亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

Motivated by general probability theory, we say that the set $X$ in $\mathbb{R}^d$ is \emph{antipodal of rank $k$}, if for any $k+1$ elements $q_1,\ldots q_{k+1}\in X$, there is an affine map from $\mathrm{conv} X$ to the $k$-dimensional simplex $\Delta_k$ that maps $q_1,\ldots q_{k+1}$ onto the $k+1$ vertices of $\Delta_k$. For $k=1$, it coincides with the well-studied notion of (pairwise) antipodality introduced by Klee. We consider the following natural generalization of Klee's problem on antipodal sets: What is the maximum size of an antipodal set of rank $k$ in $\mathbb{R}^d$? We present a geometric characterization of antipodal sets of rank $k$ and adapting the argument of Danzer and Gr\"unbaum originally developed for the $k=1$ case, we prove an upper bound which is exponential in the dimension. We point out that this problem can be connected to a classical question in computer science on finding perfect hashes, and it provides a lower bound on the maximum size, which is also exponential in the dimension.

We study the tractability of the maximum independent set problem from the viewpoint of graph width parameters, with the goal of defining a width parameter that is as general as possible and allows to solve independent set in polynomial-time on graphs where the parameter is bounded. We introduce two new graph width parameters: one-sided maximum induced matching-width (o-mim-width) and neighbor-depth. O-mim-width is a graph parameter that is more general than the known parameters mim-width and tree-independence number, and we show that independent set and feedback vertex set can be solved in polynomial-time given a decomposition with bounded o-mim-width. O-mim-width is the first width parameter that gives a common generalization of chordal graphs and graphs of bounded clique-width in terms of tractability of these problems. The parameter o-mim-width, as well as the related parameters mim-width and sim-width, have the limitation that no algorithms are known to compute bounded-width decompositions in polynomial-time. To partially resolve this limitation, we introduce the parameter neighbor-depth. We show that given a graph of neighbor-depth $k$, independent set can be solved in time $n^{O(k)}$ even without knowing a corresponding decomposition. We also show that neighbor-depth is bounded by a polylogarithmic function on the number of vertices on large classes of graphs, including graphs of bounded o-mim-width, and more generally graphs of bounded sim-width, giving a quasipolynomial-time algorithm for independent set on these graph classes. This resolves an open problem asked by Kang, Kwon, Str{\o}mme, and Telle [TCS 2017].

The classical Minkowski problem for convex bodies has deeply influenced the development of differential geometry. During the past several decades, abundant mathematical theories have been developed for studying the solutions of the Minkowski problem, however, the numerical solution of this problem has been largely left behind, with only few methods available to achieve that goal. In this article, focusing on the two-dimensional Minkowski problem with Dirichlet boundary conditions, we introduce two solution methods, both based on operator-splitting. One of these two methods deals directly with the Dirichlet condition, while the other method uses an approximation of this Dirichlet condition. This relaxation of the Dirichlet condition makes this second method better suited than the first one to treat those situations where the Minkowski and the Dirichlet condition are not compatible. Both methods are generalizations of the solution method for the canonical Monge-Amp\`{e}re equation discussed by Glowinski et al. (Journal of Scientific Computing, 79(1), 1-47, 2019); as such they take advantage of a divergence formulation of the Minkowski problem, well-suited to a mixed finite element approximation, and to the the time-discretization via an operator-splitting scheme, of an associated initial value problem. Our methodology can be easily implemented on convex domains of rather general shape (with curved boundaries, possibly). The numerical experiments we performed validate both methods and show that if one uses continuous piecewise affine finite element approximations of the smooth solution of the Minkowski problem and of its three second order derivatives, these two methods provide nearly second order accuracy for the $L^2$ and $L^{\infty}$ error. One can extend easily the methods discussed in this article, to address the solution of three-dimensional Minkowski problem.

A non-intrusive proper generalized decomposition (PGD) strategy, coupled with an overlapping domain decomposition (DD) method, is proposed to efficiently construct surrogate models of parametric linear elliptic problems. A parametric multi-domain formulation is presented, with local subproblems featuring arbitrary Dirichlet interface conditions represented through the traces of the finite element functions used for spatial discretization at the subdomain level, with no need for additional auxiliary basis functions. The linearity of the operator is exploited to devise low-dimensional problems with only few active boundary parameters. An overlapping Schwarz method is used to glue the local surrogate models, solving a linear system for the nodal values of the parametric solution at the interfaces, without introducing Lagrange multipliers to enforce the continuity in the overlapping region. The proposed DD-PGD methodology relies on a fully algebraic formulation allowing for real-time computation based on the efficient interpolation of the local surrogate models in the parametric space, with no additional problems to be solved during the execution of the Schwarz algorithm. Numerical results for parametric diffusion and convection-diffusion problems are presented to showcase the accuracy of the DD-PGD approach, its robustness in different regimes and its superior performance with respect to standard high-fidelity DD methods.

We propose a new concept of codivergence, which quantifies the similarity between two probability measures $P_1, P_2$ relative to a reference probability measure $P_0$. In the neighborhood of the reference measure $P_0$, a codivergence behaves like an inner product between the measures $P_1 - P_0$ and $P_2 - P_0$. Codivergences of covariance-type and correlation-type are introduced and studied with a focus on two specific correlation-type codivergences, the $\chi^2$-codivergence and the Hellinger codivergence. We derive explicit expressions for several common parametric families of probability distributions. For a codivergence, we introduce moreover the divergence matrix as an analogue of the Gram matrix. It is shown that the $\chi^2$-divergence matrix satisfies a data-processing inequality.

In this paper, we study two popular variants of Graph Coloring -- Dominator Coloring and CD Coloring. In both problems, we are given a graph $G$ and a natural number $\ell$ as input and the goal is to properly color the vertices with at most $\ell$ colors with specific constraints. In Dominator Coloring, we require for each $v \in V(G)$, a color $c$ such that $v$ dominates all vertices colored $c$. In CD Coloring, we require for each color $c$, a $v \in V(G)$ which dominates all vertices colored $c$. These problems, defined due to their applications in social and genetic networks, have been studied extensively in the last 15 years. While it is known that both problems are fixed-parameter tractable (FPT) when parameterized by $(t,\ell)$ where $t$ is the treewidth of $G$, we consider strictly structural parameterizations which naturally arise out of the problems' applications. We prove that Dominator Coloring is FPT when parameterized by the size of a graph's cluster vertex deletion (CVD) set and that CD Coloring is FPT parameterized by CVD set size plus the number of remaining cliques. En route, we design a simpler and faster FPT algorithms when the problems are parameterized by the size of a graph's twin cover, a special CVD set. When the parameter is the size of a graph's clique modulator, we design a randomized single-exponential time algorithm for the problems. These algorithms use an inclusion-exclusion based polynomial sieving technique and add to the growing number of applications using this powerful algebraic technique.

This paper introduces a unified factor overnight GARCH-It\^o model for large volatility matrix estimation and prediction. To account for whole-day market dynamics, the proposed model has two different instantaneous factor volatility processes for the open-to-close and close-to-open periods, while each embeds the discrete-time multivariate GARCH model structure. To estimate latent factor volatility, we assume the low rank plus sparse structure and employ nonparametric estimation procedures. Then, based on the connection between the discrete-time model structure and the continuous-time diffusion process, we propose a weighted least squares estimation procedure with the non-parametric factor volatility estimator and establish its asymptotic theorems.

In a well-calibrated risk prediction model, the average predicted probability is close to the true event rate for any given subgroup. Such models are reliable across heterogeneous populations and satisfy strong notions of algorithmic fairness. However, the task of auditing a model for strong calibration is well-known to be difficult -- particularly for machine learning (ML) algorithms -- due to the sheer number of potential subgroups. As such, common practice is to only assess calibration with respect to a few predefined subgroups. Recent developments in goodness-of-fit testing offer potential solutions but are not designed for settings with weak signal or where the poorly calibrated subgroup is small, as they either overly subdivide the data or fail to divide the data at all. We introduce a new testing procedure based on the following insight: if we can reorder observations by their expected residuals, there should be a change in the association between the predicted and observed residuals along this sequence if a poorly calibrated subgroup exists. This lets us reframe the problem of calibration testing into one of changepoint detection, for which powerful methods already exist. We begin with introducing a sample-splitting procedure where a portion of the data is used to train a suite of candidate models for predicting the residual, and the remaining data are used to perform a score-based cumulative sum (CUSUM) test. To further improve power, we then extend this adaptive CUSUM test to incorporate cross-validation, while maintaining Type I error control under minimal assumptions. Compared to existing methods, the proposed procedure consistently achieved higher power in simulation studies and more than doubled the power when auditing a mortality risk prediction model.

The vertex cover problem is a fundamental and widely studied combinatorial optimization problem. It is known that its standard linear programming relaxation is integral for bipartite graphs and half-integral for general graphs. As a consequence, the natural rounding algorithm based on this relaxation computes an optimal solution for bipartite graphs and a $2$-approximation for general graphs. This raises the question of whether one can interpolate the rounding curve of the standard linear programming relaxation in a beyond the worst-case manner, depending on how close the graph is to being bipartite. In this paper, we consider a simple rounding algorithm that exploits the knowledge of an induced bipartite subgraph to attain improved approximation ratios. Equivalently, we suppose that we work with a pair $(G, S)$, consisting of a graph with an odd cycle transversal. If $S$ is a stable set, we prove a tight approximation ratio of $1 + 1/\rho$, where $2\rho -1$ denotes the odd girth (i.e., length of the shortest odd cycle) of the contracted graph $\tilde{G} := G /S$ and satisfies $\rho \in [2,\infty]$. If $S$ is an arbitrary set, we prove a tight approximation ratio of $\left(1+1/\rho \right) (1 - \alpha) + 2 \alpha$, where $\alpha \in [0,1]$ is a natural parameter measuring the quality of the set $S$. The technique used to prove tight improved approximation ratios relies on a structural analysis of the contracted graph $\tilde{G}$. Tightness is shown by constructing classes of weight functions matching the obtained upper bounds. As a byproduct of the structural analysis, we obtain improved tight bounds on the integrality gap and the fractional chromatic number of 3-colorable graphs. We also discuss algorithmic applications in order to find good odd cycle transversals and show optimality of the analysis.

We consider the following problem that we call the Shortest Two Disjoint Paths problem: given an undirected graph $G=(V,E)$ with edge weights $w:E \rightarrow \mathbb{R}$, two terminals $s$ and $t$ in $G$, find two internally vertex-disjoint paths between $s$ and $t$ with minimum total weight. As shown recently by Schlotter and Seb\H{o} (2022), this problem becomes NP-hard if edges can have negative weights, even if the weight function is conservative, i.e., there are are no cycles in $G$ with negative weight. We propose a polynomial-time algorithm that solves the Shortest Two Disjoint Paths problem for conservative weights in the case when the negative-weight edges form a single tree in $G$.