相关论文: An efficient jet marcher for computing the quasipo…

The polling system with switch-over durations is a useful model with several practical applications. It is classified as a Discrete Event Dynamic System (DEDS) for which no one agreed upon modelling approach exists. Furthermore, DEDS are…

This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…

The similarity of two polygonal curves can be measured using the Fr\'echet distance. We introduce the notion of a more robust Fr\'echet distance, where one is allowed to shortcut between vertices of one of the curves. This is a natural…

We propose and analyze numerical methods for the Heath-Jarrow-Morton (HJM) model. To construct the methods, we first discretize the infinite dimensional HJM equation in maturity time variable using quadrature rules for approximating the…

We study structural equation modeling (SEM) for diffusion processes with jumps. Based on high-frequency data, we consider the parameter estimation and the goodness-of-fit test in the SEM. Using a threshold method, we propose the…

We propose a model for multiclass classification of time series to make a prediction as early and as accurate as possible. The matrix sequential probability ratio test (MSPRT) is known to be asymptotically optimal for this setting, but…

A Support Vector Method for multivariate performance measures was recently introduced by Joachims (2005). The underlying optimization problem is currently solved using cutting plane methods such as SVM-Perf and BMRM. One can show that these…

During the Mars ascent vehicle (MAV) launch missions, when encountering a thrust drop type of propulsion system fault problem, the general trajectory replanning methods relying on step-by-step judgments may fail to make timely decisions,…

This paper presents a scalable online algorithm to generate safe and kinematically feasible trajectories for quadrotor swarms. Existing approaches rely on linearizing Euclidean distance-based collision constraints and on axis-wise…

The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…

The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale learning setting. In this paper, we propose an extension of the…

In this paper we introduce a theoretical framework for semi-discrete optimization using ideas from optimal transport. Our primary motivation is in the field of deep learning, and specifically in the task of neural architecture search. With…

The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…

Physics beyond the Standard Model (BSM) may be unveiled by studying events with a high number of outgoing jets, produced at the LHC with energies above the TeV scale (energetic multi-jet events). Such events are dominated by QCD processes,…

We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…

Euclidean distance matrices (EDMs) are a major tool for localization from distances, with applications ranging from protein structure determination to global positioning and manifold learning. They are, however, static objects which serve…

The pseudospectral method is a powerful tool for finding highly precise solutions of Schr\"{o}dinger's equation for few-electron problems. We extend the method's scope to wave functions with non-zero angular momentum and test it on several…

Recently proposed numerical algorithms for solving high-dimensional nonlinear partial differential equations (PDEs) based on neural networks have shown their remarkable performance. We review some of them and study their convergence…

In this paper we investigate the numerical approximation of an analogue of the Wasserstein distance for optimal transport on graphs that is defined via a discrete modification of the Benamou--Brenier formula. This approach involves the…

In this paper, we investigate a new extragradient algorithm for solving pseudomonotone equilibrium problems on Hadamard manifolds. The algorithm uses a variable stepsize which is updated at each iteration and based on some previous…