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We introduce Triangular-Reference Schr\"odinger Bridges for Time Series (TR-SBTS), a conservative extension of the SBTS framework in which the Brownian reference is replaced by an intervalwise frozen, possibly degenerate diffusion…

Machine Learning · Statistics 2026-05-29 Gabriele Bocchi

Motivated by recent developments in the calibration of stochastic volatility models (SVMs for short), we study continuous-time formulations of martingale optimal transport and martingale Schr\"odinger bridge problems. We establish duality…

Optimization and Control · Mathematics 2025-10-14 Antonios Zitridis

There has been great interest in recent years on statistical models for dynamic networks. In this paper, I propose a stochastic block transition model (SBTM) for dynamic networks that is inspired by the well-known stochastic block model…

Social and Information Networks · Computer Science 2016-07-11 Kevin S. Xu

We introduce and study a system of coupled nonlocal nonlinear Schr\"odinger equations that interpolates between the mixed, focusing-defocusing Manakov system on one hand and a limiting case of the intermediate nonlinear Schr\"odinger…

Exactly Solvable and Integrable Systems · Physics 2022-12-08 Bjorn K. Berntson , Alexander Fagerlund

A standard way to solve a Schr\"odinger equation is to discreteize the radial coordinates and apply a numerical method for a differential equation, such as the Runge-Kutta method or the Numerov method. Here I employ a discrete basis…

Nuclear Theory · Physics 2024-01-22 K. Hagino

The solution of the path structured multimarginal Schr\"{o}dinger bridge problem (MSBP) is the most-likely measure-valued trajectory consistent with a sequence of observed probability measures or distributional snapshots. We leverage recent…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Georgiy A. Bondar , Robert Gifford , Linh Thi Xuan Phan , Abhishek Halder

In this work, we apply the Stochastic Grid Bundling Method (SGBM) to numerically solve backward stochastic differential equations (BSDEs). The SGBM algorithm is based on conditional expectations approximation by means of bundling of Monte…

Numerical Analysis · Mathematics 2019-08-26 Ki Wai Chau , Cornelis W. Oosterlee

A wide range of symbolic analysis and optimization problems can be formalized using polyhedra. Sub-classes of polyhedra, also known as sub-polyhedral domains, are sought for their lower space and time complexity. We introduce the Strided…

Symbolic Computation · Computer Science 2024-07-08 Arjun Pitchanathan , Albert Cohen , Oleksandr Zinenko , Tobias Grosser

Semantic communication has drawn substantial attention as a promising paradigm to achieve effective and intelligent communications. However, efficient image semantic communication encounters challenges with a lower testing compression ratio…

Information Theory · Computer Science 2024-05-10 Shuling Li , Yaping Sun , Jinbei Zhang , Kechao Cai , Shuguang Cui , Xiaodong Xu

Efficient sampling of complex data distributions can be achieved using trained invertible flows (IF), where the model distribution is generated by pushing a simple base distribution through multiple non-linear bijective transformations.…

Machine Learning · Computer Science 2021-07-13 Daniel O'Connor , Walter Vinci

Concept Bottleneck Models (CBMs) have emerged as a prominent paradigm for interpretable deep learning, learning by grounding predictions in human-understandable concepts. However, their practical deployment is hindered by the high cost of…

Machine Learning · Computer Science 2026-05-29 Ziye Chen , Hongbin Lin , Jie Li , Lijie Hu

In this paper, we consider the binary classification problem via distributed Support-Vector-Machines (SVM), where the idea is to train a network of agents, with limited share of data, to cooperatively learn the SVM classifier for the global…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Mohammadreza Doostmohammadian , Alireza Aghasi , Themistoklis Charalambous , Usman A. Khan

A novel smooth immersed boundary method (IBM) based on a direct-forcing formulation is proposed to simulate incompressible dense particle-laden flows. This IBM relies on a regularization of the transfer function between the Eulerian grid…

Computational Physics · Physics 2023-04-24 Victor Chéron , Fabien Evrard , Berend van Wachem

It has become commonplace to use complex computer models to predict outcomes in regions where data does not exist. Typically these models need to be calibrated and validated using some experimental data, which often consists of multiple…

The integration of vision-language models such as CLIP and Concept Bottleneck Models (CBMs) offers a promising approach to explaining deep neural network (DNN) decisions using concepts understandable by humans, addressing the black-box…

Computer Vision and Pattern Recognition · Computer Science 2024-08-06 Townim F. Chowdhury , Vu Minh Hieu Phan , Kewen Liao , Minh-Son To , Yutong Xie , Anton van den Hengel , Johan W. Verjans , Zhibin Liao

Implicit neural representations have emerged as a powerful approach for encoding complex geometries as continuous functions. These implicit models are widely used in computer vision and 3D content creation, but their integration into…

We present a quantum computational framework that systematically converts classical linear iterative algorithms with fixed iteration operators into their quantum counterparts using the Schr\"odingerization technique [Shi Jin, Nana Liu and…

Numerical Analysis · Mathematics 2025-05-13 Shi Jin , Nana Liu , Chuwen Ma , Yue Yu

We present a layered Boltzmann machine (BM) that can better exploit the advantages of a distributed representation. It is widely believed that deep BMs (DBMs) have far greater representational power than its shallow counterpart, restricted…

Neural and Evolutionary Computing · Computer Science 2015-06-23 Taichi Kiwaki

We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation…

Numerical Analysis · Mathematics 2025-07-22 Markus Bachmayr , Matthieu Dolbeault , Polina Sachsenmaier

Sequential Monte Carlo has become a standard tool for Bayesian Inference of complex models. This approach can be computationally demanding, especially when initialized from the prior distribution. On the other hand, deter-ministic…

Methodology · Statistics 2017-07-26 Sophie Donnet , Stéphane Robin