Related papers: Universal criterion for selective outcomes under s…
This paper studies the unconditional effects of a general policy intervention, which includes location-scale shifts and simultaneous shifts as special cases. The location-scale shift is intended to study a counterfactual policy aimed at…
The problem of natural selection in dispersal-structured populations consisting of individuals characterized by different diffusion coefficients is studied. The competition between the organisms is taken into account through the assumption…
We investigate a stochastic search process in one, two, and three dimensions in which $N$ diffusing searchers that all start at $x_0$ seek a target at the origin. Each of the searchers is also reset to its starting point, either with rate…
First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…
Stochastic dominance serves as a general framework for modeling a broad spectrum of decision preferences under uncertainty, with risk aversion as one notable example, as it naturally captures the intrinsic structure of the underlying…
The effect of a small amount of noise on the standard mapping is considered. Whenever the standard mapping possesses accelerator modes (where the action increases approximately linearly with time), the diffusion coefficient contains a term…
We consider a voting model, where a number of candidates need to be selected subject to certain feasibility constraints. The model generalises committee elections (where there is a single constraint on the number of candidates that need to…
In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…
Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…
The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…
In population genetics, diffusions on the unit interval are often used to model the frequency path of an allele. In this setting we derive approximations for fixation probabilities, expected hitting times and the expected…
Causal machine learning holds promise for estimating individual treatment effects from complex data. For successful real-world applications of machine learning methods, it is of paramount importance to obtain reliable insights into which…
Dispersal is an important strategy that allows organisms to locate and exploit favorable habitats. The question arises: given competition in a spatially heterogeneous landscape, what is the optimal rate of dispersal? Continuous population…
Motion under stochastic resetting serves to model a myriad of processes in physics and beyond, but in most cases studied to date resetting to the origin was assumed to take zero time or a time decoupled from the spatial position at the…
This book is devoted to the problem of sequential probability forecasting, that is, predicting the probabilities of the next outcome of a growing sequence of observations given the past. This problem is considered in a very general setting…
Clinical trials often evaluate multiple outcome variables to form a comprehensive picture of the effects of a new treatment. The resulting multidimensional insight contributes to clinically relevant and efficient decision-making about…
I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values $r_{1}<r_{2}$. The problem is to find an optimal adapted strategy for the choice of…
The Win Ratio has gained significant traction in cardiovascular trials as a novel method for analyzing composite endpoints (Pocock and others, 2012). Compared with conventional approaches based on time to the first event, the Win Ratio…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
Ecological and evolutionary processes show various population dynamics depending on internal interactions and environmental changes. While crucial in predicting biological processes, discovering general relations for such nonlinear dynamics…