3 papers
math.NA2025
Global Asymptotic Rates Under Randomization: Gauss-Seidel and Kaczmarz
Alireza Entezari, Arunava Banerjee
Current performance bounds for randomized iterative methods are often considered tight under per-iteration analyses, yet they are notoriously loose in practice. We derive asymptoti…
cs.NE2024
Robust online reconstruction of continuous-time signals from a lean spike train ensemble code
Anik Chattopadhyay, Arunava Banerjee
Sensory stimuli in animals are encoded into spike trains by neurons, offering advantages such as sparsity, energy efficiency, and high temporal resolution. This paper presents a si…
q-fin.CP2024
Gaussian Recombining Split Tree
Yury Lebedev, Arunava Banerjee
Binomial trees are widely used in the financial sector for valuing securities with early exercise characteristics, such as American stock options. However, while effective in many…