Related papers: Dynamics of an Adaptive Randomly Reinforced Urn
The generalized P\`olya urn (GPU) models and their variants have been investigated in several disciplines. However, typical assumptions made with respect to the GPU do not include urn models with diagonal replacement matrix, which arise in…
We complete the study of the model introduced in [11]. It is a two-color urn model with multiple drawing and random (non-balanced) time-dependent reinforcement matrix. The number of sampled balls at each time-step is random. We identify the…
We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…
The aim of this paper is to study the asymptotic behavior of strongly reinforced interacting urns with partial memory sharing. The reinforcement mechanism considered is as follows: draw at each step and for each urn a white or black ball…
Consider a finite undirected graph and place an urn with balls of two colours at each vertex. At every discrete time step, for each urn, a fixed number of balls are drawn from that same urn with probability $p$, and from a randomly chosen…
An urn contains black and red balls. Let $Z_n$ be the proportion of black balls at time $n$ and $0\leq L<U\leq 1$ random barriers. At each time $n$, a ball $b_n$ is drawn. If $b_n$ is black and $Z_{n-1}<U$, then $b_n$ is replaced together…
We consider weighted negatively reinforced urn schemes with finitely many colours. An urn scheme is called negatively reinforced, if the selection probability for a colour is proportional to the weight $w$ of the colour proportion, where…
We study a system of interacting reinforced random walks defined on polygons. At each stage, each particle chooses an edge to traverse which is incident to its position. We allow the probability of choosing a given edge to depend on the sum…
This paper illustrates asymptotic properties for a response-adaptive design generated by a two-color, randomly reinforced urn model. The design considered is optimal in the sense that it assigns patients to the best treatment, with…
In this paper, we consider a multi-drawing urn model with random addition. At each discrete time step, we draw a sample of m balls. According to the composition of the drawn colors, we return the balls together with a random number of balls…
Consider the multicolored urn model where, after every draw, balls of the different colors are added to the urn in a proportion determined by a given stochastic replacement matrix. We consider some special replacement matrices which are not…
We consider interacting urns on a finite directed network, where both sampling and reinforcement processes depend on the nodes of the network. This extends previous research by incorporating node-dependent sampling and reinforcement. We…
We introduce a new framework for the analysis of the dynamics of networks, based on randomly reinforced urn (RRU) processes, in which the weight of the edges is determined by a reinforcement mechanism. We rigorously explain the empirical…
We study an urn process with two urns, initialized with a ball each. Balls are added sequentially, the urn being chosen independently with probability proportional to the $\alpha^{th}$ power $(\alpha >1)$ of the existing number of balls. We…
We study an urn process containing red and blue balls and two different strategies to reinforce the urn. Namely, a generalized P\'olya-type strategy versus an i.i.d. one. At each step, one of the two reinforcement strategies is chosen by…
The random self-reinforcement mechanism, characterized by the principle of ``the rich get richer'', has demonstrated significant utility across various domains. One prominent model embodying this mechanism is the random reinforcement urn…
Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…
Interacting urns with exponential reinforcement were introduced and studied in Launay (2011). As its parameter $\rho$ tends to $\iy$, this reinforcement mechanism converges to the "generalized" reinforcement, in which the probability of…
This paper studies a very general urn model stimulated by designs in clinical trials, where the number of balls of different types added to the urn at trial n depends on a random outcome directed by the composition at trials 1,2,...,n-1.…
Consider a generalized time-dependent P\'olya urn process defined as follows. Let $d\in \mathbb{N}$ be the number of urns/colors. At each time $n$, we distribute $\sigma_n$ balls randomly to the $d$ urns, proportionally to $f$, where $f$ is…