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We present a general approach to the problem of determining the asymptotic order of the variance of the optimal score between two independent random sequences defined over an arbitrary finite alphabet. Our general approach is based on…

Probability · Mathematics 2012-11-22 Jüri Lember , Heinrich Matzinger , Felipe Torres

Algorithms for computing equilibria, optima, and fixed points in nonconvex problems often depend sensitively on practitioner-chosen initial conditions. When uniqueness of a solution is of interest, a common heuristic is to run such…

Econometrics · Economics 2026-02-17 Moeen Nehzati , Diego Cussen

While averages and typical fluctuations often play a major role to understand the behavior of a non-equilibrium system, this nonetheless is not always true. Rare events and large fluctuations are also pivotal when a thorough analysis of the…

Statistical Mechanics · Physics 2021-06-29 Prashant Singh , Arnab Pal

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…

Statistical Mechanics · Physics 2025-01-31 Claude Godrèche , Jean-Marc Luck

Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…

chao-dyn · Physics 2008-02-03 Z. Kaufmann

Election data represent a precious source of information to study human behavior at a large scale. In proportional elections with open lists, the number of votes received by a candidate, rescaled by the average performance of all…

Physics and Society · Physics 2013-01-25 Arnab Chatterjee , Marija Mitrović , Santo Fortunato

Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…

Statistical Mechanics · Physics 2024-07-18 Samantha Linn , Sean D. Lawley

Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…

Statistical Mechanics · Physics 2022-12-07 Deepak Gupta , Carlos A. Plata

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…

Statistical Mechanics · Physics 2009-11-07 Dirk Helbing , Martin Schoenhof , Daniel Kern

Hyperparameter optimization is crucial for obtaining peak performance of machine learning models. The standard protocol evaluates various hyperparameter configurations using a resampling estimate of the generalization error to guide…

Machine Learning · Statistics 2024-11-11 Thomas Nagler , Lennart Schneider , Bernd Bischl , Matthias Feurer

We consider a social choice setting with agents that are partitioned into disjoint groups, and have metric preferences over a set of alternatives. Our goal is to choose a single alternative aiming to optimize various objectives that are…

Computer Science and Game Theory · Computer Science 2021-07-13 Elliot Anshelevich , Aris Filos-Ratsikas , Alexandros A. Voudouris

Implicit bias is the unconscious attribution of particular qualities (or lack thereof) to a member from a particular social group (e.g., defined by gender or race). Studies on implicit bias have shown that these unconscious stereotypes can…

Computers and Society · Computer Science 2020-01-27 L. Elisa Celis , Anay Mehrotra , Nisheeth K. Vishnoi

Transport of particles through channels is of paramount importance in physics, chemistry and surface science due to its broad real world applications. Much insights can be gained by observing the transition paths of a particle through a…

Statistical Mechanics · Physics 2023-04-12 Siddharth Jain , Denis Boyer , Arnab Pal , Leonardo Dagdug

I consider a class of statistical decision problems in which the policymaker must decide between two policies to maximize social welfare (e.g., the population mean of an outcome) based on a finite sample. The framework introduced in this…

Econometrics · Economics 2025-03-04 Kohei Yata

Stochastic interactions generically enhance self-diffusivity in living and biological systems, e.g. optimizing navigation strategies and controlling material properties of cellular tissues and bacterial aggregates. Despite this, the…

Soft Condensed Matter · Physics 2024-01-24 Henry Alston , Thibault Bertrand

Two types of random evolution processes are studied for ensembles of the standard map with driving parameter $K$ that determines its degree of stochasticity. For one type of processes the parameter $K$ is chosen at random from a Gaussian…

Chaotic Dynamics · Physics 2015-10-28 Or Alus , Shmuel Fishman

Balancing influential covariates is crucial for valid treatment comparisons in clinical studies. While covariate-adaptive randomization is commonly used to achieve balance, its performance can be inadequate when the number of baseline…

Methodology · Statistics 2024-12-30 Ziqing Guo , Yang Liu , Lucy Xia

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…

Statistical Mechanics · Physics 2022-04-18 J. Kevin Pierce

Variational inequalities have gained significant attention in machine learning and optimization research. While stochastic methods for solving these problems typically assume independent data sampling, we investigate an alternative approach…

Optimization and Control · Mathematics 2025-10-22 Daniil Medyakov , Gleb Molodtsov , Grigoriy Evseev , Egor Petrov , Aleksandr Beznosikov
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