Related papers: Stochastic differential theory of cricket
When testing a statistical hypothesis, is it legitimate to deliberate on the basis of initial data about whether and how to collect further data? Game-theoretic probability's fundamental principle for testing by betting says yes, provided…
In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…
Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…
Indian Premier League (IPL) is a tournament of twenty over cricket matches. Teams of this tournament are selected via an auction from a pool of players. Each team employs a think-tank to build the best possible team. Few studies have been…
A dynamic sieve method is designed according to the basic sieve method. It mainly refers to the symbolic dynamics theory. By this method, we could connect the prime system with familiar 'Logistic Mapping'. An interesting discovery is that…
Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…
In volleyball games, we define a rally as the succession of events observed since the ball is served until one of the two teams on the court scores the point. In this process, athletes evolve in response to physical and information…
We introduce a quantitative framework for separating skill and chance in games by modeling them as complementary sources of control over stochastic decision trees. We define the Skill-Luck Index S(G) in [-1, 1] by decomposing game outcomes…
We propose a novel problem formulation of continuous-time information propagation on heterogenous networks based on jump stochastic differential equations (SDE). The structure of the network and activation rates between nodes are naturally…
In this paper, we investigate numerically the stochastic ABC model, a toy model in the theory of astrophysical kinematic dynamos, within the recently proposed supersymmetric theory of stochastics (STS). STS characterises stochastic…
In this paper we discuss new types of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present…
The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…
Game logic is a dynamic modal logic which models strategic two person games; it contains propositional dynamic logic (PDL) as a fragment. We propose an interpretation of game logic based on stochastic effectivity functions. A definition of…
Stochastic discriminative EM (sdEM) is an online-EM-type algorithm for discriminative training of probabilistic generative models belonging to the exponential family. In this work, we introduce and justify this algorithm as a stochastic…
Stochastic computing has a long history as an alternative method of performing arithmetic on a computer. While it can be considered an unbiased estimator of real numbers, it has a variance and MSE on the order of $\Omega(\frac{1}{N})$. On…
Outcomes in stem cell transplantation (SCT) are modeled using probability theory. However the clinical course following SCT appears to demonstrate many characteristics of dynamical systems, especially when outcomes are considered in the…
Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal processing, and information theory, and has a wide range of…
This paper is devoted to a stochastic differential game of functional forward-backward stochastic differential equation (FBSDE, for short). The associated upper and lower value functions of the stochastic differential game are defined by…
Commuters looking for the shortest path to their destinations, the security of networked computers, hedge funds trading on the same stocks, governments and populations acting to mitigate an epidemic, or employers and employees agreeing on a…
According to recent empirical studies, the group draw of major sports tournaments can imply a high level of uncertainty, and some lucky teams enjoy an unfair advantage over the other teams. We propose a novel technique to quantify this draw…