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Related papers: Ranking-based rich-get-richer processes

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This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of events: (i) units of wealth externally arrive, and (ii) units…

Probability · Mathematics 2022-07-12 K. M. D. Chan , M. R. H. Mandjes

Ranking systems are the key components of modern Information Retrieval (IR) applications, such as search engines and recommender systems. Besides the ranking relevance to users, the exposure fairness to item providers has also been…

Information Retrieval · Computer Science 2023-08-22 Tao Yang , Zhichao Xu , Zhenduo Wang , Qingyao Ai

We consider a risk-sensitive optimization of consumption-utility on infinite time horizon where the one-period investment gain depends on an underlying economic state whose evolution over time is assumed to be described by a discrete-time,…

Optimization and Control · Mathematics 2021-11-19 Anindya Goswami , Nimit Rana , Tak Kuen Siu

Fairness in ranking models is crucial, as disparities in exposure can disproportionately affect protected groups. Most fairness-aware ranking systems focus on ensuring comparable average exposure for groups across the entire ranked list,…

Machine Learning · Computer Science 2025-09-23 Boyang Zhang , Quanqi Hu , Mingxuan Sun , Qihang Lin , Tianbao Yang

We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium.…

Probability · Mathematics 2015-06-26 Pierre MATHIEU , Pierre PICCO

Probabilistic model checking traditionally verifies properties on the expected value of a measure of interest. This restriction may fail to capture the quality of service of a significant proportion of a system's runs, especially when the…

Artificial Intelligence · Computer Science 2025-02-10 Xiaotong Ji , Hanchun Wang , Antonio Filieri , Ilenia Epifani

Recent advances in recommender systems have shown that user-system interaction essentially formulates long-term optimization problems, and online reinforcement learning can be adopted to improve recommendation performance. The general…

Information Retrieval · Computer Science 2025-02-04 Xiaobei Wang , Shuchang Liu , Qingpeng Cai , Xiang Li , Lantao Hu , Han li , Guangming Xie

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

Ranking entities such as algorithms, devices, methods, or models based on their performances, while accounting for application-specific preferences, is a challenge. To address this challenge, we establish the foundations of a universal…

Machine Learning · Computer Science 2026-03-25 Sébastien Piérard , Anaïs Halin , Anthony Cioppa , Adrien Deliège , Marc Van Droogenbroeck

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…

Probability · Mathematics 2016-06-30 William Oçafrain , Denis Villemonais

A state-dependent 1-limited polling model with N queues is analyzed. The routing strategy generalizes the classical Markovian polling model, in the sense that two routing matrices are involved, the choice being made according to the state…

Probability · Mathematics 2012-07-16 Guy Fayolle , Jean-Marc Lasgouttes

We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…

Machine Learning · Computer Science 2024-07-03 Xuefeng Gao , Xun Yu Zhou

Markov chains arising from random iteration of functions $S_{\theta}:X\to X$, $\theta \in \Theta$, where $X$ is a Polish space and $\Theta$ is arbitrary set of indices are considerd. At $x\in X$, $\theta$ is sampled from distribution…

Probability · Mathematics 2017-02-14 R. Kapica , M. Ślęczka

The rank aggregation problem has received significant recent attention within the computer science community. Its applications today range far beyond the original aim of building metasearch engines to problems in machine learning,…

Discrete Mathematics · Computer Science 2015-10-06 Daniel Freund , David P. Williamson

This paper presents karma mechanisms, a novel approach to the repeated allocation of a scarce resource among competing agents over an infinite time. Examples include deciding which ride hailing trip requests to serve during peak demand,…

Theoretical Economics · Economics 2023-05-09 Ezzat Elokda , Saverio Bolognani , Andrea Censi , Florian Dörfler , Emilio Frazzoli

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

We consider a random model for directed graphs whereby an arc is placed from one vertex to another with a prescribed probability which may vary from arc to arc. Using perturbation bounds as well as Chernoff inequalities, we show that the…

Probability · Mathematics 2013-09-20 Franklin H. J. Kenter

We formulate a probabilistic Markov property in discrete time under a dynamic risk framework with minimal assumptions. This is useful for recursive solutions to risk-sensitive versions of dynamic optimisation problems such as optimal…

Optimization and Control · Mathematics 2022-09-05 Tomasz Kosmala , Randall Martyr , John Moriarty

A novel lower bound is introduced for the full rank probability of random finite field matrices, where a number of elements with known location are identically zero, and remaining elements are chosen independently of each other, uniformly…

Information Theory · Computer Science 2016-08-17 Daniel Salmond , Alex Grant , Ian Grivell , Terence Chan
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