Related papers: Minimizing the time to a decision
Diffusion is a fundamental graph process, underpinning such phenomena as epidemic disease contagion and the spread of innovation by word-of-mouth. We address the algorithmic problem of finding a set of k initial seed nodes in a network so…
The maximality principle has been a valuable tool in identifying the free-boundary functions that are associated with the solutions to several optimal stopping problems involving one-dimensional time-homogeneous diffusions and their running…
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…
In this paper, we explore statistical versus computational trade-off to address a basic question in the application of a distributed algorithm: what is the minimal computational cost in obtaining statistical optimality? In smoothing spline…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier.…
In Bai and Paulsen (SIAM J. Control optim. 48, 2010) the optimal dividend problem under transaction costs was analyzed for a rather general class of diffusion processes. It was divided into several subclasses, and for the majority of…
We analyze the mean time t_{app} that a randomly moving particle spends in a bounded domain (sphere) before it escapes through a small window in the domain's boundary. A particle is assumed to diffuse freely in the bulk until it approaches…
We study the voter model and related random-copying processes on arbitrarily complex network structures. Through a representation of the dynamics as a particle reaction process, we show that a quantity measuring the degree of order in a…
We derive a minimalist but powerful deterministic denoising-diffusion model. While denoising diffusion has shown great success in many domains, its underlying theory remains largely inaccessible to non-expert users. Indeed, an understanding…
This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…
In distributed wireless networks, nodes often do not know the topology (network size, connectivity and the channel gains) of the network. Thus, they have to compute their transmission and reception parameters in a distributed fashion. In…
We consider the problem of a decision-maker searching for information on multiple alternatives when information is learned on all alternatives simultaneously. The decision-maker has a running cost of searching for information, and has to…
We consider a simple optimal probabilistic problem solving strategy that searches through potential solution candidates in a specific order. We are interested in what impact has interchanging the order of two solution candidates with…
We study consensus processes on the complete graph of $n$ nodes. Initially, each node supports one from up to n opinions. Nodes randomly and in parallel sample the opinions of constant many nodes. Based on these samples, they use an update…
Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…
This paper considers an insurer with two collaborating business lines, and the risk exposure of each line follows a diffusion risk model. The manager of the insurer makes three decisions for each line: (i) dividend payout, (ii)…
A direct numerical solution of the radiative transfer equation or any kinetic equation is typically expensive, since the radiative intensity depends on time, space and direction. An expansion in the direction variables yields an equivalent…
We consider the sequential allocation of $m$ balls (jobs) into $n$ bins (servers) by allowing each ball to choose from some bins sampled uniformly at random. The goal is to maintain a small gap between the maximum load and the average load.…
The increasing prominence of temporal networks in online social platforms and dynamic communication systems has made influence maximization a critical research area. Various diffusion models have been proposed to capture the spread of…