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Hans J. H. Tuenter

Publications and source records attributed to Hans J. H. Tuenter.

6 recordsLinked to original sources
arXiv2024

The Minimum $L_2$-Distance Projection onto the Canonical Simplex: A Simple Algorithm

We consider the minimum distance projection in the $L_2$-norm from an arbitrary point in an $n$-dimensional, Euclidian space onto the canonical simplex. It is shown that this problem reduces to a univariate problem that can be solved by a simple algorithm. This optimization problem occurs in the setting of credit risk, where one has stochastic matrices that describe transition probabilities between different credit ratings, and one wants to determine the roots of these matrices, or close approximations to them.

math.OC↗
arXiv2006

A characterization of the Frobenius problem and its application to arithmetic progressions

In the Frobenius problem we are given a set of coprime, positive integers $a_1, a_2,...,a_k$, and are interested in the set of positive numbers NR that have no representation by the linear form $\sum_i a_ix_i$ in nonnegative integers $x_1, x_2,...,x_k$. We give a functional relationship that completely characterizes the set NR, and apply it to the case when the numbers are in an arithmetic progression.

math.NT↗
arXiv2006

Minimum L1-distance projection onto the boundary of a convex set: Simple characterization

We show that the minimum distance projection in the L1-norm from an interior point onto the boundary of a convex set is achieved by a single, unidimensional projection. Application of this characterization when the convex set is a polyhedron leads to either an elementary minmax problem or a set of easily solved linear programs, depending upon whether the polyhedron is given as the intersection of a set of half spaces or as the convex hull of a set of extreme points. The outcome is an easier and more straightforward derivation of the special case results given in a recent paper by Briec.

math.OC↗
arXiv2006

On the Generalized Poisson Distribution

The Generalized Poisson Distribution (GPD) was introduced by Consul and Jain (1973). However, as remarked by Consul (1989), "It is very difficult to prove by direct summation that the sum of all the probabilities is unity". We give a shorter and more elegant proof based upon an application of Euler's classic difference lemma.

math.ST↗
arXiv2006

Walking into an absolute sum

We investigate a combinatorial sum that can be interpreted as the moments of a random variate, measuring the absolute distance to the origin in a symmetric Bernoulli random walk. These sums can be characterized by polynomials related to the Dumont-Foata polynomials. The sums corresponding to the odd moments have a connection to the Gandhi polynomials and Genocchi numbers.

math.NT↗