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Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

Stochastic restoration algorithms allow to explore the space of solutions that correspond to the degraded input. In this paper we reveal additional fundamental advantages of stochastic methods over deterministic ones, which further motivate…

Image and Video Processing · Electrical Eng. & Systems 2024-05-21 Guy Ohayon , Theo Adrai , Michael Elad , Tomer Michaeli

The Tensor-Train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential…

Approximate Message Passing (AMP) is a class of iterative algorithms that have found applications in many problems in high-dimensional statistics and machine learning. In its general form, AMP can be formulated as an iterative procedure…

Probability · Mathematics 2023-05-02 Rishabh Dudeja , Yue M. Lu , Subhabrata Sen

Within context of quantum logic, it is possible to assign dispersion-free probabilities to experimental propositions pertaining to qubits. This makes qubits distinct from the rest of quantum systems since the latter do not admit…

Quantum Physics · Physics 2020-04-10 Arkady Bolotin

We explore the ways that a reference point may direct attention. Utilizing a stochastic choice framework, we provide behavioral foundations for the Reference-Dependent Random Attention Model (RD-RAM). Our characterization result shows that…

Theoretical Economics · Economics 2023-03-21 Matthew Kovach , Elchin Suleymanov

We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a…

Machine Learning · Computer Science 2016-11-08 Matthew Joseph , Michael Kearns , Jamie Morgenstern , Aaron Roth

Stochastic neural networks are a prototypical computational device able to build a probabilistic representation of an ensemble of external stimuli. Building on the relationship between inference and learning, we derive a synaptic plasticity…

Disordered Systems and Neural Networks · Physics 2018-10-23 Luca Saglietti , Federica Gerace , Alessandro Ingrosso , Carlo Baldassi , Riccardo Zecchina

Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

The Stochastic Approximation EM (SAEM) algorithm, a variant stochastic approximation of EM, is a versatile tool for inference in incomplete data models. In this paper, we review the fundamental EM algorithm and then focus especially on the…

Methodology · Statistics 2018-11-30 Vahid Tadayon

Simultaneous localization and mapping (SLAM) is a foundational state estimation problem in robotics in which a robot accurately constructs a map of its environment while also localizing itself within this construction. We study the active…

Robotics · Computer Science 2026-04-24 Ilir Gusija , Fady Alajaji , Serdar Yüksel

In automated complexity analysis, noninterference-based type systems statically guarantee, via soundness, the property that well-typed programs compute functions of a given complexity class, e.g., the class FP of functions computable in…

Logic in Computer Science · Computer Science 2024-01-29 Emmanuel Hainry , Bruce M. Kapron , Jean-Yves Marion , Romain Péchoux

We study random utility (RU) rationality with aggregation when the underlying alternatives in each aggregate vary across consumers and are unobserved, as is typical for an outside option. RUM over the underlying alternatives is the natural…

Theoretical Economics · Economics 2026-03-10 Yuexin Liao , Kota Saito , Alec Sandroni

We develop a complexity theory for approximate real computations. We first produce a theory for exact computations but with condition numbers. The input size depends on a condition number, which is not assumed known by the machine. The…

Computational Complexity · Computer Science 2020-05-05 Gregorio Malajovich , Mike Shub

We study the assignment problem of objects to agents with heterogeneous preferences under distributional constraints. Each agent is associated with a publicly known type and has a private ordinal ranking over objects. We are interested in…

Data Structures and Algorithms · Computer Science 2019-05-02 Itai Ashlagi , Amin Saberi , Ali Shameli

Random access code (RAC) is an important communication protocol to obtain information about a randomly specified substring of an n-bit string, while only having limited information about the n-bit string. Quantum RACs usually utilise either…

Quantum Physics · Physics 2023-07-21 Som Kanjilal , C Jebarathinam , Tomasz Paterek , Dipankar Home

This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of…

Optimization and Control · Mathematics 2011-05-06 Teemu Pennanen , Ari-Pekka Perkkiö

In this paper, a stochastic approximation (SA) based distributed algorithm is proposed to solve the resource allocation (RA) with uncertainties. In this problem, a group of agents cooperatively optimize a separable optimization problem with…

Optimization and Control · Mathematics 2016-11-01 Peng Yi , Jinlong Lei , Yiguang Hong

We study the question of whether the "termination with probability 1" property of a randomized algorithm is preserved when one replaces the atomic registers that the algorithm uses with linearizable (implementations of) registers. We show…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-30 Vassos Hadzilacos , Xing Hu , Sam Toueg

This expository paper advocates an approach to physics in which ``typicality" is identified with a suitable form of algorithmic randomness. To this end various theorems from mathematics and physics are reviewed. Their original versions…

Mathematical Physics · Physics 2023-09-06 Klaas Landsman
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