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Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

We consider the problem of finding a dense submatrix of a matrix with i.i.d. Gaussian entries, where density is measured by average value. This problem arose from practical applications in biology and social sciences…

Probability · Mathematics 2025-07-28 Shankar Bhamidi , David Gamarnik , Shuyang Gong

The problem of which Gauss diagram can be realized by plane curves is an old one and has been solved in several ways. In this paper, we present a direct approach to this problem. We show that needed conditions for realizability of a Gauss…

Algebraic Topology · Mathematics 2018-10-05 Andrey Grinblat , Viktor Lopatkin

In our previous work, we defined a prime walk (PW) on a square grid and presented several intriguing numerical results. Here, we demonstrate the main conjecture presented there, namely, that the area covered by the prime walk is unbounded.…

Number Theory · Mathematics 2025-06-19 Alberto Fraile , Daniel Fernández , Roberto Martínez , Theophanes E. Raptis

This paper presents a new multi-query motion planning algorithm for linear Gaussian systems with the goal of reaching a Euclidean ball with high probability. We develop a new formulation for ball-shaped ambiguity sets of Gaussian…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Alex Rose , Naman Aggarwal , Christopher Jewison , Jonathan P. How

We provide improved complexity results for symmetric primal--dual interior-point algorithms in conic optimization. The results follow from new uniform bounds on a key complexity measure for primal--dual metrics at pairs of primal and dual…

Optimization and Control · Mathematics 2025-09-15 Joachim Dahl , Levent Tunçel , Lieven Vandenberghe

We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…

Statistical Mechanics · Physics 2019-04-17 Olga Klimenkova , Anton Yu. Menshutin , Lev N. Shchur

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Machine Learning · Computer Science 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

This work proposes a proof of the simplest cubic primes counting problem. It shows that the subset of primes {p = n^3 + 2 is prime : n => 1} is an infinite subset of primes. Further, the expected order of magnitude of the cubic primes…

General Mathematics · Mathematics 2013-02-20 N. A. Carella

We give a polynomial time approximation scheme (PTAS) for computing the supremum of a Gaussian process. That is, given a finite set of vectors $V\subseteq\mathbb{R}^d$, we compute a $(1+\varepsilon)$-factor approximation to $\mathop…

Data Structures and Algorithms · Computer Science 2015-03-27 Raghu Meka

In this paper we describe a parallel Gaussian elimination algorithm for matrices with entries in a finite field. Unlike previous approaches, our algorithm subdivides a very large input matrix into smaller submatrices by subdividing both…

Rings and Algebras · Mathematics 2018-06-13 Stephen Linton , Gabriele Nebe , Alice Niemeyer , Richard Parker , Jon Thackray

Solving inverse problems using Bayesian methods can become prohibitively expensive when likelihood evaluations involve complex and large scale numerical models. A common approach to circumvent this issue is to approximate the forward model…

Computational Engineering, Finance, and Science · Computer Science 2023-12-14 Maximilian Dinkel , Carolin M. Geitner , Gil Robalo Rei , Jonas Nitzler , Wolfgang A. Wall

Given a set of moment restrictions (MRs) that overidentify a parameter $\theta$, we investigate a semiparametric Bayesian approach for inference on $\theta$ that does not restrict the data distribution $F$ apart from the MRs. As main…

Statistics Theory · Mathematics 2019-09-11 Jean-Pierre Florens , Anna Simoni

In this work we present an analytical model, based on the path-integral formalism of Statistical Mechanics, for pricing options using first-passage time problems involving both fixed and deterministically moving absorbing barriers under…

Mathematical Finance · Quantitative Finance 2018-04-24 Andre Catalao , Rogerio Rosenfeld

We consider the Gaussian limit law for the distribution of the middle prime factor of an integer, defined according to multiplicity or not. We obtain an optimal bound for the speed of convergence, thereby improving on previous estimates…

Number Theory · Mathematics 2025-04-29 Jonathan Rotgé

Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the…

Machine Learning · Statistics 2013-10-18 Amir F. Atiya , Hatem A. Fayed , Ahmed H. Abdel-Gawad

We present randomized algorithms for sampling the standard Gaussian distribution restricted to a convex set and for estimating the Gaussian measure of a convex set, in the general membership oracle model. The complexity of integration is…

Data Structures and Algorithms · Computer Science 2013-07-12 Ben Cousins , Santosh Vempala

In this article, we propose and develop a novel Bayesian algorithm for optimization of functions whose first and second partial derivatives are known. The basic premise is the Gaussian process representation of the function which induces a…

Optimization and Control · Mathematics 2020-10-27 Sucharita Roy , Sourabh Bhattacharya

We investigate some extremal problems in Fourier analysis and their connection to a problem in prime number theory. In particular, we improve the current bounds for the largest possible gap between consecutive primes assuming the Riemann…

Number Theory · Mathematics 2021-08-09 Emanuel Carneiro , Micah B. Milinovich , Kannan Soundararajan

One aspect of Chebyshev's bias is the phenomenon that a prime number, $ q $, modulo another prime number, $ p$, experimentally seems to be slightly more likely to be a nonquadratic residue than a quadratic residue. We thought it would be…

Number Theory · Mathematics 2016-09-06 Daniel Hutama