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Backward Stochastic Differential Equations (BSDEs) have been widely employed in various areas of social and natural sciences, such as the pricing and hedging of financial derivatives, stochastic optimal control problems, optimal stopping…

Numerical Analysis · Mathematics 2023-04-10 Jared Chessari , Reiichiro Kawai , Yuji Shinozaki , Toshihiro Yamada

We present a new algorithm for isolating the real roots of a system of multivariate polynomials, given in the monomial basis. It is inspired by existing subdivision methods in the Bernstein basis; it can be seen as generalization of the…

Symbolic Computation · Computer Science 2010-11-12 Angelos Mantzaflaris , Bernard Mourrain , Elias P. P. Tsigaridas

The purpose of this note is to survey a methodology to solve systems of polynomial equations and inequalities. The techniques we discuss use the algebra of multivariate polynomials with coefficients over a field to create large-scale linear…

Optimization and Control · Mathematics 2011-12-08 Jesus A. De Loera , Peter N. Malkin , Pablo A. Parrilo

We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order…

Numerical Analysis · Mathematics 2019-07-18 Alemayehu Adugna Arara , Kristian Debrabant , Anne Kværnø

A system of nested dichotomies is a method of decomposing a multi-class problem into a collection of binary problems. Such a system recursively applies binary splits to divide the set of classes into two subsets, and trains a binary…

Machine Learning · Computer Science 2018-09-12 Tim Leathart , Eibe Frank , Bernhard Pfahringer , Geoffrey Holmes

Univariate polynomial root-finding is both classical and important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the polynomial…

Numerical Analysis · Mathematics 2014-07-01 Victor Y. Pan

Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if…

Machine Learning · Computer Science 2019-08-14 Oktay Gunluk , Jayant Kalagnanam , Minhan Li , Matt Menickelly , Katya Scheinberg

We propose a new method for the evaluation of intersection numbers for twisted meromorphic $n$-forms, through Stokes' theorem in $n$ dimensions. It is based on the solution of an $n$-th order partial differential equation and on the…

High Energy Physics - Theory · Physics 2023-07-12 Vsevolod Chestnov , Hjalte Frellesvig , Federico Gasparotto , Manoj K. Mandal , Pierpaolo Mastrolia

We introduce the notion of multiplication kernels of birational and $D$-module type and give various examples. We also introduce the notion of a semi-classical multiplication kernel associated with an integrable system and discuss its…

Algebraic Geometry · Mathematics 2022-01-05 Maxim Kontsevich , Alexander Odesskii

We prove a formula for the multidegrees of a rational map defined by generalized monomials on a projective variety, in terms of integrals over an associated Newton region. This formula leads to an expression of the multidegrees as volumes…

Algebraic Geometry · Mathematics 2018-01-25 Paolo Aluffi

B-series and generalizations are a powerful tool for the analysis of numerical integrators. An extension named exotic aromatic B-series was introduced to study the order conditions for sampling the invariant measure of ergodic SDEs.…

Numerical Analysis · Mathematics 2023-10-17 Eugen Bronasco

A hyperbinary expansion of a positive integer n is a partition of n into powers of 2 in which each part appears at most twice. In this paper, we consider a generalization of this concept and a certain statistic on the corresponding set of…

Combinatorics · Mathematics 2015-03-16 Toufik Mansour , Mark Shattuck

We analyze a discretization method for solving nonlinear integral equations that contain multiple integrals. These equations include integral equations with a Volterra series, instead of a single integral term, on one side of the equation.…

Numerical Analysis · Mathematics 2010-02-04 S. A. Belbas , Yuriy Bulka

Tiered trees were introduced as a combinatorial object for counting absolutely indecomposable representation of certain quivers and torus orbit of certain homogeneous variety. In this paper, we define a bijection between the set of…

Combinatorics · Mathematics 2024-08-07 Biswadeep Bagchi , Srinibas Swain

In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…

Methodology · Statistics 2015-06-25 Marina S. Paez , Stephen G. Walker

We study the settings where we are given a function of n variables defined in a given box of integers. We show that in many cases we can replace the given objective function by a new function with a much smaller domain. Our approach allows…

Optimization and Control · Mathematics 2025-01-30 Asaf Levin

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

Numerical Analysis · Mathematics 2024-09-19 S. Boscarino , E. Macca

We present a geometric interpretation of the integration-by-parts formula on an arbitrary vector bundle. As an application we give a new geometric formulation of higher-order variational calculus.

Differential Geometry · Mathematics 2015-06-04 Michał Jóźwikowski , Mikołaj Rotkiewicz

We consider the problem of enumeration of planar maps and revisit its one-matrix model solution in the light of recent combinatorial techniques involving conjugated trees. We adapt and generalize these techniques so as to give an…

Statistical Mechanics · Physics 2007-05-23 J. Bouttier , P. Di Francesco , E. Guitter

In this work, we present a new, algorithm for multi-domain learning. Given a pretrained architecture and a set of visual domains received sequentially, the goal of multi-domain learning is to produce a single model performing a task in all…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Massimiliano Mancini , Elisa Ricci , Barbara Caputo , Samuel Rota Buló