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Characteristic functions of several popular classes of distributions and processes admit analytic continuation into unions of strips and open coni around $\mathbb{R}\subset \mathbb{C}$. The Fourier transform techniques reduces calculation…
The goal of this paper is to investigate the method outlined by one of us (PR) in Cherubini et al. (2009) to compute option prices. We name it the SINC approach. While the COS method by Fang and Osterlee (2009) leverages the Fourier-cosine…
We show how spectral filters can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the fast Fourier transform. This is relevant, for example, for…
In the field of systems biology, differential equations are commonly used to model biological systems, but solving them for large-scale and complex systems can be computationally expensive. Recently, the integration of machine learning and…
This paper extends the Singular Fourier--Pad\'e (SFP) method proposed by Chan (2018) to pricing/hedging early-exercise options--Bermudan, American and discrete-monitored barrier options--under a L\'evy process. The current SFP method is…
Spiking Neural Networks (SNNs) are highly energy-efficient due to event-driven, sparse computation, but their training is challenged by spike non-differentiability and trade-offs among performance, efficiency, and biological plausibility.…
Recently, the prediction-correction method has been developed to solve nonlinear convex optimization problems. However, its convergence rate is often poor since large regularization parameters are set to ensure convergence conditions. In…
Spiking Neural Networks (SNNs) have emerged as a promising approach to improve the energy efficiency of machine learning models, as they naturally implement event-driven computations while avoiding expensive multiplication operations. In…
Input binarization has shown to be an effective way for network acceleration. However, previous binarization scheme could be regarded as simple pixel-wise thresholding operations (i.e., order-one approximation) and suffers a big accuracy…
Quantization is spearheading the increase in performance and efficiency of neural network computing systems making headway into commodity hardware. We present SWIS - Shared Weight bIt Sparsity, a quantization framework for efficient neural…
This paper proposes a strategy to solve the problems of the conventional s-version of finite element method (SFEM) fundamentally. Because SFEM can reasonably model an analytical domain by superimposing meshes with different spatial…
We propose a novel B-spline trajectory optimization method for autonomous racing. We consider the unavailability of sophisticated race car and race track dynamics in early-stage autonomous motorsports development and derive methods that…
This article proposes a Bayesian approach to estimating the spectral density of a stationary time series using a prior based on a mixture of P-spline distributions. Our proposal is motivated by the B-spline Dirichlet process prior of…
Spiking Neural Networks (SNNs) have gained popularity due to their high energy efficiency. Prior works have proposed various methods for training SNNs, including backpropagation-based methods. Training SNNs is computationally expensive…
We propose a novel method for fitting planar B-spline curves to unorganized data points. In traditional methods, optimization of control points and foot points are performed in two very time-consuming steps in each iteration: 1) control…
We present an efficient B-spline finite element method (FEM) for cloth simulation. While higher-order FEM has long promised higher accuracy, its adoption in cloth simulators has been limited by its larger computational costs while…
B-spline based orbital representations are widely used in Quantum Monte Carlo (QMC) simulations of solids, historically taking as much as 50% of the total run time. Random accesses to a large four-dimensional array make it challenging to…
Spiking Neural Networks (SNNs), with brain-inspired structure using discrete spikes instead of continuous activations, are gaining attention for their efficient processing on neuromorphic chips. While current SNN hardware accelerators often…
This paper demonstrates how an efficient representation of the planned path using B-splines, and a construction procedure that takes advantage of the neural network's inductive bias, speed up both the inference and training of a DNN-based…
We propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for $\ell_1$-constrained sparse recovery from noisy data, both in the compressed sensing and inverse problem frameworks.…