Related papers: Coherent Comparison as Information Cost: A Cost-Fi…
This note aims to bring attention to a simple class of discrete dynamical systems exhibiting some complex behaviour. Each of these systems is defined as a self-mapping of the unit square and is obtained by coupling two families of…
We consider nonlinear delay differential and renewal equations with infinite delay. We extend the work of Gyllenberg et al, Appl. Math. Comput. (2018) by introducing a unifying abstract framework, and derive a finite-dimensional…
Based on \cite{DH94}, we introduce a bijective correspondence between first order differential calculi and the graph structure of the symmetric lattice that allows one to encode completely the interconnection structure of the graph in the…
This paper is concerned with the optimal number of redundant allocation to $n$-component coherent systems consist of heterogeneous dependent components. We assume that the system is built of $L$ groups of different components, $L\geq 1$,…
With distributed computing and mobile applications becoming ever more prevalent, synchronizing diverging replicas of the same data is a common problem. Reconciliation -- bringing two replicas of the same data structure as close as possible…
This paper characterizes informational outcomes in a model of dynamic signaling with vanishing commitment power. It shows that contrary to popular belief, informative equilibria with payoff-relevant signaling can exist without requiring…
We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent latent variables. The method consists in generating pseudo-observations from the latent variables, so that the Euclidean…
This two-part paper discusses robustification methodologies for linear-iterative distributed algorithms for consensus and coordination problems in multicomponent systems, in which unreliable communication links may drop packets. We consider…
Choice correspondences are crucial in decision-making, especially when faced with indifferences or ties. While tie-breaking can transform a choice correspondence into a choice function, it often introduces inefficiencies. This paper…
We propose a communication-efficient optimally structured gradient coding scheme to jointly address straggler resilience and communication efficiency in heterogeneous distributed learning. By establishing a unified framework that…
The desirable gambles framework provides a foundational approach to imprecise probability theory but relies heavily on linear utility assumptions. This paper introduces function-coherent gambles, a generalization that accommodates…
Economic complexity algorithms aim to uncover the hidden capabilities that drive economic systems. Here, we present a fundamental reinterpretation of two of these algorithms, the Economic Complexity Index (ECI) and the Economic Fitness and…
We analyze networked heterogeneous nonlinear systems, with diffusive coupling and interconnected over a generic static directed graph. Due to the network's hetereogeneity, complete synchronization is impossible, in general, but an emergent…
Diagram chasing is not an easy task. The coherence holds in a generalized sense if we have a mechanical method to judge whether given two morphisms are equal to each other. A simple way to this end is to reform a concerned category into a…
Methods for distributed optimization have received significant attention in recent years owing to their wide applicability in various domains. A distributed optimization method typically consists of two key components: communication and…
In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…
We introduce a framework for automatically choosing data structures to support efficient computation of analytical workloads. Our contributions are twofold. First, we introduce a novel low-level intermediate language that can express the…
We study how trading costs are reflected in equilibrium returns. To this end, we develop a tractable continuous-time risk-sharing model, where heterogeneous mean-variance investors trade subject to a quadratic transaction cost. The…
Data generated from a system of interest typically consists of measurements from an ensemble of subjects across multiple response and covariate features, and is naturally represented by one response-matrix against one covariate-matrix.…
In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage…