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An external description for aperiodically sampled MIMO linear systems has been developed. Emphasis is on the sampling period sequence, included among the variables to be handled. The computational procedure is simple and no use of…

Discrete Mathematics · Computer Science 2016-08-14 Amparo Fúster-Sabater

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

We propose a nonparametric method for detecting nonlinear causal relationship within a set of multidimensional discrete time series, by using sparse additive models (SpAMs). We show that, when the input to the SpAM is a $\beta$-mixing time…

Machine Learning · Statistics 2018-04-27 Yingxiang Yang , Adams Wei Yu , Zhaoran Wang , Tuo Zhao

While powerful methods have been developed for high-dimensional hypothesis testing assuming orthogonal parameters, current approaches struggle to generalize to the more common non-orthogonal case. We propose Stable Distillation (SD), a…

Methodology · Statistics 2025-01-10 Ryan Christ , Ira Hall , David Steinsaltz

A stochastic model for a chemical reaction network is embedded in a one-parameter family of models with species numbers and rate constants scaled by powers of the parameter. A systematic approach is developed for determining appropriate…

Probability · Mathematics 2010-11-09 Hye-Won Kang , Thomas G. Kurtz

The ``fast iterative shrinkage-thresholding algorithm'', a.k.a. FISTA, is one of the most widely used algorithms in the literature. However, despite its optimal theoretical $O(1/k^2)$ convergence rate guarantee, oftentimes in practice its…

Optimization and Control · Mathematics 2018-07-12 Jingwei Liang , Carola-Bibiane Schönlieb

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…

Fluid Dynamics · Physics 2023-02-22 Di Qi , Jian-Guo Liu

The computational homogenization of hyperelastic solids in the geometrically nonlinear context has yet to be treated with sufficient efficiency in order to allow for real-world applications in true multiscale settings. This problem is…

Computational Engineering, Finance, and Science · Computer Science 2019-05-29 Oliver Kunc , Felix Fritzen

Time distributed optimization is an implementation strategy that can significantly reduce the computational burden of model predictive control by exploiting its robustness to incomplete optimization. When using this strategy, optimization…

Optimization and Control · Mathematics 2020-04-14 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

We propose new continuous-time formulations for first-order stochastic optimization algorithms such as mini-batch gradient descent and variance-reduced methods. We exploit these continuous-time models, together with simple Lyapunov analysis…

Optimization and Control · Mathematics 2020-03-12 Antonio Orvieto , Aurelien Lucchi

Stochastic network calculus is a newly developed theory for stochastic service guarantee analysis of computer networks. In the current stochastic network calculus literature, its fundamental models are based on the cumulative amount of…

Performance · Computer Science 2011-12-14 Jing Xie , Yuming Jiang , Min Xie

We derived a number of numerical methods to treat biomolecular systems with multiple time scales. Based on the splitting of the operators associated with the slow-varying and fast-varying forces, new multiple time-stepping (MTS) methods are…

Numerical Analysis · Mathematics 2015-01-15 Chao Liang , Xiaolan Yuan , Xiantao Li

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

We consider the setting of component-based design for real-time systems with critical timing constraints. Based on our earlier work, we propose a compositional specification theory for timed automata with I/O distinction, which supports…

Software Engineering · Computer Science 2012-06-21 Chris Chilton , Marta Kwiatkowska , Xu Wang

Dynamic or temporal networks enable representation of time-varying edges between nodes. Conventional adjacency-based data structures used for storing networks such as adjacency lists were designed without incorporating time and can thus…

Social and Information Networks · Computer Science 2022-06-24 Tanner Hilsabeck , Makan Arastuie , Kevin S. Xu

Here we discuss a new fast detrending method for the non-stationary RR time series used in Heart Rate Variability analysis. The described method is based on the diffusion equation, and we show numerically that it is equivalent to the widely…

Data Analysis, Statistics and Probability · Physics 2020-02-18 M. Andrecut

Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate…

Machine Learning · Computer Science 2012-06-22 Lauren Hannah , David Dunson

Despite achieving state-of-the-art accuracy on temporal ordering of events, neural models showcase significant gaps in performance. Our work seeks to fill one of these gaps by leveraging an under-explored dimension of textual semantics:…

Computation and Language · Computer Science 2021-05-18 Luke Breitfeller , Aakanksha Naik , Carolyn Rose

Tiering is an essential technique for building large-scale information retrieval systems. While the selection of documents for high priority tiers critically impacts the efficiency of tiering, past work focuses on optimizing it with respect…

Information Retrieval · Computer Science 2020-05-19 Hyokun Yun , Michael Froh , Roshan Makhijani , Brian Luc , Alex Smola , Trishul Chilimbi

Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decomposition methods appealing, like dynamic programming which is a…

Optimization and Control · Mathematics 2023-05-01 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Thomas Martin , Tristan Rigaut