Related papers: High-Precision Framework for Expected Hitting Time…
We consider the problem of approximate counting of triangles and longer fixed length cycles in directed graphs. For triangles, T\v{e}tek [ICALP'22] gave an algorithm that returns a $(1 \pm \eps)$-approximation in…
We present a new general algorithm for calculating arbitrary jet cross sections in arbitrary scattering processes to next-to-leading accuracy in perturbative QCD. The algorithm is based on the subtraction method. The key ingredients are new…
Finite element methods usually construct basis functions and quadrature rules for multidimensional domains via tensor products of one-dimensional counterparts. While straightforward, this approach results in integration spaces larger than…
Subset Sum is a classical optimization problem taught to undergraduates as an example of an NP-hard problem, which is amenable to dynamic programming, yielding polynomial running time if the input numbers are relatively small. Formally,…
Recent advances in selected CI, including the adaptive sampling configuration interaction (ASCI) algorithm and its heat bath extension, have made the ASCI approach competitive with the most accurate techniques available, and hence an…
The cumulative distribution function (CDF) of the doubly non-central beta distribution can be expressed as an infinite double series. By truncating the sum of this series, one can obtain an approximate value of the CDF. Although numerous…
In uncertainty quantification for parametric partial differential equations (PDEs), it is common to model uncertain random field inputs using countably infinite sequences of independent and identically distributed random variables. The…
Consider the collection of all binary matrices having a specific sequence of row and column sums and consider sampling binary matrices uniformly from this collection. Practical algorithms for exact uniform sampling are not known, but there…
In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite…
We enhance the accuracy and generalization of univariate time series point prediction by an explainable ensemble on the fly. We propose an Interpretable Dynamic Ensemble Architecture (IDEA), in which interpretable base learners give…
Efficient and accurate particle tracking is crucial for measuring Standard Model parameters and searching for new physics. This task consists of two major computational steps: track finding, the identification of a subset of all hits that…
Using the results of Ding, Lee, Peres [3], we develop formulas to compute the hitting times and cover times for random walks on groups. We developed an explicit formula for hitting times in terms of the irreducible representations of the…
Current approaches for time series forecasting, whether in the time or frequency domain, predominantly use deep learning models based on linear layers or transformers. They often encode time series data in a black-box manner and rely on…
In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…
Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating…
The subset sum problem is known to be an NP-hard problem in the field of computer science with the fastest known approach having a run-time complexity of $O(2^{0.3113n})$. A modified version of this problem is known as the perfect sum…
In this paper, the heterogeneous distributed quickest change detection (HetDQCD) with 1-bit non-anonymous feedback is studied. The concept of syndromes is introduced and the family of syndrome-based fusion rules is proposed, which…
This paper studies a discrete-time optimal switching problem on a finite horizon. The underlying model has a running reward, terminal reward and signed (positive and negative) switching costs. Using the martingale approach to optimal…
This work is an attempt to develop an approximate scheme for estimating the volume-based truncation errors in the finite volume analysis of laminar flows. The volume-based truncation error is the net flow error across the faces of a control…