Related papers: A rigorous evaluation of the intermittence in the …
An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…
To answer questions of "causes of effects", the probability of necessity is introduced for assessing whether or not an observed outcome was caused by an earlier treatment. However, the statistical inference for probability of necessity is…
We consider a logistic differential equation subject to impulsive delayed harvesting, where the deduction information is a function of the population size at the time of one of the previous impulses. A close connection to the dynamics of…
In an instrumental variable model, the score statistic can be bounded for any alternative in parts of the parameter space. These regions involve a constraint on the first-stage regression coefficients and the reduced-form covariance matrix.…
Measuring the contribution of a bank or an insurance company to overall systemic risk is a key concern, particularly in the aftermath of the 2007--2009 financial crisis and the 2020 downturn. In this paper, we derive worst-case and…
According to recent results, convergence in a prespecified or prescribed finite time can be achieved under extreme model uncertainty if control is applied continuously over time. This paper shows that this extreme amount of uncertainty…
Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…
Feedback optimization has emerged as an effective strategy for steady-state optimization of dynamical systems. By exploiting models of the steady-state input-output sensitivity, methods of this type are often sample efficient, and their use…
For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information transmission above which a given compact subset of the state…
In this paper we address the problem of designing an interruptible system in a setting in which $n$ problem instances, all equally important, must be solved concurrently. The system involves scheduling executions of contract algorithms…
We address a specific but recurring problem related to sampled linear systems. In particular, we provide a numerical method for the rigorous verification of constraint satisfaction for linear continuous-time systems between sampling…
Forecasts of product demand are essential for short- and long-term optimization of logistics and production. Thus, the most accurate prediction possible is desirable. In order to optimally train predictive models, the deviation of the…
While there exist mixnets that can anonymously route large amounts of data packets with end to end latency that can be as low as a second, %making them attractive for a variety of applications, combining this level of performance with…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is…
We investigate the transient times for the onset of control of steady states by time-delayed feedback. The optimization of control by minimising the transient time before control becomes effective is discussed analytically and numerically,…
An electronic circuit realization of the logistic difference equation is presented using analog electronics. The behavior of the realized system is evaluated against computer simulations of the same. The circuit is found to exhibit the…
One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…
We study the problem of testing \emph{conditional independence} for discrete distributions. Specifically, given samples from a discrete random variable $(X, Y, Z)$ on domain $[\ell_1]\times[\ell_2] \times [n]$, we want to distinguish, with…
Through a straightforward Bayesian approach we show that under some general conditions a maximum running time, namely the number of discrete steps performed by a computer program during its execution, can be defined such that the…