Results 41 to 50 of about 41,274 (203)
This article investigates how persistent homology, persistent Laplacians, and persistent commutative algebra reveal complementary geometric, topological, and algebraic invariants or signatures of real‐world data. By analyzing shapes, synthetic complexes, fullerenes, and biomolecules, the article shows how these mathematical frameworks enhance ...
Yiming Ren, Guo‐Wei Wei
wiley +1 more source
Enabling Stochastic Dynamic Games for Robotic Swarms
This paper scales stochastic dynamic games to large swarms of robots through selective agent modeling and variable partial belief space planning. We formulate these games using a belief space variant of iterative Linear Quadratic Gaussian (iLQG). We scale to teams of 50 agents through selective modeling based on the estimated influence of agents ...
Kamran Vakil, Alyssa Pierson
wiley +1 more source
This paper proposes a novel control framework to ensure safety of a robotic swarm. A feedback optimization controller is capable of driving the swarm toward a target density while keeping risk‐zone exposure below a safety threshold. Theory and experiments show how safety is more effectively achieved for sparsely connected swarms.
Longchen Niu, Gennaro Notomista
wiley +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Support-based lower bounds for the positive semidefinite rank of a nonnegative matrix [PDF]
The positive semidefinite rank of a nonnegative $(m\times n)$-matrix~$S$ is the minimum number~$q$ such that there exist positive semidefinite $(q\times q)$-matrices $A_1,\dots,A_m$, $B_1,\dots,B_n$ such that $S(k,\ell) = \mbox{tr}(A_k^* B_\ell)$.
Dirk, Oliver Theis, Troy Lee
core
A quantum-inspired algorithm for estimating the permanent of positive semidefinite matrices
We construct a quantum-inspired classical algorithm for computing the permanent of Hermitian positive semidefinite matrices, by exploiting a connection between these mathematical structures and the boson sampling model.
Cerf, N. J. +2 more
core +1 more source
Alternating Least-Squares for Low-Rank Matrix Reconstruction [PDF]
For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori knowledge of ...
Chatterjee, Saikat +3 more
core +1 more source
Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher +2 more
wiley +1 more source
Singular Value and Matrix Norm Inequalities between Positive Semidefinite Matrices and Their Blocks
In this paper, we obtain some inequalities involving positive semidefinite 2×2 block matrices and their blocks.
Feng Zhang +3 more
doaj +1 more source
Heinz均值凸性的一个注记(A note on the convexity of the Heinz means)
Recently, KITTANEH obtained an improvement of the Heinz inequality for all unitarily invariant norms. In this note, we obtain a refinement of KITTANEH's result. We shall conclude this paper with some numerical examples.
ZOULi-min(邹黎敏)
doaj +1 more source

