Related papers: Interval Algorithm for Random Number Generation: I…
In this paper, we study the remote estimation problem of a Markov process over a channel with a cost. We formulate this problem as an infinite horizon optimization problem with two players, i.e., a sensor and a monitor, that have distinct…
System identification is an important area of science, which aims to describe the characteristics of the system, representing them by mathematical models. Since many of these models can be seen as recursive functions, it is extremely…
This paper investigates the random horizon optimal stopping problem for measure-valued piecewise deterministic Markov processes (PDMPs). This is motivated by population dynamics applications, when one wants to monitor some characteristics…
Efficient methods for generating pseudo-randomly distributed unitary operators are needed for the practical application of Haar distributed random operators in quantum communication and noise estimation protocols. We develop a theoretical…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…
Unbiased sources of true randomness are critical for the successful deployment of stochastic unconventional computing schemes and encryption applications in hardware. Leveraging nanoscale thermal magnetization fluctuations provides an…
We propose a generic approach for numerically efficient simulation from analytically intractable distributions with constrained support. Our approach relies upon Generalized Randomized Hamiltonian Monte Carlo (GRHMC) processes and combines…
In this paper will be presented new approach to entropy coding: family of generalizations of standard numeral systems which are optimal for encoding sequence of equiprobable symbols, into asymmetric numeral systems - optimal for freely…
Two completely new algorithms for generating permutations, shift-cursor algorithm and level algorithm, and their efficient implementations are presented in this paper. One implementation of the shift cursor algorithm gives an optimal…
A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…
Generating random variates from high-dimensional distributions is often done approximately using Markov chain Monte Carlo. In certain cases, perfect simulation algorithms exist that allow one to draw exactly from the stationary…
Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…
Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…
This paper considers the consensus problem for a network of nodes with random interactions and sampled-data control actions. We first show that consensus in expectation, in mean square, and almost surely are equivalent for a general random…
Recent works propose using the discriminator of a GAN to filter out unrealistic samples of the generator. We generalize these ideas by introducing the implicit Metropolis-Hastings algorithm. For any implicit probabilistic model and a target…
Conventional random number generators provide the speed but not necessarily the high quality output streams needed for large-scale stochastic simulations. Cryptographically-based generators, on the other hand, provide superior quality…
We are concerned with three types of uncertainties: probabilistic, possibilitistic and interval. By using possibility and necessity measures as an Interval Valued Probability Measure (IVPM), we present IVPM's interval expected values whose…
We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We…
A general method to produce uniformly distributed pseudorandom numbers with extended precision by combining two pseudorandom numbers with lower precision is proposed. In particular, this method can be used for pseudorandom number generation…
In the Proper Interval Completion problem we are given a graph G and an integer k, and the task is to turn G using at most k edge additions into a proper interval graph, i.e., a graph admitting an intersection model of equal-length…