Related papers: Coherent Comparison as Information Cost: A Cost-Fi…
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…
High communication costs create a major bottleneck for distributed resource allocation over unbalanced directed networks. Conventional dual gradient tracking methods, while effective for problems on unbalanced digraphs, rely on periodic…
We address the problem to infer physical material parameters and boundary conditions from the observed motion of a homogeneous deformable object via the solution of an inverse problem. Parameters are estimated from potentially unreliable…
We analytically examine the pair interaction for parallel, discrete helices of charge. Symmetry arguments allow for the energy to be decomposed into a sum of terms, each of which has an intuitive geometric interpretation. Truncated Fourier…
This research started with an algebra for reasoning about rely/guarantee concurrency for a shared memory model. The approach taken led to a more abstract algebra of atomic steps, in which atomic steps synchronise (rather than interleave)…
Existing studies on differential privacy mainly consider aggregation on data sets where each entry corresponds to a particular participant to be protected. In many situations, a user may pose a relational algebra query on a sensitive…
For a networked control system, we consider the problem of encoder and controller design. We study a discrete-time linear plant with a finite horizon performance cost, comprising of a quadratic function of the states and controls, and an…
The free energy of a multi-component scalar field theory is considered as a functional W[G,J] of the free correlation function G and an external current J. It obeys non-linear functional differential equations which are turned into…
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
We present a computational algebra solution to reverse engineering the network structure of discrete dynamical systems from data. We use monomial ideals to determine dependencies between variables that encode constraints on the possible…
This paper proposes a new algorithm for simultaneous graph matching and clustering. For the first time in the literature, these two problems are solved jointly and synergetically without relying on any training data, which brings advantages…
We introduce a new discrete coherence monotone named the \emph{coherence number}, which is a generalization of the coherence rank to mixed states. After defining the coherence number in a similar manner to the Schmidt number in entanglement…
This paper is concerned with parameter identification problem for finite impulse response (FIR) systems with binary-valued observations under low computational complexity. Most of the existing algorithms under binary-valued observations…
We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…
This paper studies the distributed linearly separable computation problem, which is a generalization of many existing distributed computing problems such as distributed gradient descent and distributed linear transform. In this problem, a…
We study information elicitation in cost-function-based combinatorial prediction markets when the market maker's utility for information decreases over time. In the sudden revelation setting, it is known that some piece of information will…
We investigate one-dimensional harmonically trapped two-component systems for repulsive interaction strengths ranging from the non-interacting to the strongly interacting regime for Fermi-Fermi mixtures. A new and powerful mapping between…
Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…
We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…
String diagrams are an increasingly popular algebraic language for the analysis of graphical models of computations across different research fields. Whereas string diagrams have been thoroughly studied as semantic structures, much less…