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The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Manfred Morari

When data are right-censored, i.e. some outcomes are missing due to a limited period of observation, survival analysis can compute the "time to event". Multiple classes of outcomes lead to a classification variant: predicting the most…

Artificial Intelligence · Computer Science 2024-06-21 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

Machine Learning · Statistics 2024-10-23 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

Finding the most powerful node in a dynamic random network, the largest set in a partition-valued stochastic process, or the largest family in an evolving population at a given time, can be a very difficult problem. This is particularly the…

Probability · Mathematics 2020-09-09 Cécile Mailler , Peter Mörters , Anna Senkevich

A new method called SurvLIME for explaining machine learning survival models is proposed. It can be viewed as an extension or modification of the well-known method LIME. The main idea behind the proposed method is to apply the Cox…

Machine Learning · Computer Science 2020-03-19 Maxim S. Kovalev , Lev V. Utkin , Ernest M. Kasimov

We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…

Probability · Mathematics 2018-07-17 Milton Jara , Otávio Menezes

This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…

Optimization and Control · Mathematics 2019-06-10 Xiaohan Wei , Michael J. Neely

As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…

Probability · Mathematics 2010-10-26 Michael Aizenman , Francois Germinet , Abel Klein , Simone Warzel

The dynamics of a population exhibiting exponential growth can be modelled as a birth-death process, which naturally captures the stochastic variation in population size over time. In this article, we consider a supercritical birth-death…

Populations and Evolution · Quantitative Biology 2020-05-07 Anastasia Ignatieva , Jotun Hein , Paul A. Jenkins

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

Predicting the winner of an election is a favorite problem both for news media pundits and computational social choice theorists. Since it is often infeasible to elicit the preferences of all the voters in a typical prediction scenario, a…

Data Structures and Algorithms · Computer Science 2016-04-21 Arnab Bhattacharyya , Palash Dey

Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area most algorithms are randomized, and…

Data Structures and Algorithms · Computer Science 2015-08-11 Niv Buchbinder , Moran Feldman

In bilevel optimization problems, a leader and a follower make their decisions in a hierarchy, and both decisions may influence each other. Usually one assumes that both players have full knowledge also of the other player's data. In a more…

Optimization and Control · Mathematics 2026-02-19 Dorothee Henke

Traditionally evolution is seen as a process where from a pool of possible variations of a population (e.g. biological species or industrial goods) a few variations get selected which survive and proliferate, whereas the others vanish.…

Populations and Evolution · Quantitative Biology 2008-09-25 Rudolf Hanel , Stefan Thurner

Variable elimination is a general technique for constraint processing. It is often discarded because of its high space complexity. However, it can be extremely useful when combined with other techniques. In this paper we study the…

Artificial Intelligence · Computer Science 2011-09-13 J. Larrosa , E. Morancho , D. Niso

Modeled along the truncated approach in Panigrahi (2016), selection-adjusted inference in a Bayesian regime is based on a selective posterior. Such a posterior is determined together by a generative model imposed on data and the selection…

Methodology · Statistics 2017-09-12 Snigdha Panigrahi , Jonathan Taylor

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

Machine Learning · Computer Science 2025-10-27 Maitreyi Swaroop , Tamar Krishnamurti , Bryan Wilder

We consider a biological population in which a beneficial mutation is undergoing a selective sweep when a second beneficial mutation arises at a linked locus and we investigate the probability that both mutations will eventually fix in the…

Probability · Mathematics 2008-12-02 Feng Yu , Alison Etheridge , Charles Cuthbertson

We reconsider the deterministic haploid mutation-selection equation with two types. This is an ordinary differential equation that describes the type distribution (forward in time) in a population of infinite size. This paper establishes…

Probability · Mathematics 2020-09-25 Ellen Baake , Fernando Cordero , Sebastian Hummel

This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…

Machine Learning · Computer Science 2019-05-13 David Hubbard , Benoit Rostykus , Yves Raimond , Tony Jebara