Related papers: Minimizing the time to a decision
We suggest an explanation of typical incubation times statistical features based on the universal behavior of exit times for diffusion models. We give a mathematically rigorous proof of the characteristic right skewness of the incubation…
The analysis of diffusion processes in real-world propagation scenarios often involves estimating variables that are not directly observed. These hidden variables include parental relationships, the strengths of connections between nodes,…
Model-based reinforcement learning methods often use learning only for the purpose of estimating an approximate dynamics model, offloading the rest of the decision-making work to classical trajectory optimizers. While conceptually simple,…
This paper presents an approach to estimating a hidden process in a continuous-time setting, where the hidden process is a diffusion. The approach is simply to minimize the negative log-likelihood of the hidden path, where the likelihood is…
Consider a single server queue with renewal arrivals and i.i.d. service times in which the server operates under a processor sharing service discipline. To describe the evolution of this system, we use a measure valued process that keeps…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
The paper addresses the single-file diffusion in the presence of an absorbing boundary. The emphasis is on an interplay between the hard-core interparticle interaction and the absorption process. The resulting dynamics exhibits several…
In this paper, we consider a random network such that there could be a link between any two nodes in the network with a certain probability (plink). Diffusion is the phenomenon of spreading information throughout the network, starting from…
The problem of natural selection in dispersal-structured populations consisting of individuals characterized by different diffusion coefficients is studied. The competition between the organisms is taken into account through the assumption…
Diffusion on complex networks is often modeled as a stochastic process. Yet, recent work on strategic diffusion emphasizes the decision power of agents and treats diffusion as a strategic problem. Here we study the computational aspects of…
We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the…
Given a network of fixed size $n$ and an initial distribution of data, we derive sufficient connectivity conditions on a sequence of time-varying digraphs for (a) data collection and (b) data dissemination, within at most $(n-1)$…
We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…
The task management is a critical component for the computational grids. The aim is to assign tasks on nodes according to a global scheduling policy and a view of local resources of nodes. A peer-to-peer approach for the task management…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
We study a variation of the minority game. There are N agents. Each has to choose between one of two alternatives everyday, and there is reward to each member of the smaller group. The agents cannot communicate with each other, but try to…
Reasoning with large language models often benefits from generating multiple chains-of-thought, but existing aggregation strategies are typically trajectory-level (e.g., selecting the best trace or voting on the final answer), discarding…
This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…
We study three basic diffusion-controlled reaction processes -- annihilation, coalescence, and aggregation. We examine the evolution starting with the most natural inhomogeneous initial configuration where a half-line is uniformly filled by…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…