291 citations
- University of CambridgeGB72 papers
- Department of Mathematical SciencesRU27 papers
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- Mathematical Institute of the Slovak Academy of SciencesSK12 papers
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16 papers · 1 filter
Serre-Tate theory for Shimura varieties of Hodge type
Ananth N. Shankar, Rong Zhou
We study the formal neighbourhood of a point in -ordinary locus of an integral model of a Hodge type Shimura variety. We show that this formal neighbourhood has a structure of a…
Recombining Tree Approximations for Optimal Stopping for Diffusions
Erhan Bayraktar, Yan Dolinsky, Jia Guo
In this paper we develop two numerical methods for optimal stopping in the framework of one dimensional diffusion. Both of the methods use the Skorohod embedding in order to constr…
Efficient batch-sequential Bayesian optimization with moments of truncated Gaussian vectors
Sébastien Marmin, Clément Chevalier, David Ginsbourger
We deal with the efficient parallelization of Bayesian global optimization algorithms, and more specifically of those based on the expected improvement criterion and its variants.…
Computing DM-decomposition of a partitioned matrix with rank-1 blocks
Hiroshi Hirai
In this paper, we develop a polynomial time algorithm to compute a Dulmage-Mendelsohn-type decomposition of a matrix partitioned into submatrices of rank at most .
On the Weak Solutions to Mixed Navier-Stokes-Darcy Model
Yanren Hou, Haibiao Zheng
In this paper, an a priori estimate of weak solutions to the mixed Navier-Stokes/Darcy model with Beavers-Joseph-Saffman's interface condition and the existence of a weak solution…
Tensor Network Skeletonization
Lexing Ying
We introduce a new coarse-graining algorithm, tensor network skeletonization, for the numerical computation of tensor networks. This approach utilizes a structure-preserving skelet…