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Related papers: Diversity of Sharp Restart

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For each of (i) arbitrary stochastic reset, (ii) deterministic reset with arbitrary period, (iii) reset at arbitrary constant rate, and then in the sense of either (a) first-order stochastic dominance or (b) expectation (i.e. for each of…

Probability · Mathematics 2020-05-12 Matija Vidmar

Randomized experiments are a crucial tool for causal inference in many different fields. Rerandomization addresses any covariate imbalance in such experiments by resampling treatment assignments until certain balance criteria are satisfied.…

Methodology · Statistics 2025-05-27 Jiuyao Lu , Daogao Liu , Zhanran Lin , Xiaomeng Wang

We recently presented a methodology for quantitatively reducing the risk and cost of executing electronic transactions in a bursty network environment such as the Internet. In the language of portfolio theory, time to complete a transaction…

chao-dyn · Physics 2007-05-23 Sebastian M. Maurer , Bernardo A. Huberman

The existence of the {\em typical set} is key for data compression strategies and for the emergence of robust statistical observables in macroscopic physical systems. Standard approaches derive its existence from a restricted set of…

Statistical Mechanics · Physics 2022-02-10 Rudolf Hanel , Bernat Corominas-Murtra

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

Statistical Mechanics · Physics 2022-08-31 Przemyslaw Chelminiak

In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…

Statistics Theory · Mathematics 2020-03-25 Antonio Di Crescenzo , Luca Paolillo

Since human randomness production has been studied and widely used to assess executive functions (especially inhibition), many measures have been suggested to assess the degree to which a sequence is random-like. However, each of them…

Computational Complexity · Computer Science 2013-12-10 Nicolas Gauvrit , Hector Zenil , Jean-Paul Delahaye , Fernando Soler-Toscano

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

Statistical Mechanics · Physics 2020-12-08 Carlos A. Plata , Deepak Gupta , Sandro Azaele

Resetting a stochastic process has been shown to expedite the completion time of some complex tasks, such as finding a target for the first time. Here we consider the cost of resetting by associating to each reset a cost, which is a…

Statistical Mechanics · Physics 2024-02-13 John C. Sunil , Richard A. Blythe , Martin R. Evans , Satya N. Majumdar

The vast majority of the literature on stochastic semidefinite programs (stochastic SDPs) with recourse is concerned with risk-neutral models. In this paper, we introduce mean-risk models for stochastic SDPs and study structural properties…

Optimization and Control · Mathematics 2018-12-27 Matthias Claus , Rüdiger Schultz , Kai Spürkel , Tobias Wollenberg

Stochastic systems that undergo random restarts to their initial state have been widely investigated in recent years, both theoretically and in experiments. Oftentimes, however, resetting to a fixed state is impossible due to thermal noise…

Statistical Mechanics · Physics 2023-05-17 Francesco Mori , Kristian Stølevik Olsen , Supriya Krishnamurthy

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

Mathematical Physics · Physics 2013-01-21 Miquel Montero , Javier Villarroel

This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…

Statistics Theory · Mathematics 2024-10-01 Ramkrishna Jyoti Samanta

The paper presents the investigation and implementation of the relationship between diversity and the performance of multiple classifiers on classification accuracy. The study is critical as to build classifiers that are strong and can…

Artificial Intelligence · Computer Science 2008-10-22 R. Musehane , F. Netshiongolwe , F. V. Nelwamondo , L. Masisi , T. Marwala

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

Surgical risk increases significantly when patients present with comorbid conditions. This has resulted in the creation of numerous risk stratification tools with the objective of formulating associated surgical risk to assist both surgeons…

Machine Learning · Computer Science 2020-12-18 Yuxuan , Yang , Hadi Akbarzadeh Khorshidi , Uwe Aickelin , Aditi Nevgi , Elif Ekinci

Statistical measures for group fairness in machine learning reflect the gap in performance of algorithms across different groups. These measures, however, exhibit a high variance between different training instances, which makes them…

Machine Learning · Computer Science 2023-07-11 Prakhar Ganesh , Hongyan Chang , Martin Strobel , Reza Shokri

Renewal processes are zero-dimensional processes defined by independent intervals of time between zero crossings of a random walker. We subject renewal processes them to stochastic resetting by setting the position of the random walker to…

Statistical Mechanics · Physics 2023-03-02 Pascal Grange

Recurrent mutations are a common phenomenon in population genetics. They may be at the origin of the fixation of a new genotype, if they give a phenotypic advantage to the carriers of the new mutation. In this paper, we are interested in…

Probability · Mathematics 2016-11-28 Charline Smadi