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Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique…

Computational Engineering, Finance, and Science · Computer Science 2016-11-08 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

In this paper we address the constrained longest common subsequence problem. Given two sequences $X$, $Y$ and a constrained sequence $P$, a sequence $Z$ is a constrained longest common subsequence for $X$ and $Y$ with respect to $P$ if $Z$…

Data Structures and Algorithms · Computer Science 2021-03-05 Francis Yuk Lun Chin , Ngai Lam Ho , Alfredo De Santis , S. K. Kim

A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…

Classical Analysis and ODEs · Mathematics 2021-05-04 Arran Fernandez , Joel E. Restrepo , Durvudkhan Suragan

Canonical Correlation Analysis (CCA) is a widely used statistical tool with both well established theory and favorable performance for a wide range of machine learning problems. However, computing CCA for huge datasets can be very slow…

Machine Learning · Statistics 2014-12-31 Yichao Lu , Dean P. Foster

We consider the Shannon mutual information of subsystems of critical quantum chains in their ground states. Our results indicate a universal leading behavior for large subsystem sizes. Moreover, as happens with the entanglement entropy, its…

Statistical Mechanics · Physics 2015-06-15 F. C. Alcaraz , M. A. Rajabpour

This paper defines multidimensional sequential optimization numbers and prove that the unsigned Stirling numbers of first kind are 1-dimensional sequential optimization numbers. This paper gives a recurrence formula and an upper bound of…

Data Structures and Algorithms · Computer Science 2022-06-16 Zile Hui

Over the past decade, the celebrated sparse representation model has achieved impressive results in various signal and image processing tasks. A convolutional version of this model, termed convolutional sparse coding (CSC), has been…

Signal Processing · Electrical Eng. & Systems 2018-10-03 Ives Rey-Otero , Jeremias Sulam , Michael Elad

We show how universal codes can be used for solving some of the most important statistical problems for time series. By definition, a universal code (or a universal lossless data compressor) can compress any sequence generated by a…

Information Theory · Computer Science 2008-09-09 Boris Ryabko

The longest common subsequence (LCS) problem is a central problem in stringology that finds the longest common subsequence of given two strings $A$ and $B$. More recently, a set of four constrained LCS problems (called generalized…

Data Structures and Algorithms · Computer Science 2020-01-17 Kohei Yamada , Yuto Nakashima , Shunsuke Inenaga , Hideo Bannai , Masayuki Takeda

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Optimization and Control · Mathematics 2018-12-19 Areesh Mittal , Can Gokalp , Grani A. Hanasusanto

We consider the length L of the longest common subsequence of two randomly uniformly and independently chosen n character words over a k-ary alphabet. Subadditivity arguments yield that the expected value of L, when normalized by n,…

Combinatorics · Mathematics 2007-05-23 Marcos Kiwi , Martin Loebl , Jiri Matousek

We introduce a new method to price American-style options on underlying investments governed by stochastic volatility (SV) models. The method does not require the volatility process to be observed. Instead, it exploits the fact that the…

Computational Finance · Quantitative Finance 2012-07-26 Bhojnarine R. Rambharat , Anthony E. Brockwell

Mixed-effects models are widely used to model data with hierarchical grouping structures and high-cardinality categorical predictor variables. However, for high-dimensional crossed random effects, current standard computations relying on…

Methodology · Statistics 2026-05-15 Pascal Kündig , Fabio Sigrist

We consider the classical exact multiple string matching problem. Our solution is based on $q$-grams combined with pattern superimposition, bit-parallelism and alphabet size reduction. We discuss the pros and cons of the various…

Data Structures and Algorithms · Computer Science 2021-12-07 Robert Susik , Szymon Grabowski , Kimmo Fredriksson

Although information content is invariant up to an additive constant, the range of possible additive constants applicable to programming languages is so large that in practice it plays a major role in the actual evaluation of K(s), the…

Information Theory · Computer Science 2010-06-03 Jean-Paul Delahaye , Hector Zenil

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2013-03-05 Indrek Mandre , Jaan Kalda

In this paper we present novel algorithms for several multidimensional data processing problems. We consider problems related to the computation of restricted clusters and of the diameter of a set of points using a new distance function. We…

Data Structures and Algorithms · Computer Science 2010-09-14 Mugurel Ionut Andreica , Eliana-Dina Tirsa

The min-knapsack problem with compactness constraints extends the classical knapsack problem, in the case of ordered items, by introducing a restriction ensuring that they cannot be too far apart. This problem has applications in…

Optimization and Control · Mathematics 2025-04-28 Hubert Villuendas , Mathieu Besançon , Jérôme Malick

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Statistics Theory · Mathematics 2018-10-16 Michael Krikheli , Amir Leshem

Despite strong performance on a variety of tasks, neural sequence models trained with maximum likelihood have been shown to exhibit issues such as length bias and degenerate repetition. We study the related issue of receiving…

Machine Learning · Computer Science 2020-10-06 Sean Welleck , Ilia Kulikov , Jaedeok Kim , Richard Yuanzhe Pang , Kyunghyun Cho