Related papers: On Vector ARMA Models Consistent with a Finite Mat…
We identify a common scheme in several existing algorithms addressing computational problems on linear differential equations with polynomial coefficients. These algorithms reduce to computing a linear relation between vectors obtained as…
This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR($\infty$) processes, as well as the GARCH or ARCH($\infty$), APARCH, ARMA-GARCH and many others processes. To…
Analytical queries often require a mixture of relational and linear algebra operations applied to the same data. This poses a challenge to analytic systems that must bridge the gap between relations and matrices. Previous work has mainly…
This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…
We give a new method to construct linear spaces of matrices of constant rank, based on truncated graded cohomology modules of certain vector bundles as well as on the existence of graded Artinian modules with pure resolutions. Our method…
We revisit the infinite variance problem in fermionic Monte Carlo simulations, which is widely encountered in areas ranging from condensed matter to nuclear and high-energy physics. The different algorithms, which we broadly refer to as…
This paper proves a $\Gamma$-convergence result for the discrete energy (to the continuous one) of the matching problem for signals defined on surfaces. In particular, we highlight some geometric properties that must be guaranteed in the…
We prove a new integrability principle for gradient variational problems in $\mathbb{R}^2$, showing that solutions are explicitly parameterized by $\kappa$-harmonic functions, that is, functions which are harmonic for the laplacian with…
The induction motor behaviour is represented by a fifth order differential equation model. Addition of a torque correction factor to the model accurately reproduces the transient torques and instantaneous real and reactive power flows of…
In the paper we develop a general theory of solvability of linear inhomogeneous boundary-value problems for systems of first-order ordinary differential equations in spaces of smooth functions on a finite interval. This problems are set…
Matching on covariates is a well-established framework for estimating causal effects in observational studies. The principal challenge stems from the often high-dimensional structure of the problem. Many methods have been introduced to…
We consider the problem of estimating the covariance matrix of a random vector by observing i.i.d samples and each entry of the sampled vector is missed with probability $p$. Under the standard $L_4-L_2$ moment equivalence assumption, we…
Differential algebraic geometry seeks to extend the results of its algebraic counterpart to objects defined by differential equations. Many notions, such as that of a projective algebraic variety, have close differential analogues but their…
We consider variational problems that model the bending behavior of curves that are constrained to belong to given hypersurfaces. Finite element discretizations of corresponding functionals are justified rigorously via Gamma-convergence.…
We consider in this paper an area functional defined on submanifolds of fixed degree immersed into a graded manifold equipped with a Riemannian metric. Since the expression of this area depends on the degree, not all variations are…
This paper studies the consistency of the kernel-based neural ranking model K-NRM, a recent state-of-the-art neural IR model, which is important for reproducible research and deployment in the industry. We find that K-NRM has low variance…
This paper addresses the Graph Matching problem, which consists of finding the best possible alignment between two input graphs, and has many applications in computer vision, network deanonymization and protein alignment. A common approach…
The major sources of abundant data are constantly expanding with the available data collection methodologies in various applications - medical, insurance, scientific, bio-informatics and business. These data sets may be distributed…
Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…
In some options markets (e.g. commodities), options are listed with only a single maturity for each underlying. In others, (e.g. equities, currencies), options are listed with multiple maturities. In this paper, we provide an algorithm for…