相关论文: Error bounds for last-column-block-augmented trunc…

We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option…

Designing large coupling memory quasi-cyclic spatially-coupled LDPC (QC-SC-LDPC) codes with low error floors requires eliminating specific harmful substructures (e.g., short cycles) induced by edge spreading and lifting. Building on our…

In this paper we consider the modeling of measurement error for fund returns data. In particular, given access to a time-series of discretely observed log-returns and the associated maximum over the observation period, we develop a…

We analyze structure-preserving model order reduction methods for Ornstein-Uhlenbeck processes and linear S(P)DEs with multiplicative noise based on balanced truncation. For the first time, we include in this study the analysis of non-zero…

We consider Backward Stochastic Differential Equations in a setting where noise is generated by a countable state, continuous time Markov chain, and the terminal value is prescribed at a stopping time. We show that, given sufficient…

This paper deals with model predictive control problems for large scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we introduce a complex-valued coordinate transformation that block…

In any calculation in perturbative Quantum Chromodynamics (QCD) a choice needs to be made for the unphysical renormalisation scale, $\mu_R$. The Brodsky-Lepage-Mackenzie/Principle of Maximum Conformality (BLM/PMC) scale-setting procedure is…

We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The…

A key problem in making precise perturbative QCD (pQCD) predictions is how to set the renormalization scale of the running coupling unambiguously at each finite order. The elimination of the uncertainty in setting the renormalization scale…

Markov chain Monte Carlo (MCMC) is the engine of modern Bayesian statistics, being used to approximate the posterior and derived quantities of interest. Despite this, the issue of how the output from a Markov chain is post-processed and…

Recent studies have illustrated that stochastic gradient Markov Chain Monte Carlo techniques have a strong potential in non-convex optimization, where local and global convergence guarantees can be shown under certain conditions. By…

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

A lower bound on the maximum likelihood (ML) decoding error exponent of linear block code ensembles, on the erasure channel, is developed. The lower bound turns to be positive, over an ensemble specific interval of erasure probabilities,…

When solving partial differential equations numerically, usually a high order spatial discretization is needed. Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized systems and hence reduce…

Recent advances in block diffusion language models have demonstrated competitive performance and strong scalability on reasoning tasks. However, existing BDLMs have limited exploration under the test-time scaling setting and face more…

This paper presents preliminary work on computing upper bounds on the estimation error covariance in the framework of the extended Kalman filter. The approach taken is using quadratic constraints to bound the dynamic nonlinearities and use…

We consider linear network error correction (LNEC) coding when errors may occur on edges of a communication network of which the topology is known. In this paper, we first revisit and explore the framework of LNEC coding, and then unify two…

We prove a bound on the finite sample error of sequential Monte Carlo (SMC) on static spaces using the $L_2$ distance between interpolating distributions and the mixing times of Markov kernels. This result is unique in that it is the first…

We provide a general framework for computing upper bounds on mixing times of finite Markov chains when its minimal ideal is left zero. Our analysis is based on combining results by Brown and Diaconis with our previous work on stationary…

The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…