Related papers: Coherent Comparison as Information Cost: A Cost-Fi…
We study the aggregate welfare and individual regret guarantees of dynamic \emph{pacing algorithms} in the context of repeated auctions with budgets. Such algorithms are commonly used as bidding agents in Internet advertising platforms,…
We present Decalf, a directed, effectful cost-aware logical framework for studying quantitative aspects of functional programs with effects. Like Calf, the language is based on an internal phase distinction between the behavior of a program…
Chatterjee's rank correlation is a directed measure of association designed to detect whether one variable can be predicted as a function of another. While the original coefficient is naturally defined for real-valued data, circular data…
It is well known that the minimal superhedging price of a contingent claim is too high for practical use. In a continuous-time model uncertainty framework, we consider a relaxed hedging criterion based on acceptable shortfall risks.…
To compute the spatially distributed dielectric constant from the backscattering data, we study a coefficient inverse problem for a 1D hyperbolic equation. To solve the inverse problem, we establish a new version of Carleman estimate and…
Convex duality for two two different super--replication problems in a continuous time financial market with proportional transaction cost is proved. In this market, static hedging in a finite number of options, in addition to usual dynamic…
The classical discrete time model of proportional transaction costs relies on the assumption that a feasible portfolio process has solvent increments at each step. We extend this setting in two directions, allowing for convex transaction…
The maximal information coefficient (MIC), which measures the amount of dependence between two variables, is able to detect both linear and non-linear associations. However, computational cost grows rapidly as a function of the dataset…
Information compression is essential to reduce communication cost in distributed optimization over peer-to-peer networks. This paper proposes a communication-efficient linearly convergent distributed (COLD) algorithm to solve strongly…
Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…
In this short note, we initiate the study of the Linear Isomorphism Testing Problem in the setting of communication complexity, a natural linear algebraic generalization of the classical Equality problem. Given Boolean functions $f, g :…
This paper addresses the problem of differentially private distributed optimization under limited communication, where each agent aims to keep their cost function private while minimizing the sum of all agents' cost functions. In response,…
Conformance checking encompasses a body of process mining techniques which aim to find and describe the differences between a process model capturing the expected process behavior and a corresponding event log recording the observed…
Post Modigliani and Miller (1958), the concept of usage of arbitrage created a permanent mark on the discourses of financial framework. The arbitrage process is largely based on information dissemination amongst the stakeholders operating…
How to compute (super) hedging costs in rather general fi- nancial market models with transaction costs in discrete-time ? Despite the huge literature on this topic, most of results are characterizations of the super-hedging prices while it…
The evaluation mechanism of pattern matching with dynamic patterns is modelled in the Pure Pattern Calculus by one single meta-rule. This contribution presents a refinement which narrows the gap between the abstract calculus and its…
Although the specific structures of electricity markets are diverse around the world, they were all conceived on the premise of predictable, controllable generation with nonnegligible marginal costs. Recent changes, specifically, the…
In three-dimensional discrete element method (DEM) simulations, the particle motions within a granular assembly can produce bewildering sequences of movements at the contacts between particle pairs. With frictional contacts, the…
A directed acyclic graph (DAG) provides valuable prior knowledge that is often discarded in regression tasks in machine learning. We show that the independences arising from the presence of collider structures in DAGs provide meaningful…
This release includes data and information necessary to perform independent analyses of the COHERENT result presented in Akimov et al., arXiv:1708.01294 [nucl-ex]. Data is shared in a binned, text-based format, including both "signal" and…