相关论文: Doob's maximal identity, multiplicative decomposit…
We link optimal filtering for hidden Markov models to the notion of duality for Markov processes. We show that when the signal is dual to a process that has two components, one deterministic and one a pure death process, and with respect to…
We study deterministic and stochastic primal-dual sub-gradient algorithms for distributed optimization of a separable objective function with global inequality constraints. In both algorithms, the norm of the Lagrangian multipliers are…
We study the complexity of polynomial multiplication over arbitrary fields. We present a unified approach that generalizes all known asymptotically fastest algorithms for this problem. In particular, the well-known algorithm for…
A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact…
Fragmentation processes are part of a broad class of models describing the evolution of a system of particles which split apart at random. These models are widely used in biology, materials science and nuclear physics, and their asymptotic…
In this paper, we present a numerical algorithm for the accurate and efficient computation of the convolution of the frequency domain layered media Green's function with a given density function. Instead of compressing the convolution…
The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…
We show that a discrete time martingale with respect to a filtration with atomless innovations is the (infinite) sum of martingales with independent increments. For the continuous time filtration coming from Brownian Motion filtration, we…
In this article, we establish the parabolic version of the celebrated Rubio de Francia extrapolation theorem. As applications, we obtain new characterizations of parabolic BMO-type spaces in terms of various commutators of parabolic…
The effort to generate matrix exponentials and associated differentials, required to determine the time evolution of quantum systems, frequently constrains the evaluation of problems in quantum control theory, variational circuit…
We say that a set $S$ is additively decomposed into two sets $A$ and $B$, if $S = \{a+b : a\in A, \ b \in B\}$. Here we study additively decompositions of multiplicative subgroups of finite fields. In particular, we give some improvements…
The paper discusses the construction of high dimensional spatial discretizations for arbitrary multivariate trigonometric polynomials, where the frequency support of the trigonometric polynomial is known. We suggest a construction based on…
We study the Hodge filtrations of Schmid and Vilonen on unipotent representations of real reductive groups. We show that for various well-defined classes of unipotent representations (including, for example, the oscillator representations…
Let the process Y(t) be a Skorohod integral process with respect to Brownian motion. We use a recent result by Tudor (2004), to prove that Y(t) can be represented as the limit of linear combinations of processes that are products of forward…
The weight systems of finite-dimensional representations of complex, simple Lie algebras exhibit patterns beyond Weyl-group symmetry. These patterns occur because weight systems can be decomposed into lattice polytopes in a natural way.…
We study the problem of differentially private (DP) mechanisms for representing sets of size $k$ from a large universe. Our first construction creates $(\epsilon,\delta)$-DP representations with error probability of $1/(e^\epsilon + 1)$…
We consider the shape reconstruction of a conductivity inclusion in two dimensions. We use the concept of Faber polynomials Polarization Tensors (FPTs) introduced in \cite{choi:2018:GME} to derive an exact shape recovery formula for an…
Doi-Peliti methods are developed for stochastic models with finite maximum occupation numbers per site. We provide a generalized framework for the different Fock spaces reported in the literature. Paragrassmannian techniques are then…
A new method is presented for solving Poisson's equation inside an open-ended rectangular pipe. The method uses Fast Fourier Transforms (FFTs) to perform mixed convolutions and correlations of the charge density with the Green function.…
Motivated by the fundamental lower bounds questions in proof complexity, we initiate the study of matrix identities as hard instances for strong proof systems. A matrix identity of $d \times d$ matrices over a field $\mathbb{F}$, is a…