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In this paper, we propose an algorithm for estimating the parameters of a time-homogeneous hidden Markov model from aggregate observations. This problem arises when only the population level counts of the number of individuals at each time…

Machine Learning · Computer Science 2021-11-16 Rahul Singh , Qinsheng Zhang , Yongxin Chen

The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the…

Instrumentation and Methods for Astrophysics · Physics 2020-05-05 Ivan L. Andronov , Violetta P. Kulynska

Past studies on the local limit of maximal weight matchings in edge-weighted large random graphs rely fundamentally on the assumption that the weights are atomless, which ensures that the maximal weight matching is unique. This excludes de…

Probability · Mathematics 2026-01-29 Nathanaël Enriquez , Mike Liu , Laurent Ménard , Vianney Perchet

This paper provides a rigorous derivation and analysis of accelerated optimization algorithms through the lens of High-Resolution Ordinary Differential Equations (ODEs). While classical Nesterov acceleration is well-understood via…

Optimization and Control · Mathematics 2025-12-30 Kewang Chen , Yongqiu Jiang , Kees Vuik

In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of…

Computational Finance · Quantitative Finance 2019-06-25 D. Belomestny , M. Kaledin , J. Schoenmakers

We study weighted ensemble, an interacting particle method for sampling distributions of Markov chains that has been used in computational chemistry since the 1990s. Many important applications of weighted ensemble require the computation…

Numerical Analysis · Mathematics 2022-04-22 David Aristoff

We consider the Stochastic Matching problem, which is motivated by applications in kidney exchange and online dating. In this problem, we are given an undirected graph. Each edge is assigned a known, independent probability of existence and…

Data Structures and Algorithms · Computer Science 2020-10-19 Marek Adamczyk , Brian Brubach , Fabrizio Grandoni , Karthik A. Sankararaman , Aravind Srinivasan , Pan Xu

This paper is concerned with the optimal identification problem of dynamical systems in which only quantized output observations are available under the assumption of fixed thresholds and bounded persistent excitations. Based on a…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Ying Wang , Yanlong Zhao , Ji-Feng Zhang

Weighted association rule mining reflects semantic significance of item by considering its weight. Classification constructs the classifier and predicts the new data instance. This paper proposes compact weighted class association rule…

Databases · Computer Science 2011-12-12 S. P. Syed Ibrahim , K. R. Chandran

The AMP Markov property is a recently proposed alternative Markov property for chain graphs. In the case of continuous variables with a joint multivariate Gaussian distribution, it is the AMP rather than the earlier introduced LWF Markov…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Michael Eichler

Within the context of intelligent manufacturing, industrial robots have a pivotal function. Nonetheless, extended operational periods cause a decline in their absolute positioning accuracy, preventing them from meeting high precision. To…

Robotics · Computer Science 2024-08-23 Tinghui Chen , Shuai Li

Despite the impressive numerical performance of the quasi-Newton and Anderson/nonlinear acceleration methods, their global convergence rates have remained elusive for over 50 years. This study addresses this long-standing issue by…

Optimization and Control · Mathematics 2023-11-16 Damien Scieur

We present an algorithm based on artificial neural networks (ANNs), that estimates the mass ratio in a binary black hole collision out of given Gravitational Wave (GW) strains. In this analysis, the ANN is trained with a sample of GW…

Instrumentation and Methods for Astrophysics · Physics 2016-10-14 M. Carrillo , M. Gracia-Linares , J. A. González , F. S. Guzmán

In this paper we discuss a genetic version (GWA) of the Whitehead's algorithm, which is one of the basic algorithms in combinatorial group theory. It turns out that GWA is surprisingly fast and outperforms the standard Whitehead's algorithm…

Group Theory · Mathematics 2007-05-23 Alexei D. Miasnikov , Alexei G. Myasnikov

In this study, we analyzed the problem of accelerating the linear average consensus algorithm for complex networks. We propose a data-driven approach to tuning the weights of temporal (i.e., time-varying) networks using deep learning…

Optimization and Control · Mathematics 2023-08-29 Masako Kishida , Masaki Ogura , Yuichi Yoshida , Tadashi Wadayama

Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…

Machine Learning · Computer Science 2024-07-03 Jin-Zhu Yu , Hiba Baroud

We study the fundamental problem of selecting optimal features for model construction. This problem is computationally challenging on large datasets, even with the use of greedy algorithm variants. To address this challenge, we extend the…

In this letter, we study the problem of accelerating reaching average consensus over connected graphs in a discrete-time communication setting. Literature has shown that consensus algorithms can be accelerated by increasing the graph…

Optimization and Control · Mathematics 2022-11-14 Amir-Salar Esteki , Hossein Moradian , Solmaz S. Kia

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

Experimental High Energy Physics has entered an era of precision measurements. However, measurements of many of the accessible processes assume that the final states' underlying kinematic distribution is the same as the Standard Model…

High Energy Physics - Phenomenology · Physics 2024-07-16 Lorenz Gärtner , Nikolai Hartmann , Lukas Heinrich , Malin Horstmann , Thomas Kuhr , Méril Reboud , Slavomira Stefkova , Danny van Dyk
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