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We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…

Optimization and Control · Mathematics 2024-10-02 Kabir Aladin Chandrasekher , Mengqi Lou , Ashwin Pananjady

We study random walks with stochastic resetting to the initial position on arbitrary networks. We obtain the stationary probability distribution as well as the mean and global first passage times, which allow us to characterize the effect…

Statistical Mechanics · Physics 2020-07-03 Alejandro P. Riascos , Denis Boyer , Paul Herringer , José L. Mateos

Motivated by their broad applications in reinforcement learning, we study the linear two-time-scale stochastic approximation, an iterative method using two different step sizes for finding the solutions of a system of two equations. Our…

Machine Learning · Computer Science 2020-01-13 Thinh T. Doan

The notion of (auto) catalytic networks has become a cornerstone in understanding the possibility of a sudden dramatic increase of diversity in biological evolution as well as in the evolution of social and economical systems. Here we study…

Other Condensed Matter · Physics 2016-10-05 Rudolf Hanel , Stuart A. Kauffman , Stefan Thurner

We introduce a new protocol for a lossy data compression algorithm which is based on constraint satisfaction gates. We show that the theoretical capacity of algorithms built from standard parity-check gates converges exponentially fast to…

Disordered Systems and Neural Networks · Physics 2009-11-11 S. Ciliberti , M. Mezard , R. Zecchina

Classical first passage under resetting is a paradigm in the search process. Despite its multitude of applications across interdisciplinary sciences, experimental realizations of such resetting processes posit practical challenges in…

Statistical Mechanics · Physics 2024-10-11 Arup Biswas , Anupam Kundu , Arnab Pal

Survival time is the primary endpoint of many randomized controlled trials, and a treatment effect is typically quantified by the hazard ratio under the assumption of proportional hazards. Awareness is increasing that in many settings this…

Methodology · Statistics 2023-10-04 Robin Ristl , Heiko Götte , Armin Schüler , Martin Posch , Franz König

Balancing covariates is critical for credible and efficient randomized experiments. Rerandomization addresses this by repeatedly generating treatment assignments until covariate balance meets a prespecified threshold. By shrinking this…

Methodology · Statistics 2026-02-10 Jiuyao Lu , Tianruo Zhang , Ke Zhu

Recidivism prediction instruments (RPI's) provide decision makers with an assessment of the likelihood that a criminal defendant will reoffend at a future point in time. While such instruments are gaining increasing popularity across the…

Applications · Statistics 2017-03-02 Alexandra Chouldechova

We study the continuity property of the generalized entropy as a function of the underlying probability distribution, defined with an action space and a loss function, and use this property to answer the basic questions in statistical…

Machine Learning · Computer Science 2022-01-04 Aolin Xu

The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…

Machine Learning · Statistics 2022-05-17 Yuxin Dong , Tieliang Gong , Shujian Yu , Chen Li

Applied researchers are increasingly interested in whether and how treatment effects vary in randomized evaluations, especially variation not explained by observed covariates. We propose a model-free approach for testing for the presence of…

Methodology · Statistics 2014-12-17 Peng Ding , Avi Feller , Luke Miratrix

Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…

Statistical Mechanics · Physics 2025-10-08 Pedro Julián-Salgado , Leonardo Dagdug , Denis Boyer

We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the…

Statistical Mechanics · Physics 2019-04-02 Martin R. Evans , Satya N. Majumdar

Sequential importance sampling algorithms have been defined to estimate likelihoods in models of ancestral population processes. However, these algorithms are based on features of the models with constant population size, and become…

Statistics Theory · Mathematics 2016-03-24 Coralie Merle , Raphaël Leblois , François Rousset , Pierre Pudlo

We study the problem of extracting a prescribed number of random bits by reading the smallest possible number of symbols from non-ideal stochastic processes. The related interval algorithm proposed by Han and Hoshi has asymptotically…

Information Theory · Computer Science 2012-09-05 Hongchao Zhou , Jehoshua Bruck

In decentralized systems, it is often necessary to select an 'active' subset of participants from the total participant pool, with the goal of satisfying computational limitations or optimizing resource efficiency. This selection can…

Multiagent Systems · Computer Science 2024-11-13 J. M. Diederik Kruijssen , Renata Valieva , Kenneth Peluso , Nicholas Emmons , Steven N. Longmore

We consider a closed quantum system subject to a stochastic resetting process. The generic expression for the resulting density operator is formulated for arbitrary resetting dynamics, fully characterised by the distribution of times…

Quantum Physics · Physics 2023-02-15 Francisco J. Sevilla , Andrea Valdés-Hernández

The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and L\'evy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back…

Statistical Mechanics · Physics 2022-06-22 Alejandro P. Riascos , Denis Boyer , José L. Mateos

Adaptive interventions (AIs) are increasingly becoming popular in medical and behavioral sciences. An AI is a sequence of individualized intervention options that specify for whom and under what conditions different intervention options…

Applications · Statistics 2018-12-18 Palash Ghosh , Inbal Nahum-Shani , Bonnie Spring , Bibhas Chakraborty