A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The Sarkar-Wang algorithm computes the hat version of the Heegaard Floer homology of a closed oriented three manifold. This paper analyzes the computational complexity of the Sarkar-Wang algorithm; then the algorithm is modified to obtain a better bound. Then the computational complexity of calculating HFK hat from a H…
Investigates polynomial time algorithms for computing Khovanov homology of braids.
problem Computing Khovanov homology for general braids is intractable.
method Examines polynomial time algorithms for 3-braids and a variation of the scanning algorithm for more general braids.
result Shows that for 3-braids, Khovanov homology can be computed in polynomial time, while for more general braids, it can be computed in polynomial time for bounded homological degrees.
Numerical challenges inherent in algorithms for computing worst Value-at-Risk in homogeneous portfolios are identified and solutions as well as words of warning concerning their implementation are provided. Furthermore, both conceptual and computational improvements to the Rearrangement Algorithm for approximating wors…
The aim of this paper is to discuss some applications of general topology in computer algorithms including modeling and simulation, and also in computer graphics and image processing. While the progress in these areas heavily depends on advances in computing hardware, the major intellectual achievements are the algorit…
Probabilistic inference in graphical models is the task of computing marginal and conditional densities of interest from a factorized representation of a joint probability distribution. Inference algorithms such as variable elimination and belief propagation take advantage of constraints embedded in this factorization …
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances to each element in that set. We propose two original algorithms to compute Wasse…
Scientific Computing relies on executing computer algorithms coded in some programming languages. Given a particular available hardware, algorithms speed is a crucial factor. There are many scientific computing environments used to code such algorithms. Matlab is one of the most tremendously successful and widespread s…
Fatgraphs are multigraphs enriched with a cyclic order of the edges incident to a vertex. This paper presents algorithms to: (1) generate the set of all fatgraphs having a given genus and number of boundary cycles; (2) compute automorphisms of any given fatgraph; (3) compute the homology of the fatgraph complex. The al…
In this paper, we give an algorithm to compute the hat version of the Heegaard Floer homology of a closed oriented three-manifold. This method also allows us to compute the filtrations coming from a null-homologous link in a three-manifold.
Matrix profile has been recently proposed as a promising technique to the problem of all-pairs-similarity search on time series. Efficient algorithms have been proposed for computing it, e.g., STAMP, STOMP and SCRIMP++. All these algorithms use the z-normalized Euclidean distance to measure the distance between subsequ…
We consider the weakly supervised binary classification problem where the labels are randomly flipped with probability 1−α. Although there exist numerous algorithms for this problem, it remains theoretically unexplored how the statistical accuracies and computational efficiency of these algorithms depend on the degr…
In this paper, we propose new efficient algorithms to verify the null space condition in compressed sensing (CS). Given an (n−m)×n (m>0) CS matrix A and a positive k, we are interested in computing αk={z:Az=0,z=0}max{K:∣K∣≤k}max∥zK∥1∥z∥1, where …
The crosscap number of a knot is an invariant describing the non-orientable surface of smallest genus that the knot bounds. Unlike knot genus (its orientable counterpart), crosscap numbers are difficult to compute and no general algorithm is known. We present three methods for computing crosscap number that offer varyi…
In this article, we introduce a fixed parameter tractable algorithm for computing the Turaev-Viro invariants TV(4,q), using the dimension of the first homology group of the manifold as parameter. This is, to our knowledge, the first parameterised algorithm in computational 3-manifold topology using a topological parame…
We study Bayesian optimal control of a general class of smoothly parameterized Markov decision problems. Since computing the optimal control is computationally expensive, we design an algorithm that trades off performance for computational efficiency. The algorithm is a lazy posterior sampling method that maintains a d…
Nonparametric correlations such as Spearman's rank correlation and Kendall's tau correlation are widely applied in scientific and engineering fields. This paper investigates the problem of computing nonparametric correlations on the fly for streaming data. Standard batch algorithms are generally too slow to handle real…
Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper presents a randomized hierarchical alternating least squares (HALS) algorithm to comput…