Related papers: Multi-Hop Network with Multiple Decision Centers u…

Under Markovian assumptions, we leverage a Central Limit Theorem (CLT) for the empirical measure in the test statistic of the composite hypothesis Hoeffding test so as to establish weak convergence results for the test statistic, and,…

We consider a model of interacting neurons where the membrane potentials of the neurons are described by a multidimensional piecewise deterministic Markov process (PDMP) with values in ${\mathbb R}^N, $ where $ N$ is the number of neurons…

For nonparametric inference about a function, multiscale testing procedures resolve the need for bandwidth selection and achieve asymptotically optimal detection performance against a broad range of alternatives. However, critical values…

We propose decentralized k-hop Prescribed Performance State and Input Observers for heterogeneous multi-agent systems subject to bounded external disturbances. In the proposed input/state observer, each agent estimates the state and input…

We consider large-scale studies in which thousands of significance tests are performed simultaneously. In some of these studies, the multiple testing procedure can be severely biased by latent confounding factors such as batch effects and…

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…

Imbalanced datasets are commonly observed in various real-world applications, presenting significant challenges in training classifiers. When working with large datasets, the imbalanced issue can be further exacerbated, making it…

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

We study reinforcement learning for continuous-time Markov decision processes (MDPs) in the finite-horizon episodic setting. In contrast to discrete-time MDPs, the inter-transition times of a continuous-time MDP are exponentially…

This paper introduces a novel multi-stage decision-making model that integrates hypothesis testing and dynamic programming algorithms to address complex decision-making scenarios.Initially,we develop a sampling inspection scheme that…

This paper presents a chance constrained information gap decision model for multi-period microgrid expansion planning (MMEP) considering two categories of uncertainties, namely random and non-random uncertainties. The main task of MMEP is…

Planning for distributed agents with partial state information is considered from a decision- theoretic perspective. We describe generalizations of both the MDP and POMDP models that allow for decentralized control. For even a small number…

This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…

We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

In the problem of asymptotic binary i.i.d. state discrimination, the optimal asymptotics of the type I and the type II error probabilities is in general an exponential decrease to zero as a function of the number of samples; the set of…

In the problem of composite hypothesis testing, identifying the potential uniformly most powerful (UMP) unbiased test is of great interest. Beyond typical hypothesis settings with exponential family, it is usually challenging to prove the…

A number of problems in a variety of fields are characterised by target distributions with a multimodal structure in which the presence of several isolated local maxima dramatically reduces the efficiency of Markov Chain Monte Carlo…

Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…

We use information theoretic achievable rate formulas for the multi-relay channel to study the problem of optimal placement of relay nodes along the straight line joining a source node and a sink node. The achievable rate formulas that we…

In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…