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Probabilities of causation play a crucial role in modern decision-making. Pearl defined three binary probabilities of causation, the probability of necessity and sufficiency (PNS), the probability of sufficiency (PS), and the probability of…
Estimation of the mixing distribution under a general mixture model is a very difficult problem, especially when the mixing distribution is assumed to have a density. Predictive recursion (PR) is a fast, recursive algorithm for…
We study the stationary measures for variants of the Porous Medium Model in dimension 1. These are exclusion processes that belong to the class of kinetically constrained models, in which an exchange can occur between $x$ and $x+1$ only if…
Determinantal point processes (DPPs) are probability models over subsets of a ground set that favor diverse selections while suppressing redundancy. That is, they tend to assign higher likelihood to collections whose elements complement one…
It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…
Consider a sequence $P_n$ of positive recurrent transition matrices or kernels that approximate a limiting infinite state matrix or kernel $P_{\infty}$. Such approximations arise naturally when one truncates an infinite state Markov chain…
Generalized Polya urn models can describe the dynamics of finite populations of interacting genotypes. Three basic questions these models can address are: Under what conditions does a population exhibit growth? On the event of growth, at…
In this paper, we explore lifting Markov Decision Processes (MDPs) to the space of probability measures and consider the so-called measurized MDPs: deterministic processes where states are probability measures on the original state space,…
The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…
We introduce and illustrate a number of performance measures for rare-event sampling methods. These measures are designed to be of use in a variety of expanded ensemble techniques including parallel tempering as well as infinite and partial…
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…
We study a class of stochastic models of mass transport on discrete vertex set $V$. For these models, a one-parameter family of homogeneous product measures $\otimes_{i\in V} \nu_\theta$ is reversible. We prove that the set of mixtures of…
We extend de Finetti's [Ann. Inst. H. Poincar\'{e} 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than…
Predicting the stationary behavior of observables in isolated many-body quantum systems is a central challenge in quantum statistical mechanics. While one can often use the Gibbs ensemble, which is simple to compute, there are many…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
This paper develops a statistical framework for goodness-of-fit testing of volatility functions in McKean-Vlasov stochastic differential equations, which describe large systems of interacting particles with distribution-dependent dynamics.…
In the analysis of machine learning models, it is often convenient to assume that the parameters are IID. This assumption is not satisfied when the parameters are updated through training processes such as SGD. A relaxation of the IID…
We consider inference for a collection of partially observed, stochastic, interacting, nonlinear dynamic processes. Each process is identified with a label called its unit, and our primary motivation arises in biological metapopulation…
Decomposable models and Bayesian networks can be defined as sequences of oligo-dimensional probability measures connected with operators of composition. The preliminary results suggest that the probabilistic models allowing for effective…