Related papers: On Non-Interactive Simulation of Joint Distributio…

I describe a trick for training flow models using a prescribed rule as a surrogate for maximum likelihood. The utility of this trick is limited for non-conditional models, but an extension of the approach, applied to maximum likelihood of…

We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…

We study the low-energy dynamics of noncommutative $\N=2$ supersymmetric U(N) Yang-Mills theories in the Coulomb phase. Exact results are derived for the leading terms in the derivative expansion of the Wilsonian effective action. We find…

We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…

This work is motivated by numerical solutions to Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs) associated with combined stochastic and impulse control problems. In particular, we consider (i) direct control, (ii)…

This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…

We obtain necessary and sufficient conditions for the admissible vectors of a new unitary non irreducible representation $U$. The group $G$ is an arbitrary semidirect product whose normal factor $A$ is abelian and whose homogeneous factor…

We derive a new representation for $U$- and $V$-statistics. Using this representation, the asymptotic distribution of $U$- and $V$-statistics can be derived by a direct application of the Continuous Mapping theorem. That novel approach not…

In "Recognizing the Maximum of a Sequence", Gilbert and Mosteller analyze a full information game where n measurements from an uniform distribution are drawn and a player (knowing n) must decide at each draw whether or not to choose that…

Let (W_i, J_i) be a sequence of i.i.d. R_+ x R-valued random vectors. Considering the partial sum of the first component and the corresponding maximum of the second component, we are interested in the limit distributions that can be…

We consider the optimal risk sharing problem with a continuum of agents, modeled via a non-atomic measure space. Individual preferences are not assumed to be convex. We show the multiplicity of agents induces the value function to be…

In this paper, we study a distributed optimization problem for a class of high-order multi-agent systems with unknown dynamics. In comparison with existing results for integrators or linear agents, we need to overcome the difficulties…

Given a sequence $(X_n)$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under which the series $\sum_{n=1}^\infty X_n$ is almost surely convergent. For…

We consider a toy model of interacting extrovert and introvert agents introduced earlier by Liu et al [Europhys. Lett. {\bf 100} (2012) 66007]. The number of extroverts, and introverts is $N$ each. At each time step, we select an agent at…

Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution…

We perform Monte Carlo calculation of correlation functions in 4d N=4 super Yang-Mills theory on R*S^3 in the planar limit. In order to circumvent the well-known problem of lattice SUSY, we adopt the idea of a novel large-N reduction, which…

This work is motivated by a question at the heart of unsupervised learning approaches: Assume we are collecting a number K of (subjective) opinions about some event E from K different agents. Can we infer E from them? Prima facie this seems…

In this paper, we settle the problem of learning optimal linear contracts from data in the offline setting, where agent types are drawn from an unknown distribution and the principal's goal is to design a contract that maximizes her…

We consider a control problem involving several agents coupled through multiple unit-demand resources. Such resources are indivisible, and each agent's consumption is modeled as a Bernoulli random variable. Controlling the number of such…

In this paper, we investigate the problem of deciding whether two standard normal random vectors $\mathsf{X}\in\mathbb{R}^{n}$ and $\mathsf{Y}\in\mathbb{R}^{n}$ are correlated or not. This is formulated as a hypothesis testing problem,…