相关论文: Efficient simulation and calibration of general HJ…
The family of Multiscale Hybrid-Mixed (MHM) finite element methods has received considerable attention from the mathematics and engineering community in the last few years. The MHM methods allow solving highly heterogeneous problems on…
We propose the segmented iHMM (siHMM), a hierarchical infinite hidden Markov model (iHMM) that supports a simple, efficient inference scheme. The siHMM is well suited to segmentation problems, where the goal is to identify points at which a…
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…
Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…
Quantum computing (QC) has gained popularity due to its unique capabilities that are quite different from that of classical computers in terms of speed and methods of operations. This paper proposes hybrid models and methods that…
The Partitioning Min-Max Weighted Matching (PMMWM) problem is an NP-hard problem that combines the problem of partitioning a group of vertices of a bipartite graph into disjoint subsets with limited size and the classical Min-Max Weighted…
We propose a splitting algorithm for solving a system of composite monotone inclusions formulated in the form of the extended set of solutions in real Hilbert spaces. The resluting algorithm is a an extension of the algorithm in [4]. The…
Understanding the classifications of deep neural networks, e.g. used in safety-critical situations, is becoming increasingly important. While recent models can locally explain a single decision, to provide a faithful global explanation…
We consider the problems of weighted constrained sampling and weighted model counting, where we are given a propositional formula and a weight for each world. The first problem consists of sampling worlds with a probability proportional to…
Quantum computers hold promise to enable efficient simulations of the properties of molecules and materials; however, at present they only permit ab initio calculations of a few atoms, due to a limited number of qubits. In order to harness…
The ongoing progress in quantum technologies has fueled a sustained exploration of their potential applications across various domains. One particularly promising field is quantitative finance, where a central challenge is the pricing of…
This paper studies a generalization of hyperinterpolation over the high-dimensional unit cube. Hyperinterpolation of degree \( m \) serves as a discrete approximation of the \( L_2 \)-orthogonal projection of the same degree, using Fourier…
The LIBOR Market Model (LMM) is a widely used model for pricing interest rate derivatives. While the Black-Scholes model is well-known for pricing stock derivatives such as stock options, a larger portion of derivatives are based on…
An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for…
We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…
We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…
This paper introduces weighted-BMP, a variant of the Bandwidth Minimization Problem (BMP), with a significant application in optimizing quantum emulation. Weighted-BMP optimizes particles ordering to reduce the emulation costs, by designing…
In this paper, we demonstrate the efficiency of simulations via direct computation of the partition function under various macroscopic conditions, such as different temperatures or volumes. The method can compute partition functions by…
Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…
Machine learning and quantum computing are two technologies that are causing a paradigm shift in the performance and behavior of certain algorithms, achieving previously unattainable results. Machine learning (kernel classification) has…