Related papers: Approximating First Hitting Point Distribution in …
This paper considers the problem of detecting and tracking multiple maneuvering targets, which suffers from the intractable inference of high-dimensional latent variables that include target kinematic state, target visibility state, motion…
The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…
The performance of optimization-based robot motion planning algorithms is highly dependent on the initial solutions, commonly obtained by running a sampling-based planner to obtain a collision-free path. However, these methods can be slow…
The fitness level method is a widely used technique for estimating the mean hitting time of elitist evolutionary algorithms on level-based fitness functions. However, this paper identifies its main limitation: the linear lower bound derived…
We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…
Heavy-tailed distributions, prevalent in a lot of real-world applications such as finance, telecommunications, queuing theory, and natural language processing, are challenging to model accurately owing to their slow tail decay. Bernstein…
We study the first-passage time, the distribution of the maximum, and the absorption probability of fractional Brownian motion of Hurst parameter $H$ with both a linear and a non-linear drift. The latter appears naturally when applying…
We develop a general framework for estimating the $L_\infty(\mathbb{T}^d)$ error for the approximation of multivariate periodic functions belonging to specific reproducing kernel Hilbert spaces (RHKS) using approximants that are…
Data analytics helps basketball teams to create tactics. However, manual data collection and analytics are costly and ineffective. Therefore, we applied a deep bidirectional long short-term memory (BLSTM) and mixture density network (MDN)…
We introduce a simple general method for finding the equilibrium distribution for a class of widely used inexact Markov Chain Monte Carlo algorithms. The explicit error due to the non-commutivity of the updating operators when numerically…
Finite mixture models have long been used across a variety of fields in engineering and sciences. Recently there has been a great deal of interest in quantifying the convergence behavior of the \emph{mixing measure}, a fundamental object…
We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…
We consider importance sampling for estimating the probability that a light-tailed $d$-dimensional random walk exits through one of many disjoint rare-event regions before reaching an anticipated target. This problem arises in sequential…
We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…
Latent position models (LPMs) are a large and popular class of models for random graphs. However, fitting Bayesian LPMs is computationally challenging - computing the likelihood even once takes time that is quadratic in the number of…
Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the…
We investigate the full functional form of the first passage time density (FPTD) of a tracer particle in a single-file diffusion (SFD) system whose population is: (i) homogeneous, i.e., all particles having the same diffusion constant and…
With Wendelstein 7-X now up and running, and the construction of ITER proceeding, predicting fast-ion losses to sensitive plasma-facing components and detectors is gaining significant interest. A common recipe to perform such studies is to…
The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…
We consider the mean first passage time (MFPT) for a diffusive particle in a potential landscape with the extra condition that the particle is reset to its original position with some rate r. We study non-smooth and non-convex potentials…