Finding the minimum vertex distance between two dis-joint convex polygons in linear time. [6] Supowit, K. J.: The relative neighborhood graph, with an application to minimum spanning trees. A note on the all-nearest-neighbor problem for convex polygons. [10] O'Rourke, J., et al.: A new linear algorithm for intersecting convex polygons.Since P nw and Q R are two linearly separable convex polygon...

Efficient exploration in reinforcement learning (RL) can be achieved by incorporating uncertainty into model predictions. Bayesian deep Q-learning provides a principle way for this by modeling Q-values as probability distributions. We propose an efficient algorithm for Bayesian deep Q-learning by posterior sampling actions in the Q-function via continuous-time flows (CTFs), achieving efficient ...

Autoregressive moving average (ARMA) models are useful statistical tools to examine the dynamical characteristics of ecological time-series data. Here, we illustrate the utility and challenges of applying ARMA (p,q) models, where p is the dimension of the autoregressive component of the model, and q is the dimension of the moving average component. We focus on parameter estimation and model sel...

Owing to the unique characteristics of real-time broadcast environments, serializability is too strong as a correctness criterion and not suitable for mobile real-time transactions. Considering that relaxing serializability such as epsilon and similarity serializability may sacrifice database consistency to some extent, we propose using a correctness criterion called weak serializability. In th...

A number of physically intuitive results for the calculation multi-time correlations in phase-space representations quantum mechanics are obtained. They relate time-dependent stochastic samples to observables, and rely on presence derivative-free operator identities. In particular, expressions time-ordered normal-ordered observables positive-P distribution derived which replace Heisenberg opera...

Suppose that p,q,r≥1 satisfy the condition 1 p=1 q+1 r. The paper contains identification of best constants cp,q,r and Cp,q,r in estimates ‖g‖p,∞≤cp,q,r‖f‖q‖v∗‖ r,‖g‖p≤Cp,q,r‖f‖q‖v∗‖ r where f is an arbitrary Hilbert-space valued martingale, g its transform by a predictable sequence v, v∗ maximal function v. This extended to more general context differential subordination for continuous-time pr...