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Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

Machine Learning · Statistics 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang

At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…

Molecular Networks · Quantitative Biology 2019-05-02 Guilherme C. P. Innocentini , Fernando Antoneli , Arran Hodgkinson , Ovidiu Radulescu

We consider the dynamical behavior of Martin-L\"of random points in dynamical systems over metric spaces with a computable dynamics and a computable invariant measure. We use computable partitions to define a sort of effective symbolic…

Dynamical Systems · Mathematics 2008-04-29 Stefano Galatolo , Mathieu Hoyrup , Cristobal Rojas

We study entropy-bounded computational geometry, that is, geometric algorithms whose running times depend on a given measure of the input entropy. Specifically, we introduce a measure that we call range-partition entropy, which unifies and…

Computational Geometry · Computer Science 2025-08-29 David Eppstein , Michael T. Goodrich , Abraham M. Illickan , Claire A. To

A randomized algorithm for finding sparse cuts is given which is based on constructing a dual markov chain called multiscale rings process(MRP) and a new concept of entropy. It is shown how the time to absorption of the dual process…

Probability · Mathematics 2022-03-16 Farshad Noravesh

The evolution of a quantum system, appropriate to describe nano-magnets, can be mapped on a Markov process, continuous in $\beta$. The mapping implies a probability assignment that can be used to study the probability density (PDF) of the…

Statistical Mechanics · Physics 2009-11-11 L. F. Lemmens , Burhan Bakar

We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…

Optimization and Control · Mathematics 2017-09-28 Alice Cleynen , Benoîte de Saporta

The Markov gap, defined as the difference between reflected entropy and mutual information, serves as a diagnostic for quantum recoverability and multipartite entanglement. In holographic settings, it admits a geometric interpretation as…

High Energy Physics - Theory · Physics 2025-10-09 Norihiro Iizuka , Akihiro Miyata , Mitsuhiro Nishida

A Markov decision process (MDP) framework is adopted to represent ensemble control of devices with cyclic energy consumption patterns, e.g., thermostatically controlled loads. Specifically we utilize and develop the class of MDP models…

Systems and Control · Computer Science 2017-10-24 Michael Chertkov , Vladimir Y. Chernyak , Deepjyoti Deka

In classical reinforcement learning, when exploring an environment, agents accept arbitrary short term loss for long term gain. This is infeasible for safety critical applications, such as robotics, where even a single unsafe action may…

Machine Learning · Computer Science 2017-01-30 Matteo Turchetta , Felix Berkenkamp , Andreas Krause

The edge partition model (EPM) is a generative model for extracting an overlapping community structure from static graph-structured data. In the EPM, the gamma process (GaP) prior is adopted to infer the appropriate number of latent…

Social and Information Networks · Computer Science 2024-03-04 Sikun Yang , Heinz Koeppl

We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such…

Artificial Intelligence · Computer Science 2018-02-28 Steven Carr , Nils Jansen , Ralf Wimmer , Jie Fu , Ufuk Topcu

Markov decision processes (MDP) are finite-state systems with both strategic and probabilistic choices. After fixing a strategy, an MDP produces a sequence of probability distributions over states. The sequence is eventually synchronizing…

Computer Science and Game Theory · Computer Science 2013-11-01 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

Uncertain partially observable Markov decision processes (uPOMDPs) allow the probabilistic transition and observation functions of standard POMDPs to belong to a so-called uncertainty set. Such uncertainty, referred to as epistemic…

Artificial Intelligence · Computer Science 2021-11-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Ahmadreza Marandi , Marnix Suilen , Ufuk Topcu

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

Dynamical Systems · Mathematics 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

Deep generative models (DGMs) have recently demonstrated remarkable success in capturing complex probability distributions over graphs. Although their excellent performance is attributed to powerful and scalable deep neural networks, it is,…

Machine Learning · Computer Science 2025-03-18 Milan Papež , Martin Rektoris , Václav Šmídl , Tomáš Pevný

In this work, we present a novel approach to system identification for dynamical systems, based on a specific class of Deep Gaussian Processes (Deep GPs). These models are constructed by interconnecting linear dynamic GPs (equivalent to…

Machine Learning · Statistics 2025-02-11 Alessio Benavoli , Dario Piga , Marco Forgione , Marco Zaffalon

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

Probabilistic model checking aims to prove whether a Markov decision process (MDP) satisfies a temporal logic specification. The underlying methods rely on an often unrealistic assumption that the MDP is precisely known. Consequently,…

Optimization and Control · Mathematics 2021-07-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Graph signal processing (GSP) is an important methodology for studying data residing on irregular structures. As acquired data is increasingly taking the form of multi-way tensors, new signal processing tools are needed to maximally utilize…

Signal Processing · Electrical Eng. & Systems 2020-12-02 Jay S. Stanley , Eric C. Chi , Gal Mishne
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