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We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle

We give an algorithm for approximating a given plane curve segment by a planar elastic curve. The method depends on an analytic representation of the space of elastic curve segments, together with a geometric method for obtaining a good…

Numerical Analysis · Mathematics 2016-08-05 David Brander , Jens Gravesen , Toke Bjerge Nørbjerg

This paper introduces an efficient second-order method for solving the elastic net problem. Its key innovation is a computationally efficient technique for injecting curvature information in the optimization process which admits a strong…

Optimization and Control · Mathematics 2019-01-25 Vien V. Mai , Mikael Johansson

For the iterative decoupling of elliptic-parabolic problems such as poroelasticity, we introduce time discretization schemes up to order $5$ based on the backward differentiation formulae. Its analysis combines techniques known from…

Numerical Analysis · Mathematics 2026-05-25 Robert Altmann , Abdullah Mujahid , Benjamin Unger

In data science, one is often confronted with a time series representing measurements of some quantity of interest. Usually, as a first step, features of the time series need to be extracted. These are numerical quantities that aim to…

Rings and Algebras · Mathematics 2020-10-20 Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

In this work, we develop a novel framework to measure the similarity between dynamic financial networks, i.e., time-varying financial networks. Particularly, we explore whether the proposed similarity measure can be employed to understand…

Statistical Finance · Quantitative Finance 2020-09-10 Lu Bai , Lixin Cui , Lixiang Xu , Yue Wang , Zhihong Zhang , Edwin R. Hancock

We establish rigorous \emph{a posteriori} error bounds for a space-time finite element method of arbitrary order discretising linear wave problems in second order formulation. The method combines standard finite elements in space and…

Numerical Analysis · Mathematics 2026-04-24 Zhaonan Dong , Emmanuil H. Georgoulis , Lorenzo Mascotto , Zuodong Wang

A novel numerical method for the estimation of large time-varying parameter (TVP) models is proposed. The updating and smoothing estimates of the TVP model are derived within the context of generalised linear least squares and through…

Methodology · Statistics 2018-01-23 Stella Hadjiantoni , Erricos J. Kontoghiorghes

A new algorithm named EXPected Similarity Estimation (EXPoSE) was recently proposed to solve the problem of large-scale anomaly detection. It is a non-parametric and distribution free kernel method based on the Hilbert space embedding of…

Machine Learning · Computer Science 2015-11-18 Markus Schneider , Wolfgang Ertel , Günther Palm

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…

Computational Complexity · Computer Science 2007-05-23 Asa Ben-Hur , Joshua Feinberg , Shmuel Fishman , Hava T. Siegelmann

Temporal networks representing a stream of timestamped edges are seemingly ubiquitous in the real-world. However, the massive size and continuous nature of these networks make them fundamentally challenging to analyze and leverage for…

Data Structures and Algorithms · Computer Science 2021-01-08 Nesreen K. Ahmed , Nick Duffield , Ryan A. Rossi

In this work, we systematically examine the application of spatio-temporal splitting heuristics to the Multi-Robot Motion Planning (MRMP) problem in a graph-theoretic setting: a problem known to be NP-hard to optimally solve. Following the…

Robotics · Computer Science 2021-03-29 Teng Guo , Shuai D. Han , Jingjin Yu

Many applications require recovering the geometry information of multiple elastic particles based on the scattering information. In this paper, we consider the inverse time-harmonic elastic scattering of multiple rigid particles in three…

Mathematical Physics · Physics 2022-09-21 Jun Lai , Jinrui Zhang

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

We study linear problems defined on tensor products of Hilbert spaces with an additional (anti-) symmetry property. We construct a linear algorithm that uses finitely many continuous linear functionals and show an explicit formula for its…

Numerical Analysis · Mathematics 2012-08-16 Markus Weimar

We introduce a new version of dynamic time warping for samples of observed event times that are modeled as time-warped intensity processes. Our approach is devel- oped within a framework where for each experimental unit or subject in a…

Methodology · Statistics 2012-11-07 Ana Arribas-Gil , Hans-Georg Müller

People solve different problems and know that some of them are simple, some are complex and some insoluble. The main goal of this work is to develop a mathematical theory of algorithmic complexity for problems. This theory is aimed at…

Computational Complexity · Computer Science 2008-07-08 Mark Burgin

Functional data analysis is ubiquitous in most areas of sciences and engineering. Several paradigms are proposed to deal with the dimensionality problem which is inherent to this type of data. Sparseness, penalization, thresholding, among…

Methodology · Statistics 2018-09-05 Rodney V. Fonseca , Aluísio Pinheiro

We present a quantum algorithm to estimate parameters at the quantum metrology limit using deterministic quantum computation with one bit. When the interactions occurring in a quantum system are described by a Hamiltonian $H= \theta H_0$,…

Quantum Physics · Physics 2008-07-03 Rolando D. Somma , Sergio Boixo

The elasticity difference tensor, used in [1] to describe elasticity properties of a continuous medium filling a space-time, is here analysed from the point of view of the space-time connection. Principal directions associated with this…

General Relativity and Quantum Cosmology · Physics 2008-11-26 E. G. L. R. Vaz , Irene Brito