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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…

Mathematical Finance · Quantitative Finance 2016-09-12 Gianluca Cassese

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…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Xiayan Xu , Xiaomeng Chen , Dawei Shi , Ling Shi

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…

Graphics · Computer Science 2022-07-26 Sebastian Weiss , Robert Maier , Rüdiger Westermann , Daniel Cremers , Nils Thuerey

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…

Soft Condensed Matter · Physics 2013-05-29 Jonathan Landy , Joseph Rudnick

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)…

Logic in Computer Science · Computer Science 2017-10-11 Ian J. Hayes , Larissa A. Meinicke , Kirsten Winter , Robert J. Colvin

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…

Databases · Computer Science 2013-04-18 Shixi Chen , Shuigeng Zhou

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…

Optimization and Control · Mathematics 2016-02-22 Maben Rabi , Chithrupa Ramesh , Karl Henrik Johansson

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…

High Energy Physics - Theory · Physics 2007-05-23 Boris Kastening

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…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

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…

Quantitative Methods · Quantitative Biology 2022-12-07 Heather A. Harrington , Mike Stillman , Alan Veliz-Cuba

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…

Computer Vision and Pattern Recognition · Computer Science 2021-10-22 Maximilian Krahn , Florian Bernard , Vladislav Golyanik

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…

Quantum Physics · Physics 2017-10-26 Seungbeom Chin

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…

Systems and Control · Electrical Eng. & Systems 2024-12-09 Tianning Han , Ying Wang , Yanlong Zhao

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…

Optimization and Control · Mathematics 2026-02-05 Léa Ninite , Adrien Banse , Guillaume O. Berger , Raphaël M. Jungers

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…

Information Theory · Computer Science 2020-10-06 Kai Wan , Hua Sun , Mingyue Ji , Giuseppe Caire

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…

Computer Science and Game Theory · Computer Science 2014-07-31 Miroslav Dudík , Rafael Frongillo , Jennifer Wortman Vaughan

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…

Quantum Gases · Physics 2017-02-17 F. F. Bellotti , A. S. Dehkharghani , N. T. Zinner

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…

Econometrics · Economics 2025-10-02 Paul S. Koh

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…

Optimization and Control · Mathematics 2026-04-14 Tan H. Cao , Hassan Saoud

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…

Category Theory · Mathematics 2022-11-04 Paul Wilson , Fabio Zanasi