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This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…

Optimization and Control · Mathematics 2023-03-08 Diego Fonseca , Mauricio Junca

Statistical models for describing the probability distribution over the states of biological systems are commonly used for dimensional reduction. Among these models, pairwise models are very attractive in part because they can be fit using…

Quantitative Methods · Quantitative Biology 2009-11-30 Yasser Roudi , Erik Aurell , John Hertz

We find the asymptotic total variation distance between two distributions on configurations of m balls in n labeled bins: in the first, each ball is placed in a bin uniformly at random; in the second, k balls are planted in an arbitrary but…

Probability · Mathematics 2012-05-16 William Perkins

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

In the spherical Poisson Boolean model, one takes the union of random balls centred on the points of a Poisson process in Euclidean $d$-space with $d \geq 2$. We prove that whenever the radius distribution has a finite $d$-th moment, there…

Probability · Mathematics 2018-07-24 Mathew D. Penrose

Design and control of autonomous systems that operate in uncertain or adversarial environments can be facilitated by formal modelling and analysis. Probabilistic model checking is a technique to automatically verify, for a given temporal…

Logic in Computer Science · Computer Science 2021-11-23 Marta Kwiatkowska , Gethin Norman , David Parker

The theory of controlled mechanical systems of [6, 3, 4] is extended to the case of ideal incompressible fluids consisting of charged particles in the presence of an external magnetic field. The resulting control is of feedback type and…

Mathematical Physics · Physics 2021-03-10 Simon Hochgerner

We introduce a modification of the generalized P\'olya urn model containing two urns and we study the number of balls $B_j(n)$ of a given color $j\in\{1,\ldots,J\}$, $J\in\mathbb{N}$ added to the urns after $n$ draws. We provide sufficient…

Probability · Mathematics 2024-08-13 Konrad Kolesko , Ecaterina Sava-Huss

Estimating win probability is one of the classic modeling tasks of sports analytics. Many widely used win probability estimators use machine learning to fit the relationship between a binary win/loss outcome variable and certain game-state…

Methodology · Statistics 2025-08-21 Ryan S. Brill , Ronald Yurko , Abraham J. Wyner

We present a collaboration ring model -- a network of players playing the prisoner's dilemma game and collaborating among the nearest neighbours by forming coalitions. The microscopic stochastic updating of the players' strategies are…

Physics and Society · Physics 2026-02-13 Joy Das Bairagya , Jonathan Newton , Sagar Chakraborty

Gallice and Monz\'on (2019) present a natural environment that sustains full co-operation in one-shot social dilemmas among a finite number of self-interested agents. They demonstrate that in a sequential public goods game, where agents…

General Economics · Economics 2026-03-13 Chowdhury Mohammad Sakib Anwar , Konstantinos Georgalos

Probabilistic and set-based methods are two approaches for model invalidation, parameter and state estimation. Both classes of methods use different types of data, i.e. deterministic or probabilistic data, which allow different statements…

Optimization and Control · Mathematics 2013-11-28 Stefan Streif , Didier Henrion , Rolf Findeisen

Under certain circumstances such as lack of information or bounded rationality, human players can take decisions on which strategy to choose in a game on the basis of simple opinions. These opinions can be modified after each round by…

Physics and Society · Physics 2015-06-05 Floriana Gargiulo , Jose J. Ramasco

Gallice and Monzon (2019) present a natural environment that sustains full cooperation in one-shot social dilemmas among a finite number of self-interested agents. They demonstrate that in a sequential public goods game, where agents lack…

General Economics · Economics 2025-04-15 Chowdhury Mohammad Sakib Anwar , Konstantinos Georgalos , Sonali SenGupta

Traditional NBA player evaluation metrics are based on scoring differential or some pace-adjusted linear combination of box score statistics like points, rebounds, assists, etc. These measures treat performances with the outcome of the game…

Applications · Statistics 2023-09-21 Sameer K. Deshpande , Shane T. Jensen

We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Martin Chmelik , Rupak Majumdar

A binary game is introduced and analysed. N players have to choose one of the two sides independently and those on the minority side win. Players uses a finite set of ad hoc strategies to make their decision, based on the past record. The…

adap-org · Physics 2015-06-24 Damien Challet , Yi-Cheng Zhang

Two different approaches to dealing with probabilistic knowledge are examined -models and inductive inference. Examples of the first are: influence diagrams [1], Bayesian networks [2], log-linear models [3, 4]. Examples of the second are:…

Artificial Intelligence · Computer Science 2013-04-12 Norman C. Dalkey

We study the effect of latency on binary-choice opinion formation models. Latency is introduced into the models as an additional dynamic rule: after a voter changes its opinion, it enters a waiting period of stochastic length where no…

Physics and Society · Physics 2013-05-29 Renaud Lambiotte , Jari Saramaki , Vincent D. Blondel

Attempts to replicate probabilistic reasoning in expert systems have typically overlooked a critical ingredient of that process. Probabilistic analysis typically requires extensive judgments regarding interdependencies among hypotheses and…

Artificial Intelligence · Computer Science 2013-04-15 Marvin S. Cohen