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We propose a novel approach for sampling realistic financial correlation matrices. This approach is based on generative adversarial networks. Experiments demonstrate that generative adversarial networks are able to recover most of the known…

Statistical Finance · Quantitative Finance 2021-04-14 Gautier Marti

Adjoint logic is a general approach to combining multiple logics with different structural properties, including linear, affine, strict, and (ordinary) intuitionistic logics, where each proposition has an intrinsic mode of truth. It has…

Logic in Computer Science · Computer Science 2024-02-05 Junyoung Jang , Sophia Roshal , Frank Pfenning , Brigitte Pientka

A notion of convolution is presented in the context of formal power series together with lifting constructions characterising algebras of such series, which usually are quantales. A number of examples underpin the universality of these…

Logic in Computer Science · Computer Science 2014-10-17 Brijesh Dongol , Ian J. Hayes , Georg Struth

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Friction modeling has always been a challenging problem due to the complexity of real physical systems. Although a few state-of-the-art structured data-driven methods show their efficiency in nonlinear system modeling, deterministic…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Rui Dai , Giulio Evangelisti , Sandra Hirche

Current probabilistic programming languages and tools tightly couple model representations with specific inference algorithms, preventing experimentation with novel representations or mixed discrete-continuous models. We introduce a factor…

Programming Languages · Computer Science 2026-01-01 Ole Fenske , Maximilian Popko , Sebastian Bader , Thomas Kirste

We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse…

Optimization and Control · Mathematics 2016-09-12 Vincent Guigues

It is well known that we can use structural proof theory to refine, or generalize, existing paradigmatic computational primitives, or to discover new ones. Under such a point of view we keep developing a programme whose goal is establishing…

Logic in Computer Science · Computer Science 2012-12-20 Luca Roversi

Gaussian process regression is increasingly applied for learning unknown dynamical systems. In particular, the implicit quantification of the uncertainty of the learned model makes it a promising approach for safety-critical applications.…

Machine Learning · Computer Science 2022-06-29 Jan Brüdigam , Martin Schuck , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

Reversible logic has promising applications in emerging nanotechnologies, such as quantum computing, quantum dot cellular automata and optical computing, etc. Faults in reversible logic circuits that result in multi-bit error at the outputs…

Hardware Architecture · Computer Science 2011-01-24 Himanshu Thapliyal , Nagarajan Ranganathan

In this paper we present a novel algorithm for computing a congruence on an inverse semigroup from a collection of generating pairs. This algorithm uses a myriad of techniques from the theories of groups, automata, and inverse semigroups.…

Group Theory · Mathematics 2025-12-08 Luna Elliott , Alex Levine , James D. Mitchell

Classification is an important goal in many branches of mathematics. The idea is to describe the members of some class of mathematical objects, up to isomorphism or other important equivalence in terms of relatively simple invariants. Where…

Logic · Mathematics 2008-03-25 Wesley Calvert , Julia F. Knight

In this paper we describe a model of concurrency together with an algebraic structure reflecting the parallel composition. For the sake of simplicity we restrict to linear concurrent programs i.e. the ones with no loops nor branching. Such…

Logic in Computer Science · Computer Science 2014-10-29 Nicolas Ninin , Emmanuel Haucourt

Probabilistic programs are typically normal-looking programs describing posterior probability distributions. They intrinsically code up randomized algorithms and have long been at the heart of modern machine learning and approximate…

Programming Languages · Computer Science 2023-02-14 Lutz Klinkenberg , Tobias Winkler , Mingshuai Chen , Joost-Pieter Katoen

Constraint programming is used for a variety of real-world optimisation problems, such as planning, scheduling and resource allocation problems. At the same time, one continuously gathers vast amounts of data about these problems. Current…

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

Numerical Analysis · Mathematics 2016-02-11 Yariv Aizenbud , Amir Averbuch

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

Methodology · Statistics 2014-03-18 Giuliano Galimberti , Elena Scardovi , Gabriele Soffritti

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

This paper considers the objective comparison of stochastic models to solve inverse problems, more specifically image restoration. Most often, model comparison is addressed in a supervised manner, that can be time-consuming and partly…

Computation · Statistics 2020-10-14 Benjamin Harroué , Jean-François Giovannelli , Marcelo Pereyra

Cirquent calculus is a proof system manipulating circuit-style constructs rather than formulas. Using it, this article constructs a sound and complete axiomatization CL16 of the propositional fragment of computability logic (the…

Logic in Computer Science · Computer Science 2017-07-18 Giorgi Japaridze
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