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We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…
We review and classify stochastic processes without detailed balance condition. We obtain stationary distributions and investigate their stability in terms of generalized entropic divergences beyond the Kullback-Leibler formula. A simple…
Many real-world problems require making sequences of decisions where the outcomes of each decision are probabilistic and uncertain, and the availability of different actions is constrained by the outcomes of previous actions. There is a…
We examine a discrete random recursive tree growth process that, at each time step, either adds or deletes a node from the tree with probability $p$ and $1-p$, respectively. Node addition follows the usual uniform attachment model. For node…
The first hitting times of a stochastic process, i.e., the first time a process reaches a particular level, are of significant interest across various scientific disciplines, including biology, chemistry, and economics. We modify the…
We consider the dynamics of a 1D system evolving according to a deterministic drift and randomly forced by two types of jumps processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously…
In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…
Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along.…
During the last few years, significant attention has been paid to the stochastic training of artificial neural networks, which is known as an effective regularization approach that helps improve the generalization capability of trained…
In recent years, model collapse has become a critical issue in language model training, making it essential to understand the underlying mechanisms driving this phenomenon. In this paper, we investigate recursive parametric model training…
Choosing the optimization algorithm that performs best on a given machine learning problem is often delicate, and there is no guarantee that current state-of-the-art algorithms will perform well across all tasks. Consequently, the more…
We consider a neural network with adapting synapses whose dynamics can be analitically computed. The model is made of $N$ neurons and each of them is connected to $K$ input neurons chosen at random in the network. The synapses are…
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…
Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…
Will the strategy of resetting} help a stochastic process to reach its target efficiently, with its environment continually toggling between a strongly favourable and an unfavourable (or weakly favourable) state? A diffusive run-and-tumble…
In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…
A data set sampled from a certain population is biased if the subgroups of the population are sampled at proportions that are significantly different from their underlying proportions. Training machine learning models on biased data sets…
Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open…
What determines the average length of a queue which stretches in front of a service station? The answer to this question clearly depends on the average rate at which jobs arrive at the queue and on the average rate of service. Somewhat less…
Renewal processes are zero-dimensional processes defined by independent intervals of time between zero crossings of a random walker. We subject renewal processes them to stochastic resetting by setting the position of the random walker to…