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This paper introduces a novel approach to multi-parameter persistence using 2-categorical structures. We develop a framework that captures hierarchical interactions between filter parameters, overcoming fundamental limitations of…
Mendelian randomization (MR) is a method of exploiting genetic variation to unbiasedly estimate a causal effect in presence of unmeasured confounding. MR is being widely used in epidemiology and other related areas of population science. In…
For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…
The formal term-by-term differentiation with respect to parameters is demonstrated to be legitimate for the Mittag-Leffler type functions. The justification of differentiation formulas is made by using the concept of the uniform…
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
We study the Constrained Convex Markov Decision Process (MDP), where the goal is to minimize a convex functional of the visitation measure, subject to a convex constraint. Designing algorithms for a constrained convex MDP faces several…
We prove a structure theorem for multiplicative functions which states that an arbitrary bounded multiplicative function can be decomposed into two terms, one that is approximately periodic and another that has small Gowers uniformity norm…
A multi--state life insurance model is naturally described in terms of the intensity matrix of an underlying (time--inhomogeneous) Markov process which describes the dynamics for the states of an insured person. Between and at transitions,…
Background: Comparative effectiveness research using network meta-analysis can present a hierarchy of competing treatments, from the least to most preferable option. However, the research question associated with the hierarchy of multiple…
Augmented Lagrangian and optimistic primal--dual methods stabilize equality-constrained optimization through seemingly different mechanisms: the former adds constraint-dependent primal curvature, while the latter adds dual memory. Recent…
We study reinforcement learning in an infinite-horizon average-reward setting with linear function approximation, where the transition probability function of the underlying Markov Decision Process (MDP) admits a linear form over a feature…
We establish dual attainment for the multimarginal, multi-asset martingale optimal transport (MOT) problem, a fundamental question in the mathematical theory of model-independent pricing and hedging in quantitative finance. Our main result…
We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…
This paper develops a conceptual extension of the Kinetic Theory of Active Particles, building upon the framework introduced in [2]. Living systems cannot be adequately described within classical single-scale paradigms, even when refined.…
We provide a categorical proof of convergence for martingales and backward martingales in mean, using enriched category theory. The enrichment we use is in topological spaces, with their canonical closed monoidal structure, which encodes a…
We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…
A transformed primal-dual (TPD) flow is developed for a class of nonlinear smooth saddle point system. The flow for the dual variable contains a Schur complement which is strongly convex. Exponential stability of the saddle point is…
The aim of this paper is to study the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that…
This paper deals with a unifying approach to the problems of computing the admissible sets of parametrical multi perturbations in appropriate bounded sets such that some fundamental properties of parameter-varying linear dynamic systems are…
The pursuit of robustness has recently been a popular topic in reinforcement learning (RL) research, yet the existing methods generally suffer from efficiency issues that obstruct their real-world implementation. In this paper, we introduce…