Related papers: Signature inversion for monotone paths
We extend a result of Lyons (2016) from fractional tiling of finite graphs to a version for infinite random graphs. The most general result is as follows. Let $\bf P$ be a unimodular probability measure on rooted networks $(G, o)$ with…
We provide a naturally isomorphic description of the persistence map from merge trees to barcodes in terms of a monotone map from the partition lattice to the subset lattice. Our description is local, which offers the potential to speed up…
In this paper, probabilistic guarantees for constraint sampling of multistage robust convex optimization problems are derived. The dynamic nature of these problems is tackled via the so-called scenario-with-certificates approach. This…
We study the asymptotics of the $p$-mapping model of random mappings on $[n]$ as $n$ gets large, under a large class of asymptotic regimes for the underlying distribution $p$. We encode these random mappings in random walks which are shown…
Path integrals with complex actions are encountered for many physical systems ranging from spin- or mass-imbalanced atomic gases and graphene to quantum chromo-dynamics at finite density to the non-equilibrium evolution of quantum systems.…
The trace $\tr(q(\ma{L} + q\ma{I})^{-1})$, where $\ma{L}$ is a symmetric diagonally dominant matrix, is the quantity of interest in some machine learning problems. However, its direct computation is impractical if the matrix size is large.…
We solve two problems regarding the enumeration of lattice paths in $\mathbb{Z}^2$ with steps $(1,1)$ and $(1,-1)$ with respect to the major index, defined as the sum of the positions of the valleys, and to the number of certain crossings.…
In this article, we give a sufficient and necessary condition for determining whether a matchgate signature retains its property under a certain variable permutation, which can be checked in polynomial time. We also define the concept of…
We study the problem of stable reconstruction of the short-time Fourier transform from samples taken from trajectories in $\R^2$. We first consider the interplay between relative density of the trajectory and the reconstruction property.…
We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each…
We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…
We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…
The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…
We suggest an approach for simulating theories with a sign problem that relies on optimisation of complex integration contours that are not restricted to lie along Lefschetz thimbles. To that end we consider the toy model of a…
A permutation p is realized by the shift on N symbols if there is an infinite word on an N-letter alphabet whose successive left shifts by one position are lexicographically in the same relative order as p. The set of realized permutations…
We continue the investigation of the localization phenomenon for a Vertex Reinforced Random Walk on the integer lattice. We provide some partial results towards a full characterization of the weights for which localization on 5 sites occurs…
We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…
The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.
Monte Carlo methods can provide accurate p-value estimates of word counting test statistics and are easy to implement. They are especially attractive when an asymptotic theory is absent or when either the search sequence or the word pattern…
We study separating systems of the edges of a graph where each member of the separating system is a path. We conjecture that every $n$-vertex graph admits a separating path system of size $O(n)$ and prove this in certain interesting special…