Related papers: Minimizing the time to a decision

Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…

We prove uniqueness of a martingale problem with boundary conditions on a simplex associated to a differential operator with an unbounded drift. We show that the solution of the martingale problem remains absorbed at the boundary once it…

Sellers in online markets face the challenge of determining the right time to sell in view of uncertain future offers. Classical stopping theory assumes that sellers have full knowledge of the value distributions, and leverage this…

The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…

Consider a species whose population density solves the steady diffusive logistic equation in a heterogeneous environment modeled with the help of a spatially non constant coefficient standing for a resources distribution in a given box. We…

In its most basic form, decision-making can be viewed as a computational process that progressively eliminates alternatives, thereby reducing uncertainty. Such processes are generally costly, meaning that the amount of uncertainty that can…

We design two mechanisms that ensure that the majority preferred option wins in all equilibria. The first one is a simultaneous game where agents choose other agents to cooperate with on top of the vote for an alternative, thus overcoming…

In network embedding, random walks play a fundamental role in preserving network structures. However, random walk based embedding methods have two limitations. First, random walk methods are fragile when the sampling frequency or the number…

Diffusion adaptation is a powerful strategy for distributed estimation and learning over networks. Motivated by the concept of combining adaptive filters, this work proposes a combination framework that aggregates the operation of multiple…

This paper analyzes single-item continuous-review inventory models with random supplies in which the inventory dynamic between orders is described by a diffusion process, and a long-term average cost criterion is used to evaluate decisions.…

We analyze the following group learning problem in the context of opinion diffusion: Consider a network with $M$ users, each facing $N$ options. In a discrete time setting, at each time step, each user chooses $K$ out of the $N$ options,…

The time dependency of the diffusion coefficient of particles in porous media is an efficient probe of their geometry. The analysis of this quantity, measured e.g. by nuclear magnetic resonance (PGSE-NMR), can provide rich information…

We study the minimal random walk introduced by Kumar, Harbola and Lindenberg. It is a random process on $\{0, 1, \ldots \}$ with unbounded memory which exhibits subdiffusive, diffusive and superdiffusive regimes. We prove the law of large…

The author studies the diffusion problem $u_t=u_{xx},\ 0<x<1,\ t>0; \ u(x,0)=0,$ and $-u_x(0,t)=u_x(1,t)=\phi(t),$ where $\phi(t)$ is a control function that ensures that the total mass $\int_0^1 u(x,t_k)dx$ stays between two predetermined…

A scaling theory is developed for diffusion-limited cluster aggregation in a porous medium, where the primary particles and clusters stick irreversibly to the walls of the pore space as well as to each other. Three scaling regimes are…

Diffusion Policies have demonstrated impressive performance in robotic manipulation tasks. However, their long inference time, resulting from an extensive iterative denoising process, and the need to execute an action chunk before the next…

In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent…

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

What is intuitive: pro-social or anti-social behaviour? To answer this fundamental question, recent studies analyse decision times in game theory experiments under the assumption that intuitive decisions are fast and that deliberation is…

Temporal action segmentation is crucial for understanding long-form videos. Previous works on this task commonly adopt an iterative refinement paradigm by using multi-stage models. We propose a novel framework via denoising diffusion…