English
Related papers

Related papers: Generalized Polya urns via stochastic approximatio…

200 papers

In this work we introduce a new type of urn model with infinite but countable many colors indexed by an appropriate infinite set. We mainly consider the indexing set of colors to be the $d$-dimensional integer lattice and consider balanced…

Probability · Mathematics 2018-01-09 Antar Bandyopadhyay , Debleena Thacker

This paper presents the link between stochastic approximation and clinical trials based on randomized urn models investigated in Bai and Hu (1999,2005) and Bai, Hu and Shen (2002). We reformulate the dynamics of both the urn composition and…

Probability · Mathematics 2017-01-19 Sophie Laruelle , Gilles Pagès

This paper considers the challenge of designing football group draw mechanisms which have the uniform distribution over all valid draw assignments, but are also entertaining, practical, and transparent. We explain how to simulate the FIFA…

Applications · Statistics 2023-01-26 Gareth O. Roberts , Jeffrey S. Rosenthal

In the apportionment problem, a fixed number of seats must be distributed among parties in proportion to the number of voters supporting each party. We study a generalization of this setting, in which voters can support multiple parties by…

Computer Science and Game Theory · Computer Science 2022-03-31 Markus Brill , Paul Gölz , Dominik Peters , Ulrike Schmidt-Kraepelin , Kai Wilker

An urn contains black and red balls. Let $Z_n$ be the proportion of black balls at time $n$ and $0\leq L<U\leq 1$ random barriers. At each time $n$, a ball $b_n$ is drawn. If $b_n$ is black and $Z_{n-1}<U$, then $b_n$ is replaced together…

Probability · Mathematics 2015-08-27 Patrizia Berti , Irene Crimaldi , Luca Pratelli , Pietro Rigo

In the present paper, we consider the two-color nonlinear unbalanced urn model, under a drawing rule reinforced by an $\mathbb{R}^+$-valued concave function and an unbalanced replacement matrix. The large deviation inequalities for the…

Probability · Mathematics 2024-09-13 Jianan Shi , Zhenhong Yu , Yu Miao

In [arXiv:1906.10951 (forthcoming on Advances in Applied Probability),arXiv:2011.05933 (published on PLOS ONE)] the authors introduce, study and apply a new variant of the Eggenberger-Polya urn, called the "Rescaled" Polya urn, which, for a…

Probability · Mathematics 2022-03-30 Giacomo Aletti , Irene Crimaldi

Stochastic filtering is defined as the estimation of a partially observed dynamical system. A massive scientific and computational effort is dedicated to the development of numerical methods for approximating the solution of the filtering…

Probability · Mathematics 2013-06-04 Dan Crisan , Kai Li

We describe a microcanonical approach for polymer models that combines atmospheric methods with urn theory. We show that Large Deviation Properties of urn models can provide quite deep mathematical insight by analyzing the Random Walk Range…

Statistical Mechanics · Physics 2025-07-09 Simone Franchini , Riccardo Balzan

Generalized Polya urn models have been used to model the establishment dynamics of a small founding population consisting of k different genotypes or strategies. As population sizes get large, these population processes are…

Probability · Mathematics 2016-11-04 Mathieu Faure , Sebastian Schreiber

We exploit a bijection between plane recursive trees and Stirling permutations; this yields the equivalence of some results previously proven separately by different methods for the two types of objects as well as some new results. We also…

Combinatorics · Mathematics 2008-03-10 Svante Janson

The goal of the classic football-pool problem is to determine how many lottery tickets are to be bought in order to guarantee at least $n-r$ correct guesses out of a sequence of $n$ games played. We study a generalized (second-order)…

Combinatorics · Mathematics 2022-10-04 Dor Elimelech , Moshe Schwartz

Conventional approximations to Bayesian inference rely on either approximations by statistics such as mean and covariance or by point particles. Recent advances such as the ensemble Gaussian mixture filter have generalized these notions to…

Optimization and Control · Mathematics 2025-04-10 Andrey A Popov

Bell tests are of profound statistical nature. Besides physical considerations, the proper understanding of their implications should involve detailed statistical analyses. In this regard, recent works have shown that their consequences and…

Quantum Physics · Physics 2025-06-10 Alfredo Luis

We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…

Probability · Mathematics 2011-02-24 Henrik Renlund

We discuss construction of coverings of the unit ball of a finite dimensional Banach space. The well known technique of comparing volumes gives upper and lower bounds on covering numbers. This technique does not provide a construction of…

Metric Geometry · Mathematics 2013-01-15 Vladimir Temlyakov

Our main contribution is the introduction of the map of elections framework. A map of elections consists of three main elements: (1) a dataset of elections (i.e., collections of ordinal votes over given sets of candidates), (2) a way of…

Multiagent Systems · Computer Science 2024-07-17 Stanisław Szufa

Generalized probability distributions for Maxwell-Boltzmann, Bose-Einstein and Fermi-Dirac statistics, with unequal source probabilities $q_i$ for each level $i$, are obtained by combinatorial reasoning. For equiprobable degenerate…

Statistical Mechanics · Physics 2008-08-18 Robert K. Niven , Marian Grendar

We are given $n$ balls and an unknown coloring of them with two colors. Our goal is to find a ball that belongs to the larger color class, or show that the color classes have the same size. We can ask sets of $k$ balls as queries, and the…

Combinatorics · Mathematics 2023-06-22 Dániel Gerbner , Máté Vizer

We introduce a class of reinforcement models where, at each time step $t$, one first chooses a random subset $A_t$ of colours (independent of the past) from $n$ colours of balls, and then chooses a colour $i$ from this subset with…

Probability · Mathematics 2014-06-03 Remco van der Hofstad , Mark Holmes , Alexey Kuznetsov , Wioletta Ruszel