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We revisit the finite time analysis of policy gradient methods in the one of the simplest settings: finite state and action MDPs with a policy class consisting of all stochastic policies and with exact gradient evaluations. There has been…

Machine Learning · Computer Science 2021-12-14 Jalaj Bhandari , Daniel Russo

We consider a system of interacting Fisher-Wright diffusions with seed-bank. Individuals carry type one of two types, live in colonies, and are subject to resampling and migration as long as they are active. Each colony has a structured…

Probability · Mathematics 2022-09-22 Andreas Greven , Frank den Hollander

This paper deals with the stochastic modeling of a class of heterogeneous population in a random environment, called birth-death-swap. In addition to demographic events, swap events, i.e. moves between subgroups, occur in the population.…

Probability · Mathematics 2024-02-28 Sarah Kaakai , Nicole El Karoui

Distribution shift is a key challenge for predictive models in practice, creating the need to identify potentially harmful shifts in advance of deployment. Existing work typically defines these worst-case shifts as ones that most degrade…

Machine Learning · Computer Science 2024-07-08 Kevin Ren , Yewon Byun , Bryan Wilder

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…

Optimization and Control · Mathematics 2011-11-10 Minh Dang Doan , Tamás Keviczky , Bart De Schutter

We include alignment interactions in a well-studied first-order attractive-repulsive macroscopic model for aggregation. The distinctive feature of the extended model is that the equation that specifies the velocity in terms of the…

Analysis of PDEs · Mathematics 2016-06-22 Razvan C. Fetecau , Weiran Sun , Changhui Tan

We study two of the simple rules on finite graphs under the death-birth updating and the imitation updating discovered by Ohtsuki, Hauert, Lieberman and Nowak [Nature 441 (2006) 502-505]. Each rule specifies a payoff-ratio cutoff point for…

Probability · Mathematics 2015-03-19 Yu-Ting Chen

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

We study a population model of fixed size undergoing strong selection where individuals accumulate beneficial mutations, namely the Moran model with selection. In a specific setting with strong selection, Schweinsberg showed that the…

Probability · Mathematics 2021-03-31 François Gaston Ged

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

Methodology · Statistics 2024-09-12 Li Tuobang

A probability model is presented for the dynamics of mutation-selection balance in a haploid infinite-population infinite-sites setting sufficiently general to cover mutation-driven changes in full age-specific demographic schedules. The…

Populations and Evolution · Quantitative Biology 2007-05-23 David Steinsaltz , Steven N. Evans , Kenneth W. Wachter

In this article, we consider time-changed models of population evolution $\mathcal{X}^f(t)=\mathcal{X}(H^f(t))$, where $\mathcal{X}$ is a counting process and $H^f$ is a subordinator with Laplace exponent $f$. In the case $\mathcal{X}$ is a…

Probability · Mathematics 2015-04-02 Enzo Orsingher , Costantino Ricciuti , Bruno Toaldo

We consider the systematic numerical approximation of Biot's quasistatic model for the consolidation of a poroelastic medium. Various discretization schemes have been analysed for this problem and inf-sup stable finite elements have been…

Numerical Analysis · Mathematics 2020-01-01 Herbert Egger , Mania Sabouri

In this paper, we consider the problem of finding surrogate models for large-scale second-order linear time-invariant systems with inhomogeneous initial conditions. For this class of systems, the superposition principle allows us to…

Dynamical Systems · Mathematics 2022-06-24 Jennifer Przybilla , Igor Pontes Duff , Peter Benner

In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…

Numerical Analysis · Mathematics 2021-12-23 Fazel Hadadifard , Satbir Malhi , Zhengyi Xiao

By generalizing a class of models recently introduced to account for protracted transients in biological systems, we identify a novel mechanism for hyperuniformity. In this model, competition of particles over a shared resource guides the…

Statistical Mechanics · Physics 2025-12-11 Tal Agranov , Natan Wiegenfeld , Omer Karin , Benjamin D. Simons

We study the influence of stochastic effects due to finite population size in the evolutionary dynamics of populations interacting in the multi-person Prisoner's Dilemma game. This paper is an extension of the investigation presented in a…

Populations and Evolution · Quantitative Biology 2007-05-23 Anders Eriksson , Kristian Lindgren

We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques.…

Numerical Analysis · Mathematics 2015-06-18 Pierluigi Amodio , Giuseppina Settanni

We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…

Optimization and Control · Mathematics 2021-10-05 Xiangyi Fan , Grani A. Hanasusanto

The multivariate hypergeometric distribution describes sampling without replacement from a discrete population of elements divided into multiple categories. Addressing a gap in the literature, we tackle the challenge of estimating discrete…

Machine Learning · Computer Science 2024-06-11 Liam Hodgson , Danilo Bzdok