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The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Alessandro Riccardi , Thom Badings , Luca Laurenti , Alessandro Abate , Bart De Schutter

Mobile technology (mobile phones and wearable devices) generates continuous data streams encompassing outcomes, exposures and covariates, presented as intensive longitudinal or multivariate time series data. The high frequency of…

Construction of just-in-time adaptive interventions, such as prompts delivered by mobile apps to promote and maintain behavioral change, requires knowledge about time-varying moderated effects to inform when and how we deliver intervention…

Methodology · Statistics 2022-12-06 Jieru Shi , Zhenke Wu , Walter Dempsey

Decentralized (PO)MDPs provide an expressive framework for sequential decision making in a multiagent system. Given their computational complexity, recent research has focused on tractable yet practical subclasses of Dec-POMDPs. We address…

Artificial Intelligence · Computer Science 2018-04-11 Duc Thien Nguyen , Akshat Kumar , Hoong Chuin Lau

In this paper, we focus on estimating the causal effect of an intervention over time on a dynamical system. To that end, we formally define causal interventions and their effects over time on discrete-time stochastic processes (DSPs). Then,…

Artificial Intelligence · Computer Science 2025-05-28 Martina Cinquini , Isacco Beretta , Salvatore Ruggieri , Isabel Valera

This paper develops a model-based framework for continuous-time policy evaluation (CTPE) in reinforcement learning, incorporating both Brownian and L\'evy noise to model stochastic dynamics influenced by rare and extreme events. Our…

Numerical Analysis · Mathematics 2026-02-11 Qihao Ye , Xiaochuan Tian , Yuhua Zhu

This paper presents a general theory that aims at explaining timescales observed empirically in technology transitions and predicting those of future transitions. This framework is used further to derive a theory for exploring the dynamics…

Dynamical Systems · Mathematics 2013-04-16 Jean-Francois Mercure

Dynamic treatment regimes or policies are a sequence of decision functions over multiple stages that are tailored to individual features. One important class of treatment policies in practice, namely multi-stage stationary treatment…

Machine Learning · Statistics 2025-01-09 Daiqi Gao , Yufeng Liu , Donglin Zeng

Querying causal effects from time-series data is important across various fields, including healthcare, economics, climate science, and epidemiology. However, this task becomes complex in the existence of time-varying latent confounders,…

Machine Learning · Computer Science 2024-11-28 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc duy Le , Xudong Guo , Shichao Zhang

Technical Debt management decisions always imply a trade-off among outcomes at different points in time. In such intertemporal choices, distant outcomes are often valued lower than close ones, a phenomenon known as temporal discounting.…

Software Engineering · Computer Science 2019-04-03 Christoph Becker , Fabian Fagerholm , Rahul Mohanani , Alexandros Chatzigeorgiou

Contextual sensing and delivery of digital interventions to improve health outcomes have gained significant traction in behavioral and psychiatric studies. Micro-randomized trials (MRTs) are a common experimental design for obtaining…

Methodology · Statistics 2025-04-01 Jieru Shi , Zhenke Wu , Walter Dempsey

We develop a framework for causal inference with continuous spatiotemporal point-process outcomes under cell-level interventions and outcome spillover. Potential outcomes are indexed by full treatment allocations, and the observed…

Methodology · Statistics 2026-04-15 Conor Kresin , Duncan A. Clark , Louis Davis , Martin Hazelton

Accurate models of clinical actions and their impacts on disease progression are critical for estimating personalized optimal dynamic treatment regimes (DTRs) in medical/health research, especially in managing chronic conditions.…

Methodology · Statistics 2021-02-19 William Hua , Hongyuan Mei , Sarah Zohar , Magali Giral , Yanxun Xu

In several practical applications, particularly healthcare, clinical data of each patient is individually recorded in a database at irregular intervals as required. This causes a sparse and irregularly sampled time series, which makes it…

Machine Learning · Computer Science 2025-04-09 Mincheol Kim , Soo-Yong Shin

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are…

Machine Learning · Statistics 2025-06-18 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis

Time plays a fundamental role in causal analyses, where the goal is to quantify the effect of a specific treatment on future outcomes. In a randomized experiment, times of treatment, and when outcomes are observed, are typically well…

Methodology · Statistics 2016-01-19 Guillaume W. Basse , Alexander Volfovsky , Edoardo M. Airoldi

Sustained treatment strategies are common in many domains, particularly in medicine, where many treatment are delivered repeatedly over time. The effects of adherence to a treatment strategy throughout follow-up are often more relevant to…

Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…

Methodology · Statistics 2025-07-16 Lorenzo Dell'Oro , Carlo Gaetan

This note introduces a PDE-like Toy-Model that embeds several aspects of Territory Working. The long term goal is to build a software tool that behaves like a Territory, and in particular that incorporates its multi-scale-in-time-and-space…

Analysis of PDEs · Mathematics 2013-10-16 Emmanuel Frenod

We propose a computer-assisted approach to studying the effective continuum behavior of spatially discrete evolution equations. The advantage of the approach is that the "coarse model" (the continuum, effective equation) need not be…

Computational Physics · Physics 2007-05-23 J. Moeller , O. Runborg , P. G. Kevrekidis , K. Lust , I. G. Kevrekidis