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We propose an efficient, accurate and reliable simulation scheme for the stochastic-alpha-beta-rho (SABR) model. The two challenges of the SABR simulation lie in sampling (i) integrated variance conditional on terminal volatility and (ii)…

Computational Finance · Quantitative Finance 2025-10-06 Jaehyuk Choi , Lilian Hu , Yue Kuen Kwok

We propose a novel randomized incremental gradient algorithm, namely, VAriance-Reduced Accelerated Gradient (Varag), for finite-sum optimization. Equipped with a unified step-size policy that adjusts itself to the value of the condition…

Optimization and Control · Mathematics 2019-11-01 Guanghui Lan , Zhize Li , Yi Zhou

This paper presents a parallel and fully conservative adaptive mesh refinement (AMR) implementation of a finite-volume-based kinetic solver for compressible flows. Time-dependent H-type refinement is combined with a two-population…

Fluid Dynamics · Physics 2025-04-08 Ruben M. Strässle , S. A. Hosseini , I. V. Karlin

Direction-of-arrival (DOA) estimation is one of the most demanding tasks for the millimeter wave (mmWave) communication of massive multiple-input multiple-output (MIMO) systems with the hybrid beamforming (HBF) architecture. In this paper,…

Information Theory · Computer Science 2021-09-01 Tian Lin , Xuemeng Zhou , Yu Zhu , Yi Jiang

This paper investigates the passive beamforming and information transfer (PBIT) technique for the multiuser multiple-input multiple-output (MIMO) systems with the aid of a reconfigurable intelligent surface (RIS), where the RIS enhances the…

Information Theory · Computer Science 2020-01-01 Wenjing Yan , Xiaojun Yuan , Zhen-Qing He , Xiaoyan Kuai

Automatic Mean Opinion Score (MOS) prediction is crucial to evaluate the perceptual quality of the synthetic speech. While recent approaches using pre-trained self-supervised learning (SSL) models have shown promising results, they only…

Audio and Speech Processing · Electrical Eng. & Systems 2023-09-01 Hui Wang , Shiwan Zhao , Xiguang Zheng , Yong Qin

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Optimization and Control · Mathematics 2024-04-08 Zhichun Yang , Fu-quan Xia , Kai Tu , Man-Chung Yue

Machine Reading Comprehension(MRC) has achieved a remarkable result since some powerful models, such as BERT, are proposed. However, these models are not robust enough and vulnerable to adversarial input perturbation and generalization…

Computation and Language · Computer Science 2022-02-25 Jing Jin , Houfeng Wang

We propose and analyze an Accelerated Rearrangement Method (ARM) for solving a class of nonconvex optimization problems involving two-phase composites. These problems include maximizing the (work) energy of a membrane governed by the…

Optimization and Control · Mathematics 2026-02-26 Chiu-Yen Kao , Seyyed Abbas Mohammadi , Braxton Osting

The idea of Integrated Sensing and Communication (ISAC) offers a promising solution to the problem of spectrum congestion in future wireless networks. This paper studies the integration of intelligent reflective surfaces (IRS) with ISAC…

Signal Processing · Electrical Eng. & Systems 2023-09-06 Mahmoud AlaaEldin , Emad Alsusa , Karim G. Seddik , Christos Masouros , Iman Valiulahi

Motivated by massive deployment of low data rate Internet of things (IoT) and ehealth devices with requirement for highly reliable communications, this paper proposes receive beamforming techniques for the uplink of a single-input…

Information Theory · Computer Science 2017-05-17 Majid Bavand , Steven D. Blostein

This paper proposes the application of the waveform relaxation method to the homogenization of multiscale magnetoquasistatic problems. In the monolithic heterogeneous multiscale method, the nonlinear macroscale problem is solved using the…

Numerical Analysis · Mathematics 2016-10-18 Innocent Niyonzima , Christophe Geuzaine , Sebastian Schöps

The capture of flying MAVs (micro aerial vehicles) has garnered increasing research attention due to its intriguing challenges and promising applications. Despite recent advancements, a key limitation of existing work is that capture…

Robotics · Computer Science 2025-03-11 Canlun Zheng , Zhanyu Guo , Zikang Yin , Chunyu Wang , Zhikun Wang , Shiyu Zhao

In this paper, a novel and robust algorithm is proposed for adaptive beamforming based on the idea of reconstructing the autocorrelation sequence (ACS) of a random process from a set of measured data. This is obtained from the first column…

Information Theory · Computer Science 2021-06-25 Saeed Mohammadzadeh , Vitor H. Nascimento , Rodrigo C. de Lamare , Osman Kukrer

This paper proposes a new adaptive algorithm for the implementation of the linearly constrained minimum variance (LCMV) beamformer. The proposed algorithm utilizes the set-membership filtering (SMF) framework and the reduced-rank joint…

Information Theory · Computer Science 2013-03-18 Lei Wang , Rodrigo C. de Lamare

Finding suitable features has been an essential problem in computer vision. We focus on Restricted Boltzmann Machines (RBMs), which, despite their versatility, cannot accommodate transformations that may occur in the scene. As a result,…

Computer Vision and Pattern Recognition · Computer Science 2016-11-15 Mario Valerio Giuffrida , Sotirios A. Tsaftaris

Airborne mobile Integrated Sensing and Communication (ISAC) base stations have garnered significant attention recently, with ISAC technology being a crucial application for 6G networks. Since ISAC can sense potential mobile communication…

Performance · Computer Science 2025-08-05 Shengcai Zhou , Luping Xiang , Kun Yang , Kai Kit Wong , Dapeng Oliver Wu , Chan-Byoung Chae

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

A new implementation of the finite amplitude method (FAM) for the solution of the relativistic quasiparticle random-phase approximation (RQRPA) is presented, based on the relativistic Hartree-Bogoliubov (RHB) model for deformed nuclei. The…

Nuclear Theory · Physics 2013-11-27 Tamara Niksic , Nenad Kralj , Tea Tutis , Dario Vretenar , Peter Ring

Developing resource allocation algorithms with strong real-time and high efficiency has been an imperative topic in wireless networks. Conventional optimization-based iterative resource allocation algorithms often suffer from slow…

Signal Processing · Electrical Eng. & Systems 2020-09-22 Siyuan Lu , Shengjie Zhao , Qingjiang Shi
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