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In this paper, we investigate the construction of a diffusion process whose time-marginal densities are constrained to belong to a given set at all time. The construction is obtained from a penalization approximation to the constraint set,…

Probability · Mathematics 2017-04-20 Jean-Francois Jabir

We consider approximation algorithms for covering integer programs of the form min $\langle c, x \rangle $ over $x \in \mathbb{N}^n $ subject to $A x \geq b $ and $x \leq d$; where $A \in \mathbb{R}_{\geq 0}^{m \times n}$, $b \in…

Data Structures and Algorithms · Computer Science 2018-11-20 Chandra Chekuri , Kent Quanrud

We present and study approximate notions of dimensional and margin complexity, which correspond to the minimal dimension or norm of an embedding required to approximate, rather then exactly represent, a given hypothesis class. We show that…

Machine Learning · Computer Science 2020-03-10 Pritish Kamath , Omar Montasser , Nathan Srebro

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

Computational Finance · Quantitative Finance 2015-02-09 Nikolai Dokuchaev

The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…

This article investigates how graph matching can be applied to process plant design data in order to support the reuse of previous designs. A literature review of existing graph matching algorithms is performed, and a group of algorithms is…

Machine Learning · Computer Science 2021-03-24 Miia Rantala , Hannu Niemistö , Tommi Karhela , Seppo Sierla , Valeriy Vyatkin

The aim of this paper is to study the characteristics of a general method to produce a new approximation sequence from a given one, by using suitable convex combinations.

Functional Analysis · Mathematics 2007-05-23 Lorenzo D'Ambrosio , Elisabetta Mangino

This paper addresses the problem of approximate processing for flexible queries in the form SELECT-FROM-WHERE-GROUP BY with join condition. It offers a flexible framework for online aggregation while promoting response time at the expense…

Databases · Computer Science 2013-12-24 Minyar Sassi-Hidri , Soukaina Ben Bdira

We present an approach to minimization under constraint. We explore the connections of this technique with the general method of Compactness by Concentration of P.L. Lions and present applications to some constrained semi-linear and…

Analysis of PDEs · Mathematics 2009-06-09 Louis Jeanjean , Marco Squassina

This paper considers optimization over multiple renewal systems coupled by time average constraints. These systems act asynchronously over variable length frames. For each system, at the beginning of each renewal frame, it chooses an action…

Optimization and Control · Mathematics 2018-05-23 Xiaohan Wei , Michael J. Neely

The problem of the approximation of convolutions by accompanying laws in the scheme of series satisfying the infinitesimality condition is considered. It is shown that the quality of approximation depends essentially on the choice of…

Probability · Mathematics 2022-08-04 A. Yu. Zaitsev

Lagrangian relaxation has been used extensively in the design of approximation algorithms. This paper studies its strengths and limitations when applied to Partial Cover.

Data Structures and Algorithms · Computer Science 2007-12-27 Julián Mestre

Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reaction-diffusion systems. However, the use of approximate…

Numerical Analysis · Computer Science 2014-08-19 Hong Zhang , Adrian Sandu , Paul Tranquilli

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

In connection with the needs of solving optimization problems, the development of conditional minimization methods with convenient numerical implementation continues to attract the attention of mathematicians. In this monograph we propose…

Optimization and Control · Mathematics 2023-11-22 Igor Zabotin , Rashid Yarullin

Recently, we introduced Relative Resolution as a hybrid formalism for fluid mixtures [1]. The essence of this approach is that it switches molecular resolution in terms or relative separation: While nearest neighbors are characterized by a…

Statistical Mechanics · Physics 2019-10-09 Aviel Chaimovich , Kurt Kremer , Christine Peter

In this master's thesis, we introduce expansion systems as a general framework to describe a large variety of approximation algorithms, such as Taylor approximation, decimal expansion and continued fraction. We consider some basic…

Classical Analysis and ODEs · Mathematics 2012-06-05 V. A. Pessers

We study the approximability of an existing framework for clustering edge-colored hypergraphs, which is closely related to chromatic correlation clustering and is motivated by machine learning and data mining applications where the goal is…

Data Structures and Algorithms · Computer Science 2023-05-16 Nate Veldt

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…

Probability · Mathematics 2017-11-16 James E. Johndrow , Jonathan C. Mattingly