Related papers: Simulation thinning algorithm for a CARMA(p,q)-Haw…
The cumulative shrinkage process is an increasing shrinkage prior that can be employed within models in which additional terms are supposed to play a progressively negligible role. A natural application is to Gaussian factor models, where…
Stochastic simulation approaches perform probabilistic inference in Bayesian networks by estimating the probability of an event based on the frequency that the event occurs in a set of simulation trials. This paper describes the evidence…
This work introduces efficient symbolic algorithms for quantitative reactive synthesis. We consider resource-constrained robotic manipulators that need to interact with a human to achieve a complex task expressed in linear temporal logic.…
Numerous studies grounded on Hawkes processes have been carried out in many fields including finance, biology and social network. Hawkes processes form a class of selfexciting simple point processes. In this article, we consider a general…
For some research questions that involve Spin(p, q) representation theory, using symbolic algebra based techniques might be an attractive option for simplifying and manipulating expressions. Yet, for some such problems, especially as they…
Modeling quantum many-body systems is enormously challenging due to the exponential scaling of Hilbert dimension with system size. Finding efficient compressions of the wavefunction is key to building scalable models. Here, we introduce…
Heterogeneous multiscale methods (HMM) combine molecular accuracy of particle-based simulations with the computational efficiency of continuum descriptions to model flow in soft matter liquids. In these schemes, molecular simulations…
A fast and accurate computational scheme for simulating nonlinear dynamic systems is presented. The scheme assumes that the system can be represented by a combination of components of only two different types: first-order low-pass filters…
This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First rates are derived for L1-metrics for stochastic intensities of the…
Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, neuroscience, social networks,…
Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…
In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider…
Cellular Automata (CA) theory is a discrete model that represents the state of each of its cells from a finite set of possible values which evolve in time according to a pre-defined set of transition rules. CA have been applied to a number…
We present a new approach to simulating Hamiltonian dynamics based on implementing linear combinations of unitary operations rather than products of unitary operations. The resulting algorithm has superior performance to existing simulation…
Quadratic Hawkes (QHawkes) processes have proved effective at reproducing the statistics of price changes, capturing many of the stylised facts of financial markets. Motivated by the recently reported strong occurrence of endogenous…
In this paper, we present a method for the Hamiltonian simulation in the context of eigenvalue estimation problems which improves earlier results dealing with Hamiltonian simulation through the truncated Taylor series. In particular, we…
This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…
A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…
One of the most promising applications of near-term quantum computing is the simulation of quantum systems, a classically intractable task. Quantum simulation requires computationally expensive matrix exponentiation; Trotter-Suzuki…
We consider a difference-of-convex formulation where one of the terms is allowed to be hypoconvex (or weakly convex). We first examine the precise behavior of a single iteration of the Difference-of-Convex algorithm (DCA), giving a tight…