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Sampling without replacement is a natural online rounding strategy for converting fractional bipartite matching into an integral one. In Online Bipartite Matching, we can use the Balance algorithm to fractionally match each online vertex,…
Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…
We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling…
In this paper, synchronization of fractional order Coullet system with precise and also unknown parameters are studied. The proposed method which is based on the adaptive backstepping, has been developed to synchronize two chaotic systems…
This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…
This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…
In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…
This paper presents a control variate-based Markov chain Monte Carlo algorithm for efficient sampling from the probability simplex, with a focus on applications in large-scale Bayesian models such as latent Dirichlet allocation. Standard…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…
Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…
Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…
In this work, we propose an abstraction and refinement methodology for the controller synthesis of discrete-time stochastic systems to enforce complex logical properties expressed by deterministic finite automata (a.k.a. DFA). Our proposed…
In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…
In this paper, the problem of assigning channel slots to a number of contending stations is modeled as a Constraint Satisfaction Problem (CSP). A learning MAC protocol that uses deterministic backoffs after successful transmissions is used…
Most of the existing works on provable guarantees for low-rank matrix completion algorithms rely on some unrealistic assumptions such that matrix entries are sampled randomly or the sampling pattern has a specific structure. In this work,…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…
We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions. The central question that we…
We study the detection problem for a finite set of Markov decision processes (MDPs) where the MDPs have the same state and action spaces but possibly different probabilistic transition functions. Any one of these MDPs could be the model for…