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This work considers a repeated principal-agent bandit game, where the principal can only interact with her environment through the agent. The principal and the agent have misaligned objectives and the choice of action is only left to the…

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Predictive models in acute care settings must be able to immediately recognize precipitous changes in a patient's status when presented with data reflecting such changes. Recurrent neural networks (RNNs) have become common for training and…

Machine Learning · Computer Science 2020-07-30 David Ledbetter , Eugene Laksana , Melissa Aczon , Randall Wetzel

For any physical observable in statistical systems, the most frequently studied quantities are its average and standard deviation. Yet, its full distribution often carries extremely interesting information and can be invoked to put any…

Condensed Matter · Physics 2009-11-07 R. K. P. Zia , B. Schmittmann

Deep learning methods have gained popularity in recent years through the media and the relative ease of implementation through open source packages such as Keras. We investigate the applicability of popular recurrent neural networks in…

Applications · Statistics 2023-01-05 Andrew T. Karl , James Wisnowski , Lambros Petropoulos

Weather forecasting is fundamentally challenged by the chaotic nature of the atmosphere, necessitating probabilistic approaches to quantify uncertainty. While traditional ensemble prediction (EPS) addresses this through computationally…

Machine Learning · Computer Science 2025-11-19 Xinlei Xiong , Wenbo Hu , Shuxun Zhou , Kaifeng Bi , Lingxi Xie , Ying Liu , Richang Hong , Qi Tian

We consider how an agent should update her uncertainty when it is represented by a set $\P$ of probability distributions and the agent observes that a random variable $X$ takes on value $x$, given that the agent makes decisions using the…

Artificial Intelligence · Computer Science 2007-11-27 Peter D. Grunwald , Joseph Y. Halpern

Yama Nim is a two heaps Nim game introduced in the second author's Master Thesis, where the player takes more than $2$ tokens from one heap, and return $1$ token to the other heap. Triangular Nim is a generalization, where the player takes…

Combinatorics · Mathematics 2023-10-11 Shun-ichi Kimura , Takahiro Yamashita

We study goal-conditioned RL through the lens of generalization, but not in the traditional sense of random augmentations and domain randomization. Rather, we aim to learn goal-directed policies that generalize with respect to the horizon:…

Machine Learning · Computer Science 2025-01-29 Vivek Myers , Catherine Ji , Benjamin Eysenbach

What would you do if you were invited to play a game where you were given \$25 and allowed to place bets for 30 minutes on a coin that you were told was biased to come up heads 60% of the time? This is exactly what we did, gathering 61…

General Finance · Quantitative Finance 2017-01-06 Victor Haghani , Richard Dewey

Reinforcement learning agents tend to develop habits that are effective only under specific policies. Following an initial exploration phase where agents try out different actions, they eventually converge onto a particular policy. As this…

Machine Learning · Computer Science 2024-06-25 Miguel Suau , Matthijs T. J. Spaan , Frans A. Oliehoek

The problem of (point) forecasting $ \textit{univariate} $ time series is considered. Most approaches, ranging from traditional statistical methods to recent learning-based techniques with neural networks, directly operate on raw time…

Machine Learning · Computer Science 2021-07-21 Sebastian Zeng , Florian Graf , Christoph Hofer , Roland Kwitt

We study games in which every action requires planning and preparation. Moreover, before players act, they can revise their plans based on partially revealing information that they receive on their adversary's preparations. In turn, we…

General Economics · Economics 2024-08-20 Wolfgang Kuhle

Eugenio Regazzini was born on August 12, 1946 in Cremona (Italy), and took his degree in 1969 at the University "L. Bocconi" of Milano. He has held positions at the universities of Torino, Bologna and Milano, and at the University "L.…

Other Statistics · Statistics 2012-05-23 Antonio Lijoi , Igor Prünster

The conditional generative adversarial rainfall model "cGAN" developed for the UK \cite{Harris22} was trained to post-process into an ensemble and downscale ERA5 rainfall to 1km resolution over three regions of the USA and the UK. Relative…

Atmospheric and Oceanic Physics · Physics 2023-09-28 Fenwick C. Cooper , Andrew T. T. McRae , Matthew Chantry , Bobby Antonio , Tim N. Palmer

We discuss an approach to probabilistic forecasting based on two chained machine-learning steps: a dimensional reduction step that learns a reduction map of predictor information to a low-dimensional space in a manner designed to preserve…

Machine Learning · Statistics 2022-03-28 Nick Rittler , Carlo Graziani , Jiali Wang , Rao Kotamarthi

We study a repeated game with payoff externalities and observable actions where two players receive information over time about an underlying payoff-relevant state, and strategically coordinate their actions. Players learn about the true…

Theoretical Economics · Economics 2018-09-05 Pathikrit Basu , Kalyan Chatterjee , Tetsuya Hoshino , Omer Tamuz

Physics-based numerical models have been the bedrock of atmospheric sciences for decades, offering robust solutions but often at the cost of significant computational resources. Deep learning (DL) models have emerged as powerful tools in…

The problem of retrosynthetic planning can be framed as one player game, in which the chemist (or a computer program) works backwards from a molecular target to simpler starting materials though a series of choices regarding which reactions…

Machine Learning · Computer Science 2019-01-23 John S. Schreck , Connor W. Coley , Kyle J. M. Bishop

Although the data-driven analysis of football players' performance has been developed for years, most research only focuses on the on-ball event including shots and passes, while the off-ball movement remains a little-explored area in this…

Machine Learning · Computer Science 2023-09-06 Yisheng Pei , Varuna De Silva , Mike Caine
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