Related papers: Finite-size corrections in the random assignment p…
A power-law distance-dependent biased random walk model with a tuning parameter ($\sigma$) is introduced in which finite mean first passage times are realizable if $\sigma$ is less than a critical value $\sigma_c$. We perform numerical…
In discrete contexts such as the degree distribution for a graph, \emph{scale-free} has traditionally been \emph{defined} to be \emph{power-law}. We propose a reasonable interpretation of \emph{scale-free}, namely, invariance under the…
We study the best approximation problem: \[ \displaystyle \min_{\alpha\in \mathbb R^m}\max_{1\leq i\leq n}\left|y_i -\sum_{j=1}^m \alpha_j \Gamma_j ({\bf x}_i) \right|. \] Here: $\Gamma:=\left\{\Gamma_1,...,\Gamma_m\right\}$ is a list of…
We consider the problem of computing optimal policies in average-reward Markov decision processes. This classical problem can be formulated as a linear program directly amenable to saddle-point optimization methods, albeit with a number of…
Systematic inaccuracy is inherent in any computational estimate of a non-linear average, due to the availability of only a finite number of data values, N. Free energy differences (DF) between two states or systems are critically important…
Ratios of quadratic forms in correlated normal variables which introduce noncentrality into the quadratic forms are considered. The denominator is assumed to be positive (with probability 1). Various serial correlation estimates such as…
We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…
This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…
The presence of a random magnetic field in ferromagnetic systems leads, in the broken phase, to an anomalous $O(\sqrt{1/N})$ convergence of some thermodynamic quantities to their asymptotic limits. Here we show a general method, based on…
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…
We study finite size corrections to the semiclassical string solutions of the Schrodinger spacetime. We compute the leading order exponential corrections to the infinite size dispersion relation of the single spin giant magnon and of the…
The problem of determining the (least) fixpoint of (higher-dimensional) functions over the non-negative reals frequently occurs when dealing with systems endowed with a quantitative semantics. We focus on the situation in which the…
Given a finite set of unknown distributions or arms that can be sampled, we consider the problem of identifying the one with the maximum mean using a $\delta$-correct algorithm (an adaptive, sequential algorithm that restricts the…
The theory of finite-size scaling explains how the singular behavior of thermodynamic quantities in the critical point of a phase transition emerges when the size of the system becomes infinite. Usually, this theory is presented in a…
In performative learning, the data distribution reacts to the deployed model - for example, because strategic users adapt their features to game it - which creates a more complex dynamic than in classical supervised learning. One should…
We consider empirical risk minimization of linear predictors with convex loss functions. Such problems can be reformulated as convex-concave saddle point problems, and thus are well suitable for primal-dual first-order algorithms. However,…
A weighted recursive tree is an evolving tree in which vertices are assigned random vertex-weights and new vertices connect to a predecessor with a probability proportional to its weight. Here, we study the maximum degree and near-maximum…
In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered. We show,…
We derive recursions for the probability distribution of random sums by computer algebra. Unlike the well-known Panjer-type recursions, they are of finite order and thus allow for computation in linear time. This efficiency is bought by the…
For the kinetic energy of 1d model finite systems the leading corrections to local approximations as a functional of the potential are derived using semiclassical methods. The corrections are simple, non-local functionals of the potential.…