Trending Research
A new coefficient of correlation
Is it possible to define a coefficient of correlation which is (a) as simple as the classical coefficients like Pearson's correlation or Spearman's correlation, and yet (b) consistently estimates some simple and interpretable measure of the degree of dependence between the variables, which is 0 if and only if the variables are independent and 1 if and only if one is a measurable function of the other, and (c) has a simple asymptotic theory under the hypothesis of independence, like the classical coefficients?
Statistics Theory Probability Statistics Theory 62H20, 62H15
Initial Guesses for Sequences of Linear Systems in a GPU-Accelerated Incompressible Flow Solver
We consider several methods for generating initial guesses when iteratively solving sequences of linear systems, showing that they can be implemented efficiently in GPU-accelerated PDE solvers, specifically solvers for incompressible flow.
Numerical Analysis Numerical Analysis
The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications
overlordgolddragon/ssqueezepy
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We analyze the stability properties of the Synchrosqueezing transform, a time-frequency signal analysis method that can identify and extract oscillatory components with time-varying frequency and amplitude.
Classical Analysis and ODEs Computational Engineering, Finance, and Science Numerical Analysis Data Analysis, Statistics and Probability 42C40, 65T99, 62M15, 86A04
Universal Average-Case Optimality of Polyak Momentum
d2l-ai/d2l-en
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Polyak momentum (PM), also known as the heavy-ball method, is a widely used optimization method that enjoys an asymptotic optimal worst-case complexity on quadratic objectives.
Optimization and Control
Computing in Operations Research using Julia
The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as Python and MATLAB.
Optimization and Control Numerical Analysis Programming Languages
Distributed Continuous-Time Optimization with Time-Varying Objective Functions and Inequality Constraints
Different from most studied distributed optimization problems with time-invariant objective functions and constraints, the optimal solution in this paper is time varying and forms a trajectory.
Optimization and Control
Optimization-Based Autonomous Racing of 1:43 Scale RC Cars
This paper describes autonomous racing of RC race cars based on mathematical optimization.
Optimization and Control Robotics Systems and Control
Structure-Aware Methods for Expensive Derivative-Free Nonsmooth Composite Optimization
We present new methods for solving a broad class of bound-constrained nonsmooth composite minimization problems.
Optimization and Control
Chaos as an Intermittently Forced Linear System
Understanding the interplay of order and disorder in chaotic systems is a central challenge in modern quantitative science.
Dynamical Systems Chaotic Dynamics
Householder QR Factorization with Randomization for Column Pivoting (HQRRP). FLAME Working Note #78
A fundamental problem when adding column pivoting to the Householder QR factorization is that only about half of the computation can be cast in terms of high performing matrix-matrix multiplications, which greatly limits the benefits that can be derived from so-called blocking of algorithms.
Numerical Analysis Numerical Analysis
