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We extend the super-replication theorems of [27] in a dynamic setting, both in the num\'eraire-based as well as in the num\'eraire-free setting. For this purpose, we generalize the notion of admissible strategies. In particular, we obtain a…

Mathematical Finance · Quantitative Finance 2021-07-07 Francesca Biagini , Thomas Reitsam

A causal structure is a description of the functional dependencies between random variables. A distribution is compatible with a given causal structure if it can be realized by a process respecting these dependencies. Deciding whether a…

Quantum Physics · Physics 2024-03-25 Laurens T. Ligthart , Mariami Gachechiladze , David Gross

We consider a principal who wishes to screen an agent with \emph{discrete} types by offering a menu of \emph{discrete} quantities and \emph{discrete} transfers. We assume that the principal's valuation is discrete strictly concave and use a…

Theoretical Economics · Economics 2025-10-27 Alejandro Francetich , Burkhard C. Schipper

Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…

A Learning Model Predictive Controller (LMPC) for linear system in presented. The proposed controller is an extension of the LMPC [1] and it aims to decrease the computational burden. The control scheme is reference-free and is able to…

Optimization and Control · Mathematics 2019-10-31 Ugo Rosolia , Francesco Borrelli

The method for calculation of the canonical decomposition that approximates a tensor of high order is considered, which requires moderate computational resources. It is based on the replacement of the approximation error norm (global…

Numerical Analysis · Mathematics 2025-05-05 A. K. Alekseev , A. E. Bondarev , Y. S. Pyatakova

We develop a compositional framework for generalized reversible computing using copy-discard categories and resource theories. We introduce partitioned matrices between partitioned sets as subdistribution matrices which preserve the…

Category Theory · Mathematics 2025-11-18 Clémence Chanavat , Priyaa Varshinee Srinivasan

Motivated by pricing in ad exchange markets, we consider the problem of robust learning of reserve prices against strategic buyers in repeated contextual second-price auctions. Buyers' valuations for an item depend on the context that…

Machine Learning · Computer Science 2020-02-27 Negin Golrezaei , Adel Javanmard , Vahab Mirrokni

We study the problem of minimizing a nonnegative separable concave function over a compact feasible set. We approximate this problem to within a factor of 1+epsilon by a piecewise-linear minimization problem over the same feasible set. Our…

Optimization and Control · Mathematics 2012-01-17 Thomas L. Magnanti , Dan Stratila

We consider the problem of constructing quantum operations or channels, if they exist, that transform a given set of quantum states $\{\rho_1, \dots, \rho_k\}$ to another such set $\{\hat\rho_1, \dots, \hat\rho_k\}$. In other words, we must…

Numerical Analysis · Mathematics 2014-07-25 Yuen-Lam Cheung , Dmitriy Drusvyatskiy , Chi-Kwong Li , Diane Pelejo , Henry Wolkowicz

We show that time complexity analysis of higher-order functional programs can be effectively reduced to an arguably simpler (although computationally equivalent) verification problem, namely checking first-order inequalities for validity.…

Logic in Computer Science · Computer Science 2012-10-26 Ugo Dal Lago , Barbara Petit

Though ubiquitous as first-principles models for conservative phenomena, Hamiltonian systems present numerous challenges for model reduction even in relatively simple, linear cases. Here, we present a method for the projection-based model…

Numerical Analysis · Mathematics 2024-07-12 Anthony Gruber , Irina Tezaur

Latent variable models are used to estimate variables of interest quantities which are observable only up to some measurement error. In many studies, such variables are known but not precisely quantifiable (such as "job satisfaction" in…

Machine Learning · Statistics 2012-10-19 Ricardo Silva

Classical complexity theory measures the cost of computing a function, but many computational tasks require committing to one valid output among several. We introduce determination depth -- the minimum number of sequential layers of…

Computational Complexity · Computer Science 2026-04-08 Joseph M. Hellerstein

In this brief, we consider the constrained optimization problem underpinning model predictive control (MPC). We show that this problem can be decomposed into an unconstrained optimization problem with the same cost function as the original…

Optimization and Control · Mathematics 2020-08-18 Uroš Kalabić , Ilya Kolmanovsky

We consider the problem of testing for the presence of linear relationships between large sets of random variables based on a post-selection inference approach to canonical correlation analysis. The challenge is to adjust for the selection…

Methodology · Statistics 2020-10-20 Ian W. McKeague , Xin Zhang

Optimal control is an essential tool for stabilizing complex nonlinear systems. However, despite the extensive impacts of methods such as receding horizon control, dynamic programming and reinforcement learning, the design of cost functions…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Tyler Westenbroek , Anand Siththaranjan , Mohsin Sarwari , Claire J. Tomlin , Shankar S. Sastry

To extract robust deep representations from long sequential modeling of speech data, we propose a self-supervised learning approach, namely Contrastive Separative Coding (CSC). Our key finding is to learn such representations by separating…

Audio and Speech Processing · Electrical Eng. & Systems 2021-03-02 Jun Wang , Max W. Y. Lam , Dan Su , Dong Yu

A principled approach to the design of program verification and con- struction tools is applied to separation logic. The control flow is modelled by power series with convolution as separating conjunction. A generic construction lifts…

Logic in Computer Science · Computer Science 2014-10-17 Brijesh Dongol , Victor B. F. Gomes , Georg Struth

Massive data analysis calls for distributed algorithms and theories. We design a multi-round distributed algorithm for canonical correlation analysis. We construct principal directions through the convex formulation of canonical correlation…

Computation · Statistics 2024-12-24 Canyi Chen , Liping Zhu
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