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We study the so-called pinning model, which describes the behavior of a Markov chain interacting with a distinguished state. The interaction depends on an external source of randomness, called disorder, which can attract or repel the Markov…

Probability · Mathematics 2023-02-27 Niccolo Torri

We consider discrete time Markov chains with Polish state space. The large deviations principle for empirical measures of a Markov chain can equivalently be stated in Laplace principle form, which builds on the convex dual pair of relative…

Probability · Mathematics 2026-01-14 Stephan Eckstein

Well-designed dense reward functions in robot manipulation not only indicate whether a task is completed but also encode progress along the way. Generally, designing dense rewards is challenging and usually requires access to privileged…

Robotics · Computer Science 2026-03-19 Pierre Krack , Tobias Jülg , Wolfram Burgard , Florian Walter

Consider a strong Markov process in continuous time, taking values in some Polish state space. Recently, Douc, Fort and Guillin (2009) introduced verifiable conditions in terms of a supermartingale property implying an explicit control of…

Probability · Mathematics 2011-09-21 Eva Loecherbach , Dasha Loukianova

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

Probability · Mathematics 2025-02-05 Henrik Hult , Adam Lindhe , Pierre Nyquist , Guo-Jhen Wu

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

The paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed truncated constrained systems. We consider general models, which are described by multifunctions between…

Optimization and Control · Mathematics 2025-04-30 Boris S. Mordukhovich , Pengcheng Wu , Xiaoqi Yang

Traditionally, population models distinguish individuals on the basis of their current state. Given a distribution, a discrete time model then specifies (precisely in deterministic models, probabilistically in stochastic models) the…

Populations and Evolution · Quantitative Biology 2023-09-21 B. Boldin , O. Diekmann , J. A. J. Metz

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

Machine Learning · Statistics 2026-01-30 Stanislas Strasman , Gabriel Cardoso , Sylvain Le Corff , Vincent Lemaire , Antonio Ocello

We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be…

Probability · Mathematics 2010-09-22 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

Thought to be responsible for memory, synaptic plasticity has been widely studied in the past few decades. One example of plasticity models is the popular Spike Timing Dependent Plasticity (STDP). The huge litterature of STDP models are…

Probability · Mathematics 2018-03-02 Pascal Helson

We describe a simple form of importance sampling designed to bound and compute large-deviation rate functions for time-extensive dynamical observables in continuous-time Markov chains. We start with a model, defined by a set of rates, and a…

Statistical Mechanics · Physics 2019-12-04 Daniel Jacobson , Stephen Whitelam

The Poland-Scheraga model for DNA denaturation, besides playing a central role in applications, has been widely studied in the physical and mathematical literature over the past decades. More recently a natural generalization has been…

Probability · Mathematics 2017-03-31 Quentin Berger , Giambattista Giacomin , Maha Khatib

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…

Analysis of PDEs · Mathematics 2014-10-24 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

An influential theory of increasing returns has been proposed by the economist W. B. Arthur in the '80s to explain the lock-in phenomenon between two competing commercial products. In the most simplified situation there are two competing…

Probability · Mathematics 2025-07-09 Simone Franchini , Riccardo Balzan

Reward models are central to aligning large language models, yet they often overfit to spurious cues such as response length and overly agreeable tone. Most prior work weakens these cues directly by penalizing or controlling specific…

Computation and Language · Computer Science 2026-04-17 Yunsheng Lu , Zijiang Yang , Licheng Pan , Zhixuan Chu

In this paper we look at the pinning of a directed polymer by a one-dimensional linear interface carrying random charges. There are two phases, localized and delocalized, depending on the inverse temperature and on the disorder bias. Using…

Probability · Mathematics 2013-06-17 Dimitris Cheliotis , Frank den Hollander

In many biological systems, the movement of individual agents is commonly characterized as having multiple qualitatively distinct behaviors that arise from various biophysical states. This is true for vesicles in intracellular transport,…

Subcellular Processes · Quantitative Biology 2022-07-25 Maria-Veronica Ciocanel , John Fricks , Peter R. Kramer , Scott A. McKinley

We perform an extensive numerical study of the disordered Poland-Scheraga (PS) model for DNA denaturation in which self-avoidance is completely taken into account. In complement to our previous work, we focus here on the finite size scaling…

Soft Condensed Matter · Physics 2016-05-05 Barbara Coluzzi , Edouard Yeramian