Related papers: SPM Bulletin 35
The solution $\vartheta =(\vartheta_{t})_{t\geq 0}$ of a class of linear stochastic partial differential equations is approximated using Clark's robust representation approach (\cite{c}, \cite{cc}). The ensuing approximations are shown to…
We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem appears to be new but is closely related to results…
We study threshold properties of random constraint satisfaction problems under a probabilistic model due to Molloy. We give a sufficient condition for the existence of a sharp threshold that leads (for boolean constraints) to a necessary…
The problem of finding superintegrable Hamiltonians and their integrals of motion can be reduced to solving a series of compatibility equations that result from the overdetermination of the commutator or Poisson bracket relations. The…
A variational principle is introduced to provide a new formulation and resolution for several boundary value problems with a variational structure. This principle allows one to deal with problems well beyond the weakly compact structure. As…
This thesis centers around the concept of Subset Search Problems (SSP), a type of computational problem introduced by Gr\"une and Wulf to analyze the complexity of more intricate optimization problems. These problems are given an input set,…
In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…
This article covers three topics. (1) It establishes links between the density of certain subsets of the set of primes and related subsets of the set of natural numbers. (2) It extends previous results on a conjecture of Bruinier and Kohnen…
We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…
This paper investigates the combination of model predictive control (MPC) concepts and posterior sampling techniques and proposes a simple constraint tightening technique to introduce cautiousness during explorative learning episodes. The…
In this work, we extend the solid harmonics derivation, which was used by Ackroyd et al to derive the steady-state SP$_N$ equations, to transient problems. The derivation expands the angular flux in ordinary surface harmonics but uses…
Selecting a subset of variables for linear models remains an active area of research. This paper reviews many of the recent contributions to the Bayesian model selection and shrinkage prior literature. A posterior variable selection summary…
This paper investigates natural conditions for the existence of optimal policies for a Markov decision process with incomplete information (MDPII) and with expected total costs. The MDPII is the classic model of a controlled stochastic…
This is a survey on the computational complexity of nonlinear mixed-integer optimization. It highlights a selection of important topics, ranging from incomputability results that arise from number theory and logic, to recently obtained…
Despite extensive theoretical research on proportionality in approval-based multiwinner voting, its impact on which committees and candidates can be selected in practice remains poorly understood. We address this gap by (i) analyzing the…
We have developed an application that will take a "MEDLINE" output from the PubMed database and allows the user to cluster all non-trivial words of the abstracts of the PubMed output. The number of clusters to use can be selected by the…
In the field of constraint satisfaction problems (CSP), promise CSPs are an exciting new direction of study. In a promise CSP, each constraint comes in two forms: "strict" and "weak," and in the associated decision problem one must…
Multi-winner voting rules based on approval ballots have received increased attention in recent years. In particular Satisfaction Approval Voting (SAV) and its variants have been proposed. In this note, we show that the winning set can be…
The Matroid Secretary Problem (MSP) is one of the most prominent settings for online resource allocation and optimal stopping. A decision-maker is presented with a ground set of elements $E$ revealed sequentially and in random order. Upon…
We lift the constraint of a diagonal representation of the Hamiltonian by searching for square integrable bases that support a tridiagonal matrix representation of the wave operator. Doing so results in exactly solvable problems with a…