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Many integrable stochastic particle systems in one space dimension (such as TASEP - Totally Asymmetric Simple Exclusion Process - and its $q$-deformation, the $q$-TASEP) remain integrable if we equip each particle with its own speed…

Probability · Mathematics 2023-06-21 Leonid Petrov , Axel Saenz

Over the last decade, a series of applied mathematics papers have explored a type of inverse problem--called by a variety of names including "inverse sensitivity", "pushforward based inference", "consistent Bayesian inference", or…

Methodology · Statistics 2022-11-30 Peter W. Marcy , Rebecca E. Morrison

We study the identity testing problem for high-dimensional distributions. Given as input an explicit distribution $\mu$, an $\varepsilon>0$, and access to sampling oracle(s) for a hidden distribution $\pi$, the goal in identity testing is…

Data Structures and Algorithms · Computer Science 2024-09-02 Antonio Blanca , Zongchen Chen , Daniel Štefankovič , Eric Vigoda

We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…

Probability · Mathematics 2010-02-22 David J. Aldous

In this paper, we study optimal switching problems under ambiguity. To characterize the optimal switching under ambiguity in the finite horizon, we use multidimensional reflected backward stochastic differential equations (multidimensional…

Mathematical Finance · Quantitative Finance 2016-08-23 Yuki Shigeta

There is a growing need for methods which can capture uncertainties and answer queries over graph-structured data. Two common types of uncertainty are uncertainty over the attribute values of nodes and uncertainty over the existence of…

Databases · Computer Science 2013-05-31 Walaa Eldin Moustafa , Angelika Kimmig , Amol Deshpande , Lise Getoor

We try to justify rigorously, using a Wong-Zakai approximation argument, the susceptible-infected-susceptible (SIS) stochastic differential equation proposed in [2]. We discover that according to this approach the "right" stochastic model…

Probability · Mathematics 2021-02-17 Enrico Bernardi , Alberto Lanconelli

In this paper, a pointwise weighted identity for some stochastic partial differential operators (with complex principal parts) is established. This identity presents a unified approach in studying the controllability, observability and…

Optimization and Control · Mathematics 2015-08-21 Xiaoyu Fu , Xu Liu

We prove a new shift-invariance property of the colored TASEP. From the shift-invariance of the colored stochastic six-vertex model (proved in Borodin-Gorin-Wheeler or Galashin), one can get a shift-invariance property of the colored TASEP…

Probability · Mathematics 2023-01-18 Lingfu Zhang

We consider data-driven reachability analysis of discrete-time stochastic dynamical systems using conformal inference. We assume that we are not provided with a symbolic representation of the stochastic system, but instead have access to a…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Navid Hashemi , Xin Qin , Lars Lindemann , Jyotirmoy V. Deshmukh

The probabilistic bisection algorithm (PBA) solves a class of stochastic root-finding problems in one dimension by successively updating a prior belief on the location of the root based on noisy responses to queries at chosen points. The…

Probability · Mathematics 2016-12-14 Peter I. Frazier , Shane G. Henderson , Rolf Waeber

This paper introduces a convex optimization framework for identifying switched network systems, in which both the node dynamics and the underlying graph topology switch between a finite number of configurations. Building on our recent…

Optimization and Control · Mathematics 2025-10-29 Kaito Iwasaki , Anthony Bloch , Maani Ghaffari

Multi-hop reasoning over real-life knowledge graphs (KGs) is a highly challenging problem as traditional subgraph matching methods are not capable to deal with noise and missing information. To address this problem, it has been recently…

Artificial Intelligence · Computer Science 2022-07-05 Zhiwei Hu , Víctor Gutiérrez-Basulto , Zhiliang Xiang , Xiaoli Li , Ru Li , Jeff Z. Pan

The switch Markov chain has been extensively studied as the most natural Markov Chain Monte Carlo approach for sampling graphs with prescribed degree sequences. We use comparison arguments with other, less natural but simpler to analyze,…

Discrete Mathematics · Computer Science 2018-10-29 Georgios Amanatidis , Pieter Kleer

Query answering routinely employs knowledge graphs to assist the user in the search process. Given a knowledge graph that represents entities and relationships among them, one aims at complementing the search with intuitive but effective…

Databases · Computer Science 2018-02-13 Davide Mottin , Bastian Grasnick , Axel Kroschk , Patrick Siegler , Emmanuel Mueller

In this paper we present a variant of the well known Skorokhod Representation Theorem. In our main result, given $S$ a Polish space, to a given continous path $\alpha$ in the space of probability measures on $S$, we associate a continuous…

Probability · Mathematics 2007-05-23 Jean Cortissoz

We study the question of identity testing for structured distributions. More precisely, given samples from a {\em structured} distribution $q$ over $[n]$ and an explicit distribution $p$ over $[n]$, we wish to distinguish whether $q=p$…

Data Structures and Algorithms · Computer Science 2014-10-10 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…

Probability · Mathematics 2016-12-09 Roberto Imbuzeiro Oliveira

In theory, the probabilistic linkage method provides two distinct advantages over non-probabilistic methods, including minimal rates of linkage error and accurate measures of these rates for data users. However, implementations can fall…

Methodology · Statistics 2019-11-06 Abel Dasylva , Arthur Goussanou , David Ajavon , Hanan Abousaleh

Structured embedding transformations offer a promising approach for enhancing the efficiency and coherence of language model inference. The introduction of Structural Embedding Projection (SEP) provides a mechanism for refining token…

Computation and Language · Computer Science 2025-08-11 Vincent Enoasmo , Cedric Featherstonehaugh , Xavier Konstantinopoulos , Zacharias Huntington
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