Two deficiencies in the original Noise algorithm are corrected: second order interpolation discontinuity and unoptimal gradient computation. With these defects corrected, Noise bo...
Abstract. This research is motivated by the program of Reverse Mathematics and non-standard arguments in second-order arithmetic. Within a weak subsystem of second order arithmetic...
Background: Computer simulations are of increasing importance in modeling biological phenomena. Their purpose is to predict behavior and guide future experiments. The aim of this ...
Faheem Mitha, Timothy A. Lucas, Feng Feng, Thomas ...
This note explores the analogy between the dynamics of the interest rate term structure and the implied volatility surface of a stock. In particular, we prove an impossibility theo...
This article is a survey of developments in algorithmic convex geometry over the past decade. These include algorithms for sampling, optimization, integration, rounding and learni...