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Michaela Hitz

Publications and source records attributed to Michaela Hitz.

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On the closest pair of points problem

We introduce two novel algorithms for the problem of finding the closest pair in a cloud of $n$ points based on findings from mathematical optimal packing theory. Both algorithms are deterministic, show fast effective runtimes, and are very easy to implement. For our main algorithm, cppMM, we prove $O(n)$ time complexity for the case of uniformly distributed points. Our second algorithm, cppAPs, is almost as simple as the brute-force approach, but exhibits an extremely fast empirical running time, although its worst-case time complexity is also $O(n^2)$. We embed the new algorithms in a review of the most prominent contenders and empirically demonstrate their runtime behavior for problem sizes up to $n =$ 33,554,432 points observed in our C++ test environment. For large $n$, cppMM dominates the other algorithms under study.

cs.DS

Bicausal optimal transport for SDEs with irregular coefficients

We solve constrained optimal transport problems in which the marginal laws are given by the laws of solutions of stochastic differential equations (SDEs). We consider SDEs with irregular coefficients, making only minimal regularity assumptions. We show that the so-called synchronous coupling is optimal among bicausal couplings, that is couplings that respect the flow of information encoded in the stochastic processes. Our results provide a method to numerically compute the adapted Wasserstein distance between laws of SDEs with irregular coefficients. We show that this can be applied to quantifying model uncertainty in stochastic optimisation problems. Moreover, we introduce a transformation-based semi-implicit numerical scheme and establish the first strong convergence result for SDEs with exponentially growing and discontinuous drift.

math.PR