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May 22, 2018
Mathematical Finance
Risk Management

In this paper we consider an extension of the network model of [17] to include contingent payments viz. insurance and CDSs with endogeneous reference entities. We first study these contingent payments in a static framework and develop conditions to …

Impact of Contingent Payments on Systemic Risk in Financial Networks

In this paper we study the implications of contingent payments on the clearing wealth in a network model of financial contagion. We consider an exten…
Nov 06, 2013

Symanzik flow on HISQ ensembles

We report on a scale determination with gradient-flow techniques on the $N_f = 2 + 1 + 1$ HISQ ensembles generated by the MILC collaboration. The lat…
Jan 14, 2019
Machine Learning

Gradient Boosted Feature Selection

A feature selection algorithm should ideally satisfy four conditions: reliably extract relevant features; be able to identify non-linear feature inte…
Feb 28, 2015

Complex saddle points in finite-density QCD

We consider complex saddle points in QCD at finite temperature and density, which are constrained by symmetry under charge and complex conjugations. …
Jan 29, 2018
Computer Vision

Learning-based Image Reconstruction via Parallel Proximal Algorithm

In the past decade, sparsity-driven regularization has led to advancement of image reconstruction algorithms. Traditionally, such regularizers rely o…
Jan 26, 2015
Machine Learning

Compressed Support Vector Machines

Support vector machines (SVM) can classify data sets along highly non-linear decision boundaries because of the kernel-trick. This expressiveness com…
Jun 23, 2014
Mathematical Physics

Systems of coupled PT-symmetric oscillators

The Hamiltonian for a PT-symmetric chain of coupled oscillators is constructed. It is shown that if the loss-gain parameter $\gamma$ is uniform for a…
Jul 10, 2018
Computer Vision

Convolutional neural network based automatic plaque characterization …

Optical coherence tomography (OCT) can provide high-resolution cross-sectional images for analyzing superficial plaques in coronary arteries. Commonl…
Feb 13, 2017
Mathematical Physics

Behavior of eigenvalues in a region of broken-PT symmetry

PT-symmetric quantum mechanics began with a study of the Hamiltonian $H=p^2+x^2(ix)^\varepsilon$. When $\varepsilon\geq0$, the eigenvalues of this no…
May 30, 2013
Mathematical Physics

Twofold Transition in PT-Symmetric Coupled Oscillators

The inspiration for this theoretical paper comes from recent experiments on a PT-symmetric system of two coupled optical whispering galleries (optica…
Oct 14, 2016

Photonic multipartite entanglement conversion using nonlocal operatio…

We propose a simple setup for the conversion of multipartite entangled states in a quantum network with restricted access. The scheme uses nonlocal o…
Aug 01, 2014
Optimization and Control

Analysis of Recurrent Linear Networks for Enabling Compressed Sensing…

Recent interest has developed around the problem of dynamic compressed sensing, or the recovery of time-varying, sparse signals from limited observat…
Jan 17, 2015
Machine Learning

Differentially Private Bayesian Optimization

Bayesian optimization is a powerful tool for fine-tuning the hyper-parameters of a wide variety of machine learning models. The success of machine le…
Apr 25, 2019
Machine Learning

D-VAE: A Variational Autoencoder for Directed Acyclic Graphs

Graph structured data are abundant in the real world. Among different graph types, directed acyclic graphs (DAGs) are of particular interests to mach…
Dec 11, 2017

Prospects of type-II seesaw at future colliders in light of the DAMPE…

The DAMPE $e^+ e^-$ excess at around 1.4 TeV could be explained in the type-II seesaw model with a scalar dark mater $D$ which is stabilized by a dis…
Feb 27, 2018
Machine Learning

Link Prediction Based on Graph Neural Networks

Traditional methods for link prediction can be categorized into three main types: graph structure feature-based, latent feature-based, and explicit f…
May 07, 2019
Computation
Computational Engineering
Finance
and Science i
Numerical Analysis

Multifidelity probability estimation via fusion of estimators

This paper develops a multifidelity method that enables estimation of failure probabilities for expensive-to-evaluate models via information fusion a…
Jul 21, 2012
Chemical Physics
Materials Science
Computational Physics

Carbon dioxide adsorption and activation on Ceria (110): A density …

Ceria (CeO2) is a promising catalyst for the reduction of carbon dioxide (CO2) to liquid fuels and commodity chemicals, in part because of its high o…
Jun 07, 2017
Computation and Language

Insights into Analogy Completion from the Biomedical Domain

Analogy completion has been a popular task in recent years for evaluating the semantic properties of word embeddings, but the standard methodology ma…
Jun 25, 2015
Computer Vision

Multiresolution Approach to Acceleration of Iterative Image Reconst…

Three-dimensional x-ray CT image reconstruction in baggage scanning in security applications is an important research field. The variety of materials…
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