Related papers: A shortcut for Hommel's procedure in linearithmic …
When performing a Monte Carlo calculation, the running time should in principle be much longer than the autocorrelation time in order to get reliable results. Among different lattice fermion models, the Holstein model is notorious for its…
This paper shows that the endogeneity test using the control function approach in linear instrumental variable models is a variant of the Hausman test. Moreover, we find that the test statistics used in these tests can be numerically…
We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…
For modeling multivariate financial time series we propose a single factor copula model together with stochastic volatility margins. This model generalizes single factor models relying on the multivariate normal distribution and allows for…
We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…
Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on…
Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…
We revisit the method of Carleman linearization for systems of ordinary differential equations with polynomial right-hand sides. This transformation provides an approximate linearization in a higher-dimensional space through the exact…
The linear-time ham-sandwich cut algorithm of Lo, Matou\v{s}ek, and Steiger for bi-chromatic finite point sets in the plane works by appropriately selecting crossings of the lines in the dual line arrangement with a set of well-chosen…
We study the shortcut Fr\'{e}chet distance, a natural variant of the Fr\'{e}chet distance, that allows us to take shortcuts from and to any point along one of the curves. The classic Fr\'echet distance is a bottle-neck distance measure and…
In this paper an easy to implement method of stochastically weighing short and long memory linear processes is introduced. The method renders asymptotically exact size confidence intervals for the population mean which are significantly…
Shortcuts to adiabaticity are strategies for conserving adiabatic invariants under non-adiabatic (i.e. fast-driving) conditions. Here, we show how to extend classical, Hamiltonian shortcuts to adiabaticity to allow the crossing of a…
Consider the problem of testing $s$ hypotheses simultaneously. The usual approach restricts attention to procedures that control the probability of even one false rejection, the familywise error rate (FWER). If $s$ is large, one might be…
We present a novel method for controlling the $k$-familywise error rate ($k$-FWER) in the linear regression setting using the knockoffs framework first introduced by Barber and Cand\`es. Our procedure, which we also refer to as knockoffs,…
We provide a systematic comparison of two numerical methods to solve the widely used nonlinear Schr\"odinger equation. The first one is the standard second order split-step (SS2) method based on operator splitting approach. The second one…
In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…
In this paper, we propose a second-order energy-conserving approximation procedure for Hamiltonian systems with holonomic constraints. The derivation of the procedure relies on the use of the so-called line integral framework. We provide…
This paper examines linear binary codes capable of correcting one or more errors. For the single-error-correcting case, it is shown that the Hamming bound is achieved by a constructive method, and an exact expression for the minimal…
Model checking has been successfully used in many computer science fields, including artificial intelligence, theoretical computer science, and databases. Most of the proposed solutions make use of classical, point-based temporal logics,…
This paper presents a novel method for polynomial approximation (Hermite approximation) using the fusion of value and derivative information. Therefore, the least-squares error in both domains is simultaneously minimized. A covariance…