2,333 research outputs found
Sparse approaches for the exact distribution of patterns in long state sequences generated by a Markov source
We present two novel approaches for the computation of the exact distribution
of a pattern in a long sequence. Both approaches take into account the sparse
structure of the problem and are two-part algorithms. The first approach relies
on a partial recursion after a fast computation of the second largest
eigenvalue of the transition matrix of a Markov chain embedding. The second
approach uses fast Taylor expansions of an exact bivariate rational
reconstruction of the distribution. We illustrate the interest of both
approaches on a simple toy-example and two biological applications: the
transcription factors of the Human Chromosome 5 and the PROSITE signatures of
functional motifs in proteins. On these example our methods demonstrate their
complementarity and their hability to extend the domain of feasibility for
exact computations in pattern problems to a new level
A Class of Models for Uncorrelated Random Variables
We consider the class of multivariate distributions that gives the distribution of the sum of uncorrelated random variables by the product of their marginal distributions. This class is defined by a representation of the assumption of sub-independence, formulated previously in terms of the characteristic function and convolution, as a weaker assumption than independence for derivation of the distribution of the sum of random variables. The new representation is in terms of stochastic equivalence and the class of distributions is referred to as the summable uncorrelated marginals (SUM) distributions. The SUM distributions can be used as models for the joint distribution of uncorrelated random variables, irrespective of the strength of dependence between them. We provide a method for the construction of bivariate SUM distributions through linking any pair of identical symmetric probability density functions. We also give a formula for measuring the strength of dependence of the SUM models. A final result shows that under the condition of positive or negative orthant dependence, the SUM property implies independence
Efficient Interpolation in the Guruswami-Sudan Algorithm
A novel algorithm is proposed for the interpolation step of the
Guruswami-Sudan list decoding algorithm. The proposed method is based on the
binary exponentiation algorithm, and can be considered as an extension of the
Lee-O'Sullivan algorithm. The algorithm is shown to achieve both asymptotical
and practical performance gain compared to the case of iterative interpolation
algorithm. Further complexity reduction is achieved by integrating the proposed
method with re-encoding. The key contribution of the paper, which enables the
complexity reduction, is a novel randomized ideal multiplication algorithm.Comment: Submitted to IEEE Transactions on Information Theor
Fast space-variant elliptical filtering using box splines
The efficient realization of linear space-variant (non-convolution) filters
is a challenging computational problem in image processing. In this paper, we
demonstrate that it is possible to filter an image with a Gaussian-like
elliptic window of varying size, elongation and orientation using a fixed
number of computations per pixel. The associated algorithm, which is based on a
family of smooth compactly supported piecewise polynomials, the
radially-uniform box splines, is realized using pre-integration and local
finite-differences. The radially-uniform box splines are constructed through
the repeated convolution of a fixed number of box distributions, which have
been suitably scaled and distributed radially in an uniform fashion. The
attractive features of these box splines are their asymptotic behavior, their
simple covariance structure, and their quasi-separability. They converge to
Gaussians with the increase of their order, and are used to approximate
anisotropic Gaussians of varying covariance simply by controlling the scales of
the constituent box distributions. Based on the second feature, we develop a
technique for continuously controlling the size, elongation and orientation of
these Gaussian-like functions. Finally, the quasi-separable structure, along
with a certain scaling property of box distributions, is used to efficiently
realize the associated space-variant elliptical filtering, which requires O(1)
computations per pixel irrespective of the shape and size of the filter.Comment: 12 figures; IEEE Transactions on Image Processing, vol. 19, 201
A continuous analogue of the tensor-train decomposition
We develop new approximation algorithms and data structures for representing
and computing with multivariate functions using the functional tensor-train
(FT), a continuous extension of the tensor-train (TT) decomposition. The FT
represents functions using a tensor-train ansatz by replacing the
three-dimensional TT cores with univariate matrix-valued functions. The main
contribution of this paper is a framework to compute the FT that employs
adaptive approximations of univariate fibers, and that is not tied to any
tensorized discretization. The algorithm can be coupled with any univariate
linear or nonlinear approximation procedure. We demonstrate that this approach
can generate multivariate function approximations that are several orders of
magnitude more accurate, for the same cost, than those based on the
conventional approach of compressing the coefficient tensor of a tensor-product
basis. Our approach is in the spirit of other continuous computation packages
such as Chebfun, and yields an algorithm which requires the computation of
"continuous" matrix factorizations such as the LU and QR decompositions of
vector-valued functions. To support these developments, we describe continuous
versions of an approximate maximum-volume cross approximation algorithm and of
a rounding algorithm that re-approximates an FT by one of lower ranks. We
demonstrate that our technique improves accuracy and robustness, compared to TT
and quantics-TT approaches with fixed parameterizations, of high-dimensional
integration, differentiation, and approximation of functions with local
features such as discontinuities and other nonlinearities
Fast Computation of Special Resultants
We propose fast algorithms for computing composed products and composed sums, as well as diamond products of univariate polynomials. These operations correspond to special multivariate resultants, that we compute using power sums of roots of polynomials, by means of their generating series
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