Related papers: On the estimation of the Mori-Zwanzig memory integ…
In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…
The idea of decision-aware model learning, that models should be accurate where it matters for decision-making, has gained prominence in model-based reinforcement learning. While promising theoretical results have been established, the…
This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with…
We report short-term memory formation in a nonlinear dynamical system with many degrees of freedom. The system ``remembers'' a sequence of impulses for a transient period, but it coarsens and eventually ``forgets'' nearly all of them. The…
Probability density models based on deep networks have achieved remarkable success in modeling complex high-dimensional datasets. However, unlike kernel density estimators, modern neural models do not yield marginals or conditionals in…
In this report we review memory-based meta-learning as a tool for building sample-efficient strategies that learn from past experience to adapt to any task within a target class. Our goal is to equip the reader with the conceptual…
In this work, we present a novel approach to the mathematical analysis of equations with memory based on the notion of a state, namely, the initial configuration of the system which can be unambiguously determined by the knowledge of the…
Diffusion models are popular tools for generating new data samples, using a forward process that adds noise to data and a reverse process to denoise and produce samples. However, when the data distribution consists of n points, empirical…
The recently introduced Gradient Methods with Memory use a subset of the past oracle information to create an accurate model of the objective function that enables them to surpass the Gradient Method in practical performance. The model…
We propose a novel high-dimensional linear regression estimator: the Discrete Dantzig Selector, which minimizes the number of nonzero regression coefficients subject to a budget on the maximal absolute correlation between the features and…
Real-world applications of reinforcement learning often involve environments where agents operate on complex, high-dimensional observations, but the underlying (''latent'') dynamics are comparatively simple. However, outside of restrictive…
State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…
We study nonstationary intermittent dynamical systems, such as compositions of a (deterministic) sequence of Pomeau-Manneville maps. We prove two main results: sharp bounds on memory loss, including the "unexpected" faster rate for a large…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
We propose a new modified primal-dual proximal best approximation method for solving convex not necessarily differentiable optimization problems. The novelty of the method relies on introducing memory by taking into account iterates…
In the mammalian brain, newly acquired memories depend on the hippocampus for maintenance and recall, but over time the neocortex takes over these functions, rendering memories hippocampus-independent. The process responsible for this…
We observe an infinite sequence of independent identically distributed random variables $X_1,X_2,\ldots$ drawn from an unknown distribution $p$ over $[n]$, and our goal is to estimate the entropy $H(p)=-\mathbb{E}[\log p(X)]$ within an…
In this paper we consider the problem of uniformity testing with limited memory. We observe a sequence of independent identically distributed random variables drawn from a distribution $p$ over $[n]$, which is either uniform or is…
We derive a priori error estimates for semidiscrete finite element approximations of stable solutions to time-dependent mean field game systems with Dirichlet boundary conditions. Expressing solutions to the MFG system as zeros of a…
The transfer tensor method (TTM) [Cerrillo and Cao, Phys. Rev. Lett. 2014, 112, 110401] can be considered a discrete-time formulation of the Nakajima-Zwanzig quantum master equation (NZ-QME) for modeling non-Markovian quantum dynamics. A…