibonacci sequence and integer sequences generated by second order linear recurrence relations with positive integer…

Probability · Mathematics 2016-11-11 Arulalan Rajan , R. Vittal Rao , Ashok Rao , H. S. Jamadagni

Arrangements of lines and pseudolines are fundamental objects in discrete and computational geometry. They also appear in other areas of computer science, such as the study of sorting networks. Let $B_n$ be the number of nonisomorphic…

Combinatorics · Mathematics 2018-12-10 Adrian Dumitrescu , Ritankar Mandal

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

Given two strings $S$ and $P$, the Episode Matching problem is to find the shortest substring of $S$ that contains $P$ as a subsequence. The best known upper bound for this problem is $\tilde O(nm)$ by Das et al. (1997) , where $n,m$ are…

Data Structures and Algorithms · Computer Science 2024-02-15 Philip Bille , Inge Li Gørtz , Shay Mozes , Teresa Anna Steiner , Oren Weimann

Finding analytically the statistics of the longest common subsequence (LCS) of a pair of random sequences drawn from c alphabets is a challenging problem in computational evolutionary biology. We present exact asymptotic results for the…

Genomics · Quantitative Biology 2009-11-10 Satya N. Majumdar , Sergei Nechaev

We obtain a characterization on self-orthogonality for a given binary linear code in terms of the number of column vectors in its generator matrix, which extends the result of Bouyukliev et al. (2006). As an application, we give an…

Information Theory · Computer Science 2021-03-16 Jon-Lark Kim , Young-Hun Kim , Nari Lee

Motivated by a range of applications in engineering and genomics, we consider in this paper detection of very short signal segments in three settings: signals with known shape, arbitrary signals, and smooth signals. Optimal rates of…

Machine Learning · Statistics 2014-07-11 T. Tony Cai , Ming Yuan

We study the problem of causal structure learning over a set of random variables when the experimenter is allowed to perform at most $M$ experiments in a non-adaptive manner. We consider the optimal learning strategy in terms of minimizing…

Machine Learning · Computer Science 2017-03-01 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash

It is common to subsample Markov chain output to reduce the storage burden. Geyer (1992) shows that discarding $k-1$ out of every $k$ observations will not improve statistical efficiency, as quantified through variance in a given…

Computation · Statistics 2017-04-12 Art B. Owen

The idea of reduction of couplings consists in searching for renormalization group invariant relations between parameters of a renormalizable theory that hold to all orders of perturbation theory. Based on the principle of the reduction of…

High Energy Physics - Phenomenology · Physics 2020-07-15 Sven Heinemeyer , Myriam Mondragón , Gregory Patellis , Nick Tracas , George Zoupanos

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Networks where each node has one or more associated numerical values are common in applications. This work studies how summary statistics used for the analysis of spatial data can be applied to non-spatial networks for the purposes of…

Social and Information Networks · Computer Science 2024-05-09 Rudy Arthur

Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…

Statistics Theory · Mathematics 2023-06-02 Jingyan Huang

Vertex connectivity is a well-studied concept in graph theory with numerous applications. A graph is $k$-connected if it remains connected after removing any $k-1$ vertices. The vertex connectivity of a graph is the maximum $k$ such that…

Data Structures and Algorithms · Computer Science 2021-03-30 Max Franck , Sorrachai Yingchareonthawornchai