Related papers: Dense periodic optimization for countable Markov s…
The first motivation of our paper is to explore further the idea that, in risk control problems, it may be profitable to base decisions both on the position of the underlying process Xt and on its supremum Xt := sup 0$\le$s$\le$t Xs.…
We prove that for certain actions of a discrete countable residually finite amenable group acting on a compact metric space with specification property, periodic measures are dense in the set of invariant measures.
We study upper and lower bounds on the sample-complexity of learning near-optimal behaviour in finite-state discounted Markov Decision Processes (MDPs). For the upper bound we make the assumption that each action leads to at most two…
We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the…
In this article, we study the pressure at infinity of potentials defined over countable Markov shifts. We establish an upper semi-continuity result concerning the limiting behaviour of the pressure of invariant probability measures, where…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
This paper investigates a function of macroscopic variables known as the singular potential, building on previous work by Ball and Majumdar. The singular potential is a function of the admissible statistical averages of probability…
In this paper, selection of an active sensor subset for tracking a discrete time, finite state Markov chain having an unknown transition probability matrix (TPM) is considered. A total of N sensors are available for making observations of…
Ab initio pseudopotentials are a linchpin of modern molecular and condensed matter electronic structure calculations. In this work, we employ multi-objective optimization to maximize pseudopotential softness while maintaining high accuracy…
This paper studies the remote estimation of multiple Markov sources over a lossy and rate-constrained channel. Unlike most existing studies that treat all source states equally, we exploit the \emph{semantics of information} and consider…
This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…
Revision of the paper previously entitled "Learning a Machine for the Decision in a Partially Observable Markov Universe" In this paper, we are interested in optimal decisions in a partially observable universe. Our approach is to directly…
We consider in this paper the set of transfer times between two measurable subsets of positive measures in an ergodic probability measure-preserving system of a countable abelian group. If the lower asymptotic density of the transfer times…
In ergodic optimization theory, the existence of sub-actions is an important tool in the study of the so-called optimizing measures. For transformations with regularly varying property, we highlight a class of moduli of continuity which is…
We propose to constrain segmentation functionals with a dimensionless, unbiased and position-independent shape compactness prior, which we solve efficiently with an alternating direction method of multipliers (ADMM). Involving a squared sum…
We consider the structure of aperiodic points in $\mathbb Z^2$-subshifts, and in particular the positions at which they fail to be periodic. We prove that if a $\mathbb Z^2$-subshift contains points whose smallest period is arbitrarily…
We consider Markov-switching regression models, i.e. models for time series regression analyses where the functional relationship between covariates and response is subject to regime switching controlled by an unobservable Markov chain.…
We prove that the entropy map for countable Markov shifts of finite entropy is upper semi-continuous at ergodic measures. Note that the phase space is non-compact. Applications to systems that can be coded by these shifts, such as positive…
This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The construction of such strategies is explicit and only…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…