相关论文: Multiplicative decompositions and frequency of van…

In this article we relate the set of structure preserving equivalent martingale measures $(\mathcal{M})$ for financial models driven by semimartingales with conditionally independent increments to a set of measurable and integrable…

We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

We study the decomposition of zero-dimensional persistence modules, viewed as functors valued in the category of vector spaces factorizing through sets. Instead of working directly at the level of vector spaces, we take a step back and…

Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions at arbitrary stopping times. Examining the literature, one…

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

In part I of this paper we studied additive decomposability of the set $\F_y$ of th $y$-smooth numbers and the multiplicative decomposability of the shifted set $\g_y=\F_y+\{1\}$. In this paper, focusing on the case of 'large' functions…

We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…

We give an elementary proof of the celebrated Bichteler-Dellacherie Theorem which states that the class of stochastic processes $S$ allowing for a useful integration theory consists precisely of those processes which can be written in the…

Computing the copositive minimum of a strictly copositive quadratic form is a natural generalization of computing the arithmetical minimum of a positive definite one. In this paper we show that this generalized problem is NP-complete.…

We show that a continuous local martingale is a strict local martingale if its supremum process is not in $ L_\alpha$ for a positive number $\alpha $ smaller than $1$. Using this we construct a family of strict local martingales.

The decomposition matrix of a finite group in prime characteristic p records the multiplicities of its p-modular irreducible representations as composition factors of the reductions modulo p of its irreducible representations in…

The weak-map order on the matroid base polytopes is the partial order defined by inclusion. Lucas proved that the base polytope of no binary matroid includes the base polytope of a connected matroid. A matroid base polytope is said to be…

We consider the demixing problem of two (or more) high-dimensional vectors from nonlinear observations when the number of such observations is far less than the ambient dimension of the underlying vectors. Specifically, we demonstrate an…

We study the conditions for a nilpotent Lie group to be foliated into subgroups that have square integrable (relative discrete series) unitary representations, that fit together to form a filtration by normal subgroups. Then we use that…

This letter presents a method of synthetic aperture radar (SAR) image despeckling aimed to preserve the detail information while suppressing speckle noise. This method combines the nonlocal self-similarity partition and a proposed modified…

We consider local martingales $M$ with jumps larger than $a$ for some $a$ larger than or equal to -1, and prove Novikov-type criteria for the corresponding exponential local martingale to be a uniformly integrable martingale. We obtain…

Low-rank approximations are essential in modern data science. The interpolative decomposition provides one such approximation. Its distinguishing feature is that it reuses columns from the original matrix. This enables it to preserve matrix…

Let us consider a signed measure $\Qv$ and a probability measure $\Pv$ such that $\Qv<<\Pv$. Let $D$ be the density of $\Qv$ with respect to $\Pv$. $H$ represents the set of zeros of $D$, $\bar{g}=0\vee\sup{H}$. In this paper, we shall…

Non-negative sparse coding is a method for decomposing multivariate data into non-negative sparse components. In this paper we briefly describe the motivation behind this type of data representation and its relation to standard sparse…

It has by now become a standard approach to use the theory of sparse (or toric) elimination, based on the Newton polytope of a polynomial, in order to reveal and exploit the structure of algebraic systems. This talk surveys compact…