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48 results for doodle switch

Doodles were introduced in [R. Fenn and P. Taylor, Introducing doodles, Topology of low-dimensional manifolds, pp. 37--43, Lecture Notes in Math., 722, Springer, Berlin, 1979] but were restricted to embedded circles in the 2-sphere. Khovanov, [M. Khovanov, Doodle groups, Trans. Amer. Math. Soc. 349 (1997), 2297--2315],…

2016-12-27abs ↗pdf ↗

We discuss Gauss codes of virtual diagrams and virtual doodles. The notion of a left canonical Gauss code is introduced and it is shown that oriented virtual doodles are uniquely presented by left canonical Gauss codes.

2018-06-15abs ↗pdf ↗

Paper defines doodles on closed surfaces, unifying classical and virtual theories.

problem Classifying doodles on closed surfaces, especially non-orientable ones.
method Introducing twisted virtual doodles, defining twin groups, and proving Alexander- and Markov-type theorems.
result Unified theory of doodles, showing trivial center and residually finite properties.

Paper shows how to represent Milnor's triple linking number using chord diagrams and doodle invariants.

problem Tackles the representation of Milnor's triple linking number.
method Establishes an analogous description for Milnor's triple linking number using counts of chord diagrams and doodle invariants.
result Shows that Milnor's triple linking number can be represented in terms of chord diagrams and doodle invariants.

Computes invariants distinguishing between immersions and embeddings of doodles and blobs on surfaces.

problem Distinguishing between immersions and embeddings of doodles and blobs on surfaces.
method Regular embeddings, bordisms, and exact sequences of abelian groups.
result Exact sequence describing bordisms of immersions and embeddings of doodles on A=RimesIA = \mathbb R imes I.

DOODL learns shared spectral dynamics across related dynamical systems.

problem Learning independent dynamical operators for each system limits discovery of shared structure.
method DOODL learns a dictionary of characteristic spectral dynamics on a manifold of related systems.
result DOODL achieves errors one to two orders of magnitude lower than independent operator estimation methods.

Given a plane curve γ:S1R2γ: S^1\to \mathbb R^2, we consider the problem of determining the minimal number I(γ)I(γ) of inflections which curves $\mbox{diff}(γ)$ may have, where $\mbox{diff}$ runs over the group of diffeomorphisms of R2\mathbb R^2. We show that if γγ is an immersed curve with D(γ)D(γ) double points and no othe…

2014-02-23abs ↗pdf ↗

In this paper, we study optimal switching problems under ambiguity. To characterize the optimal switching under ambiguity in the finite horizon, we use multidimensional reflected backward stochastic differential equations (multidimensional RBSDEs) and show that a value function of the optimal switching under ambiguity …

2016-08-22abs ↗pdf ↗

This work extends identifiability analysis to sequential latent variable models, focusing on Switching Dynamical Systems.

problem Identifying latent variables in sequential data models.
method Proved identifiability of Markov Switching Models and established conditions for Switching Dynamical Systems.
result Identifiability of latent variables and non-linear mappings in Switching Dynamical Systems up to affine transformations.

The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense of penalizing switching occurrences and assigning different preferences to util…

2014-11-17abs ↗pdf ↗

Study on revenue management with limited switches, achieving strong performance and reduced switch counts.

problem Resource-constrained dynamic pricing with limited switching constraints.
method Developed algorithms for blind network revenue management and bandits with knapsacks, achieving optimal regret rates.
result Optimal regret rates are fully characterized by a piecewise-constant function of the switching budget and resource constraints.

Study approximates financial market with discrete-time models.

problem Approximating continuous-time financial market models with discrete-time.
method Constructs discrete-time market models with Markov switching and proves convergence.
result Discrete-time models converge to continuous-time Black-Scholes model with Markov switching.

Optimizes control of hybrid systems with multiple switching processes.

problem Optimal control of hybrid systems with multiple Markov switching processes.
method Combines two separate Markov chains into one synthetic chain, derives HJB equations, and solves the portfolio choice problem.
result Derives explicit solutions and value functions for the optimal control problem.

New algorithm learns switching dynamics from multiple neural signals.

problem Learning accurate switching dynamical system models from multimodal neural data.
method Unsupervised learning algorithm for multiscale switching dynamical system models.
result Switching multiscale dynamical system models outperform single-scale models in behavior decoding.

Paper tackles utility maximization with job-switching and retirement constraints.

problem Maximizing utility with job-switching and retirement constraints.
method Dual-martingale approach and double obstacle problem theory.
result Characterization of optimal job-switching strategy and wealth boundaries.

Solves label switching in mixture models using optimal transport.

problem Label switching in mixture model posterior inference prevents meaningful statistics assessment.
method Proposes an algorithm leveraging optimal transport to compute posterior statistics in a quotient space.
result Demonstrates advantages over alternative approaches on simulated and real data.

New RL algorithm reduces policy switching cost to loglog(T) with similar regret.

problem Low policy switching cost in real-life RL applications.
method Stage-wise exploration and adaptive policy elimination.
result Regret of O(HSAloglogT)O(HSA \log\log T) with O(HSAloglogT)O(HSA \log\log T) switching cost.

The paper explores dynamic regret with switching cost in online decision making.

problem The relation between dynamic regret and switching cost in online decision making.
method Investigates two classic online settings: Online Algorithms (OA) and Online Convex Optimization (OCO). Provides a new theoretical analysis framework.
result The switching cost impacts dynamic regret differently in OA and has no impact in OCO.

Developed a new statistic to test binary regime switching models.

problem Testing the model assumption of binary regime switching extension of GBM.
method Proposed a new discriminating statistics and identified an admissible class of regime switching candidate models.
result Sampling distribution of the test statistics differs significantly between different regime switching models.

A new network learns market conditions and predicts stock performance.

problem Optimizing stock portfolio performance in the US equities market.
method Residual Switching Network combining two ResNets: a switching module and a main module.
result The residual switching network strategy outperformed other models with an average annual Sharpe ratio of 2.22.

Paper analyzes minimax regret in constrained online convex optimization with limited switching opportunities.

problem Minimizing regret in online convex optimization with limited switching opportunities.
method Introduced fugal game relaxation and mini-batching algorithm to establish minimax regret bounds.
result Minimax regret of switching-constrained OCO is Θ(T / √K).

Paper presents an efficient algorithm for linear MDP with low switching cost.

problem Large state space reinforcement learning problems with low switching cost.
method First algorithm for linear MDP with low switching cost, achieving near-optimal regret and switching cost.
result Regret bound of $\widetilde{O}\left(\sqrt{d^3H^4K} ight)$ and near-optimal switching cost of $O\left(d H\log K ight)$.

Study online learning with feedback graphs and switching costs, providing algorithms and optimal regret bounds.

problem Online learning with partial feedback and switching costs.
method Analysis of feedback graphs, lower bound on expected regret, new algorithms (Threshold Based EXP3, EXP3. SC).
result Order optimal algorithms for specific cases and Threshold Based EXP3 outperforms in empirical evaluations.

Study strategic competition in commodity markets using impulse-switching controls.

problem Strategic competition between upstream and downstream firms in commodity markets.
method Non-zero-sum stochastic differential game with mixed impulse/switching controls.
result Multiple Nash equilibria found, depending on the number of switches by the downstream firm.

Optimal switching regret for all segmentations in online convex optimisation.

problem Non-stationary online convex optimisation problems.
method Developed an efficient algorithm to achieve optimal switching regret on every possible segmentation.
result Achieved asymptotically optimal switching regret on every possible segmentation simultaneously.

This paper tackles near-optimal adversarial RL with switching costs, providing algorithms and matching lower bounds.

problem Adversarial RL with switching costs, where loss distribution can be non-stationary or adversarial.
method Developed novel switching-reduced algorithms with matching lower bounds for known and unknown transition functions.
result Achieved near-optimal performance in adversarial RL with switching costs, matching theoretical lower bounds.

The paper provides guarantees for learning switching non-linear systems from a single trajectory.

problem Learning non-linear dynamical systems with switching dynamics.
method Non-asymptotic bounds derived under stability assumptions for i.i.d. switching modes.
result Explicit convergence rates for Hölder and linear function classes based on effective sample size.