相关论文: A Tight Lower Bound for Decrease-Key in the Pure H…
We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e. the only assumption on the losses is an upper bound on their second moments, denoted by $\theta$. We develop adaptive algorithms that…
We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to standard finite difference methods in different examples. We…
We use soft heaps to obtain simpler optimal algorithms for selecting the $k$-th smallest item, and the set of~$k$ smallest items, from a heap-ordered tree, from a collection of sorted lists, and from $X+Y$, where $X$ and $Y$ are two…
In this paper, we propose upper and lower error bounding techniques for reduced order modelling applied to the computational homogenisation of random composites. The upper bound relies on the construction of a reduced model for the stress…
Theoretical models applied to option pricing should take into account the empirical characteristics of the underlying financial time series. In this paper, we show how to price basket options when assets follow a shifted log-normal process…
We study time/memory tradeoffs of function inversion: an algorithm, i.e., an inverter, equipped with an s-bit advice on a randomly chosen function $f : [n] -> [n]$ and using $q$ oracle queries to $f$, tries to invert a randomly chosen…
In system identification, it is often difficult to find a physical intuition to choose a noise model structure. The importance of this choice is that, for the prediction error method (PEM) to provide asymptotically efficient estimates, the…
Cuckoo hashing is a highly practical dynamic dictionary: it provides amortized constant insertion time, worst case constant deletion time and lookup time, and good memory utilization. However, with a noticeable probability during the…
We show tight lower bounds for the entire trade-off between space and query time for the Approximate Near Neighbor search problem. Our lower bounds hold in a restricted model of computation, which captures all hashing-based approaches. In…
We study revenue optimization learning algorithms for posted-price auctions with strategic buyers. We analyze a very broad family of monotone regret minimization algorithms for this problem, which includes the previously best known…
We propose a novel approach to select the best model of the data. Based on the exclusive properties of the nested models, we find the most parsimonious model containing the risk minimizer predictor. We prove the existence of probable…
We present a tight RMR complexity lower bound for the recoverable mutual exclusion (RME) problem, defined by Golab and Ramaraju \cite{GR2019a}. In particular, we show that any $n$-process RME algorithm using only atomic read, write,…
Leftist heaps and skew heaps are two well-known data structures for mergeable priority queues. Leftist heaps are constructed for efficiency in the worst-case sense whereas skew heaps are self-adjusting, designed for efficiency in the…
We consider high-dimensional asset price models that are reduced in their dimension in order to reduce the complexity of the problem or the effect of the curse of dimensionality in the context of option pricing. We apply model order…
In this contribution we are concerned with tight a posteriori error estimation for projection based model order reduction of $\inf$-$\sup$ stable parameterized variational problems. In particular, we consider the Reduced Basis Method in a…
This study explores the design of an efficient rebate policy in auction markets, focusing on a continuous-time setting with competition among market participants. In this model, a stock exchange collects transaction fees from auction…
We prove a separation between offline and online algorithms for finger-based tournament heaps undergoing key modifications. These heaps are implemented by binary trees with keys stored on leaves, and intermediate nodes tracking the min of…
In this paper we prove that Dijkstra's shortest-path algorithm, if implemented with a sufficiently efficient heap, is universally optimal in its running time, and with suitable small additions is also universally optimal in its number of…
We study the fully automated amortised analysis of purely functional data structures like skew heaps, as well as weight- and rank-biased leftist heaps. For that we generalise earlier works on automated amortised resource analysis by…
The Min-sum single machine scheduling problem (denoted 1||sum f_j) generalizes a large number of sequencing problems. The first constant approximation guarantees have been obtained only recently and are based on natural time-indexed LP…