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The gambler's ruin problem for correlated random walks (CRW), both with and without delays, is addressed using the Optional Stopping Theorem for martingales. We derive closed-form expressions for the ruin probabilities and the expected game…

Probability · Mathematics 2025-06-03 Vladimir Pozdnyakov

In this note, we give an explicit polynomial-time executable strategy for Peter Winkler's hat guessing game that gives superior results if the distribution of hats is imbalanced. While Winkler's strategy guarantees in any case that $\lfloor…

Combinatorics · Mathematics 2013-03-29 Benjamin Doerr

Snake is a classic computer game, which has been around for decades. Based on this game, we study the game of Snake on arbitrary undirected graphs. A snake forms a simple path that has to move to an apple while avoiding colliding with…

Discrete Mathematics · Computer Science 2025-06-27 Denise Graafsma , Bodo Manthey , Alexander Skopalik

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas

Discovering statistically significant patterns from databases is an important challenging problem. The main obstacle of this problem is in the difficulty of taking into account the selection bias, i.e., the bias arising from the fact that…

Machine Learning · Statistics 2016-03-10 Shinya Suzumura , Kazuya Nakagawa , Mahito Sugiyama , Koji Tsuda , Ichiro Takeuchi

A mobile agent has to find an inert target in some environment that can be a graph or a terrain in the plane. This task is known as treasure hunt. We consider deterministic algorithms for treasure hunt in trees. Our goal is to establish the…

Data Structures and Algorithms · Computer Science 2025-03-18 Sébastien Bouchard , Arnaud Labourel , Andrzej Pelc

Hash tables are ubiquitous in computer science for efficient access to large datasets. However, there is always a need for approaches that offer compact memory utilisation without substantial degradation of lookup performance. Cuckoo…

Data Structures and Algorithms · Computer Science 2019-07-17 Megha Khosla , Avishek Anand

We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward.…

Statistics Theory · Mathematics 2010-03-09 Philippe Rigollet , Assaf Zeevi

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

When facing a heavily-favored opponent, an underdog must be willing to assume greater-than-average risk. In statistical language, one would say that an underdog must be willing to adopt a strategy whose outcome has a larger-than-average…

Physics and Society · Physics 2011-11-04 Brian Skinner

Modeling each hit as a multivariate event in racket sports and conducting sequential analysis aids in assessing player/team performance and identifying successful tactics for coaches and analysts. However, the complex correlations among…

Databases · Computer Science 2023-07-27 Jiang Wu , Dongyu Liu , Ziyang Guo , Yingcai Wu

The task of finding an entry in an unsorted list of $N$ elements famously takes $O(N)$ queries to an oracle for a classical computer and $O(\sqrt{N})$ queries for a quantum computer using Grover's algorithm. Reformulated as a spatial search…

Quantum Physics · Physics 2022-01-04 Thomas G. Wong

The Bayesian framework is ideally suited for induction problems. The probability of observing $x_t$ at time $t$, given past observations $x_1...x_{t-1}$ can be computed with Bayes' rule if the true distribution $\mu$ of the sequences…

Artificial Intelligence · Computer Science 2011-11-09 Marcus Hutter

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of $K$ arms of a slot machine, without any foreknowledge of their payouts, except that they are…

Data Structures and Algorithms · Computer Science 2007-05-23 Varsha Dani , Thomas P. Hayes

Can a probabilistic gambler get arbitrarily rich when all deterministic gamblers fail? We study this problem in the context of algorithmic randomness, introducing a new notion -- almost everywhere computable randomness. A binary sequence…

Logic · Mathematics 2021-12-09 Laurent Bienvenu , Valentino Delle Rose , Tomasz Steifer

We investigate the probability of scoring a point when playing the basketball shooting game called "Horse". We show that under the Traditional Rules, it is optimal to choose very easy shots. We propose alternative rules called Pops Rules,…

Probability · Mathematics 2022-01-19 Daniel Rosenthal , Jeffrey S. Rosenthal

This paper studies a stochastic robotic surveillance problem where a mobile robot moves randomly on a graph to capture a potential intruder that strategically attacks a location on the graph. The intruder is assumed to be omniscient: it…

Optimization and Control · Mathematics 2020-11-17 Xiaoming Duan , Dario Paccagnan , Francesco Bullo

We study the escape probability problem in random walks over graphs. Given vertices, $s,t,$ and $p$, the problem asks for the probability that a random walk starting at $s$ will hit $t$ before hitting $p$. Such probabilities can be…

Data Structures and Algorithms · Computer Science 2024-09-17 Jingbang Chen , Mehrdad Ghadiri , Hoai-An Nguyen , Richard Peng , Junzhao Yang

We introduce an original way to estimate the memory parameter of the elephant random walk, a fascinating discrete time random walk on integers having a complete memory of its entire history. Our estimator is nothing more than a…

Probability · Mathematics 2021-12-21 Bernard Bercu , Lucile Laulin
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