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We present weak approximations schemes of any order for the Heston model that are obtained by using the method developed by Alfonsi and Bally (2021). This method consists in combining approximation schemes calculated on different random…

Computational Finance · Quantitative Finance 2024-12-10 Aurélien Alfonsi , Edoardo Lombardo

We present simple and practical strategies to reduce the variance of Monte Carlo estimators. Our focus is on variational Monte Carlo calculations of atomic forces and pressure in electronic systems, although we show that the underlying…

Strongly Correlated Electrons · Physics 2026-03-17 David Linteau , Saverio Moroni , Giuseppe Carleo , Markus Holzmann

In this paper, we introduce a new reduced basis methodology for accelerating the computation of large parameterized systems of high-fidelity integral equations. Core to our methodology is the use of coarse-proxy models (i.e., lower…

Numerical Analysis · Mathematics 2019-11-14 Philip A. Etter , Yuwei Fan , Lexing Ying

Automated patent claim validation demands low error tolerance. However, existing approaches face a rigidity-resource dilemma: lightweight encoders cannot track long-range legal dependencies, while exhaustive LLM verification incurs 4-5X…

Computation and Language · Computer Science 2026-05-28 Yongmin Yoo , Qiongkai Xu , Longbing Cao

Conditional Value-at-Risk (CVaR) is a leading tail-risk measure in finance, central to both regulatory and portfolio optimization frameworks. Classical estimation of CVaR and its gradients relies on Monte Carlo simulation, incurring…

Quantum Physics · Physics 2026-05-19 Vasilis Skarlatos , Nikos Konofaos

LLMs are highly sensitive to prompt design, but handcrafting effective prompts is difficult and often requires intricate crafting of few-shot examples. We propose a fast automatic prompt construction algorithm that augments human…

Computation and Language · Computer Science 2026-04-08 Pawel Batorski , Paul Swoboda

The paper discusses the importance and the issues of interfacing capacitive sensors. Two architectures applicable for interfacing capacitive sensors are presented. The first solution was designed to interface a capacitive humidity sensor…

Other Computer Science · Computer Science 2008-02-22 G. Nagy , Z. Szucs , S. Hodossy , M. Rencz , A. Poppe

Lowering the noise level of short pulse lasers has been a long-standing effort for decades. Modeling the noise performance plays a crucial role in isolating the noise sources and reducing them. Modeling to date has either used analytical or…

Applied Physics · Physics 2018-10-17 Shaokang Wang , Thomas F. Carruthers , Curtis R. Menyuk

The recently proposed Conformer architecture has shown state-of-the-art performances in Automatic Speech Recognition by combining convolution with attention to model both local and global dependencies. In this paper, we study how to reduce…

Audio and Speech Processing · Electrical Eng. & Systems 2021-09-09 Maxime Burchi , Valentin Vielzeuf

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Statistics Theory · Mathematics 2011-03-09 Bo Kai , Runze Li , Hui Zou

To meet the high-speed, low-latency, and low-complexity demand for optical interconnects, simplified maximum likelihood sequence estimation (MLSE) is proposed in this paper. Simplified MLSE combines computational simplification and reduced…

Information Theory · Computer Science 2026-01-28 Mengqi Guo , Ji Zhou , Haide Wang , Changyuan Yu , Xiangjun Xin , Liangchuan Li

This paper presents a refined complexity calculus model: r-Complexity, a new asymptotic notation that offers better complexity feedback for similar programs than the traditional Bachmann-Landau notation, providing subtle insights even for…

Computational Complexity · Computer Science 2025-11-04 Rares Folea , Emil-Ioan Slusanschi

This letter proposes a low-complexity signal detection method for the splitting receiver scheme, which achieves an excellent symbol error rate (SER) performance. Based on the three-dimensional (3D) received signal of the splitting receiver,…

Signal Processing · Electrical Eng. & Systems 2023-05-31 Yanyan Wang , Qidi Li , Xiaohu Tang

Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we propose a method to quicken estimation for a broad class of…

Econometrics · Economics 2025-04-09 Jackson Bunting , Takuya Ura

Recently, conformer-based end-to-end automatic speech recognition, which outperforms recurrent neural network based ones, has received much attention. Although the parallel computing of conformer is more efficient than recurrent neural…

Sound · Computer Science 2021-07-26 Shengqiang Li , Menglong Xu , Xiao-Lei Zhang

Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…

Numerical Analysis · Mathematics 2018-09-25 Victor Y. Pan , Qi Luan , John Svadlenka , Liang Zhao

In this paper we present Arrow, a configurable hardware accelerator architecture that implements a subset of the RISC-V v0.9 vector ISA extension aimed at edge machine learning inference. Our experimental results show that an Arrow…

Hardware Architecture · Computer Science 2021-07-16 Imad Al Assir , Mohamad El Iskandarani , Hadi Rayan Al Sandid , Mazen A. R. Saghir

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

Computation · Statistics 2022-02-04 Sang-Yun Oh , Onkar Dalal , Kshitij Khare , Bala Rajaratnam

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties…

Computational Physics · Physics 2015-06-23 Catherine Overy , George H. Booth , N. S. Blunt , James Shepherd , Deidre Cleland , Ali Alavi

Application of the minimum distance method to the linear regression model for estimating regression parameters is a difficult and time-consuming process due to the complexity of its distance function, and hence, it is computationally…

Computation · Statistics 2017-02-15 Jiwoong Kim
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