Related papers: Multivariable analytic interpolation with complexi…
Discretizations of infinite-dimensional variational inequalities lead to linear and nonlinear complementarity problems with many degrees of freedom. To solve these problems in a parallel computing environment, we propose two active-set…
We present a novel approach for improving particle filters for multi-target tracking. The suggested approach is based on drift homotopy for stochastic differential equations. Drift homotopy is used to design a Markov Chain Monte Carlo step…
In this paper we analyze iterations of the obstacle problem for two different operators. We solve iteratively the obstacle problem from above or below for two different differential operators with obstacles given by the previous functions…
In this paper, the homotopy analysis method (HAM) is successfully applied to solve the Von Karman's plate equations in the integral form for a circular plate with the clamped boundary under an arbitrary uniform external pressure. Two…
In this paper we revisit the classical problem of polynomial interpolation, with a slight twist; namely, polynomial evaluations are available up to a group action of the unit circle on the complex plane. It turns out that this new setting…
Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…
Invariant subspaces of a matrix $A$ are considered which are obtained by truncation of a Jordan basis of a generalized eigenspace of $A$. We characterize those subspaces which are independent of the choice of the Jordan basis. An…
We give a specific method to solve with quadratic complexity the linear systems arising in known algorithms to deal with the sign determination problem. In particular, this enable us to improve the complexity bound for sign determination in…
Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…
The aim of this work is to show how symbolic computation can be used to perform multivariate Lagrange, Hermite and Birkhoff interpolation and help us to build more realistic interpolating functions. After a theoretical introduction in which…
A new numerical method for solving a scalar ordinary differential equation with a given initial condition is introduced. The method is using a numerical integration procedure for an equivalent integral equation and is called in this paper…
By a numerical continuation method called a diagonal homotopy we can compute the intersection of two positive dimensional solution sets of polynomial systems. This paper proposes to use this diagonal homotopy as the key step in a procedure…
Classification is an important statistical learning tool. In real application, besides high prediction accuracy, it is often desirable to estimate class conditional probabilities for new observations. For traditional problems where the…
In this paper, we develop a drift homotopy implicit particle filter method. The methodology of our approach is to adopt the concept of drift homotopy in the resampling procedure of the particle filter method for solving the nonlinear…
Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian…
We describe a method to evaluate multivariate polynomials over a finite field and discuss its multiplicative complexity.
The coupled Riccati equations are cosisted of multiple Riccati-like equations with solutions coupled with each other, which can be applied to depict the properties of more complex systems such as markovian systems or multi-agent systems.…
The problem of minimizing a multilinear function of binary variables is a well-studied NP-hard problem. The set of solutions of the standard linearization of this problem is called the multilinear set. We study a cardinality constrained…
Archetypal analysis is an unsupervised learning method for exploratory data analysis. One major challenge that limits the applicability of archetypal analysis in practice is the inherent computational complexity of the existing algorithms.…
We introduce a new method of performing high dimensional discriminant analysis, which we call multiDA. We achieve this by constructing a hybrid model that seamlessly integrates a multiclass diagonal discriminant analysis model and feature…