Related papers: Bernstein duality revisited: frequency-dependent s…
We revisit Merton's continuous-time portfolio selection through a data-driven, distributionally robust lens. Our aim is to tap the benefits of frequent trading over short horizons while acknowledging that drift is hard to pin down, whereas…
We introduce a multiple criteria Bayesian preference learning framework incorporating behavioral cues for decision aiding. The framework integrates pairwise comparisons, response time, and attention duration to deepen insights into…
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…
Recent work on a family of boson-fermion mappings has emphasized the interplay of symmetry and duality: Phases related by a particle-vortex duality of bosons (fermions) are related by time-reversal symmetry in their fermionic (bosonic)…
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian.…
Multi-Agent Reinforcement Learning involves agents that learn together in a shared environment, leading to emergent dynamics sensitive to initial conditions and parameter variations. A Dynamical Systems approach, which studies the evolution…
Experiments violating Bell's inequality appear to indicate deterministic models do not correspond to a realistic theory of quantum mechanics. The theory of pilot waves seemingly overcomes this hurdle via nonlocality and statistical…
We investigate a continuous time, probability measure-valued dynamical system that describes the process of mutation-selection balance in a context where the population is infinite, there may be infinitely many loci, and there are weak…
Dynamics with choice is a generalization of discrete-time dynamics where instead of the same evolution operator at every time step there is a choice of operators to transform the current state of the system. This notion is new and…
In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…
Previous likelihood-based linear modeling of nutritional data has been limited by the availability of software that allows flexible error structures in the data. We demonstrate the use of a Bayesian modeling approach to the analysis of such…
We propose an adaptive moment-matching framework for model order reduction of quadratic-bilinear descriptor systems. In this framework, an important issue is the selection of those shift frequencies where moment-matching is to be achieved.…
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…
This paper is concerned with exploring the microscopic basis for the discrete versions of the standard replicator equation and the adjusted replicator equation. To this end, we introduce frequency-dependent selection -- as a result of…
We consider the mutation--selection differential equation with pairwise interaction (or, equivalently, the diploid mutation--selection equation) and establish the corresponding ancestral process, which is a random tree and a variant of the…
Many biological populations exhibit diversity in their strategy for survival and reproduction in a given environment, and microbes are an example. We explore the fate of different strategies under sustained environmental change by…
The entropy rates of the Wright-Fisher process, the Moran process, and generalizations are computed and used to compare these processes and their dependence on standard evolutionary parameters. Entropy rates are measures of the variation…
The Fleming-Viot (FV) process is a measure-valued diffusion that models the evolution of type frequencies in a countable population which evolves under resampling (genetic drift), mutation, and selection. In the classic FV model the fitness…
Mendelian randomization (MR) has been a popular method in genetic epidemiology to estimate the effect of an exposure on an outcome using genetic variants as instrumental variables (IV), with two-sample summary-data MR being the most…
We present a novel computational framework for density control in high-dimensional state spaces. The considered dynamical system consists of a large number of indistinguishable agents whose behaviors can be collectively modeled as a…