Related papers: Efficient formulas for efficiency correction of cu…
We consider the question of efficient estimation in the tails of Gaussian copulas. Our special focus is estimating expectations over multi-dimensional constrained sets that have a small implied measure under the Gaussian copula. We propose…
The manuscript describes efficient algorithms for the computation of the CUR and ID decompositions. The methods used are based on simple modifications to the classical truncated pivoted QR decomposition, which means that highly optimized…
We propose to verify relations between quantities which characterize scaling properties of high energy density fluctuations in terms of factorial moments and newly introduced associated frequency moments. Typical examples are presented in…
We introduce polynomial couplings, a generalization of probabilistic couplings, to develop an algorithm for the computation of equivalence relations which can be interpreted as a lifting of probabilistic bisimulation to polynomial…
We present an efficient algorithm for learning mixed membership models when the number of variables $p$ is much larger than the number of hidden components $k$. This algorithm reduces the computational complexity of state-of-the-art tensor…
First, we present a concise glossary of formulas for composition of standard, cumulant, factorial, and factorial cumulant moments in superposition (compound) models, where final particles are created via independent emission from a…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
We consider the problem of efficiently computing the Uhlmann fidelity in the case when explicit density matrix descriptions are available. We derive an alternative formula which is simpler to evaluate numerically, saving a factor of 10 in…
I prove that if markets are weak-form efficient, meaning current prices fully reflect all information available in past prices, then P = NP, meaning every computational problem whose solution can be verified in polynomial time can also be…
The aim of this article is to define some new families of the special numbers. These numbers provide some further motivation for computation of combinatorial sums involving binomial coefficients and the Euler kind numbers of negative order.…
Effective Hamiltonians are usually constructed by using canonical transformations or projection techniques. In contrast to this, we present a method for systems with arbitrary Hilbert space based on the introduction of cumulants. Cumulants…
We describe efficient algorithms to search for cases in which binomial coefficients are equal or almost equal, give a conjecturally complete list of all cases where two binomial coefficients differ by 1, and give some identities for…
A highly efficient formulation of moment equations for stochastic reaction networks is introduced. It is based on a set of binomial moments that capture the combinatorics of the reaction processes. The resulting set of equations can be…
Quantum algorithms for simulation of Hamiltonian evolution are often based on product formulae. The fractal methods give a systematic way to find arbitrarily high-order product formulae, but result in a large number of exponentials. On the…
New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…
We derive efficient and reliable goal-oriented error estimations, and devise adaptive mesh procedures for the finite element method that are based on the localization of a posteriori estimates. In our previous work [SIAM J. Sci. Comput.,…
Energy system optimization models are becoming increasingly popular for analyzing energy markets, such as the impact of new policies or interactions between energy carriers. One key challenge of these models is the trade-off between…
In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic…
Two methods are presented with which the CPU time spent on the calculation of radiative corrections can be significantly reduced. The first is the parallelization of the program, which can be surprisingly simple to implement under certain…
Pairwise comparison matrices are frequently applied in multi-criteria decision making. A weight vector is called efficient if no other weight vector is at least as good in approximating the elements of the pairwise comparison matrix, and…