相关论文: An efficient algorithm for the calculation of rese…

Mutually connected components (MCCs) play an important role as a measure of resilience in the study of interdependent networks. Despite their importance, an efficient algorithm to obtain the statistics of all MCCs during the removal of…

We examine volume computation of general-dimensional polytopes and more general convex bodies, defined as the intersection of a simplex by a family of parallel hyperplanes, and another family of parallel hyperplanes or a family of…

Given the complexity of modern software systems, it is of great importance that such systems be able to autonomously modify themselves, i.e., self-adapt, with minimal human supervision. It is critical that this adaptation both results in…

This paper investigates Merton's portfolio problem in a rough stochastic environment described by Volterra Heston model. The model has a non-Markovian and non-semimartingale structure. By considering an auxiliary random process, we solve…

As the gap between compute and I/O performance tends to grow, modern High-Performance Computing (HPC) architectures include a new resource type: an intermediate persistent fast memory layer, called burst buffers. This is just one of many…

We present a novel algorithm attaining excessively fast, the sought solution of linear systems of equations. The algorithm is short in its basic formulation and, by definition, vectorized, while the memory allocation demands are trivial,…

The problem of counting collisions or interactions is common in areas as computer graphics and scientific simulations. Since it is a major bottleneck in applications of these areas, a lot of research has been carried out on such subject,…

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…

Dependence among multiple lifetimes is a key factor for pricing and evaluating the risk of joint life insurance products. The dependence structure can be exposed to model uncertainty when available data and information are limited. We…

We introduce polynomial couplings, a generalization of probabilistic couplings, to develop an algorithm for the computation of equivalence relations which can be interpreted as a lifting of probabilistic bisimulation to polynomial…

It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…

Understanding the performance of a pool of servers is crucial for proper dimensioning. One of the main challenges is to take into account the complex interactions between servers that are pooled to process jobs. In particular, a job can…

We study a class of combinatorial scheduling problems characterized by a particular type of constraint often associated with electrical power or gas energy. This constraint appears in several practical applications and is expressed as a sum…

Under Solvency II the computation of capital requirements is based on value at risk (V@R). V@R is a quantile-based risk measure and neglects extreme risks in the tail. V@R belongs to the family of distortion risk measures. A serious…

We consider robust resource allocation of services in Clouds. More specifically, we consider the case of a large public or private Cloud platform that runs a relatively small set of large and independent services. These services are…

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability. It is assumed that the asset returns depend on predictable variables and that the joint…