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Data structures for efficient sampling from a set of weighted items are an important building block of many applications. However, few parallel solutions are known. We close many of these gaps both for shared-memory and distributed-memory…

Data Structures and Algorithms · Computer Science 2021-07-20 Lorenz Hübschle-Schneider , Peter Sanders

In a step reinforced random walk, at each integer time and with a fixed probability p $\in$ (0, 1), the walker repeats one of his previous steps chosen uniformly at random, and with complementary probability 1 -- p, the walker makes an…

Probability · Mathematics 2018-10-22 Jean Bertoin

The famous Policy Iteration algorithm alternates between policy improvement and policy evaluation. Implementations of this algorithm with several variants of the latter evaluation stage, e.g, $n$-step and trace-based returns, have been…

Artificial Intelligence · Computer Science 2018-08-01 Yonathan Efroni , Gal Dalal , Bruno Scherrer , Shie Mannor

Strong approximations of uniform transport processes to the standard Brownian motion rely on the Skorokhod embedding of random walk with centered double exponential increments. In this note we make such an embedding explicit by means of a…

Probability · Mathematics 2020-02-04 Giang T. Nguyen , Oscar Peralta

We give a simple proof for recurrence of vertex reinforced jump process on \(\mathbb{Z}^d\), under strong reinforcement. Moreover, we show how the previous result implies that linearly edge-reinforced random walk on \ \(\mathbb{Z}^d\) is…

Probability · Mathematics 2019-11-11 Andrea Collevecchio , Xiaolin Zeng

We propose and discuss a new approach to the analysis of the correlation functions which contain light-like Wilson lines or loops, the latter being cusped in addition. The objects of interest are therefore the light-like Wilson…

High Energy Physics - Phenomenology · Physics 2013-03-12 I. O. Cherednikov , T. Mertens , F. F. Van der Veken

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

We present a concrete design for Solomonoff's incremental machine learning system suitable for desktop computers. We use R5RS Scheme and its standard library with a few omissions as the reference machine. We introduce a Levin Search variant…

Artificial Intelligence · Computer Science 2017-09-12 Eray Özkural

This paper presents a curriculum-based reinforcement learning framework for training precise and high-performance jumping policies for the robot `Olympus'. Separate policies are developed for vertical and horizontal jumps, leveraging a…

Robotics · Computer Science 2025-10-29 Jørgen Anker Olsen , Lars Rønhaug Pettersen , Kostas Alexis

This article studies a Newton-like method already used by several authors but which has not been thouroughly studied yet. We call it the robust-variance scoring (RVS) algorithm because the main version of the algorithm that we consider…

Statistics Theory · Mathematics 2007-06-13 Daniel Commenges , Helene Jacqmin-Gadda , Cecile Proust , Jeremie Guedj

The random walk loop soup is a Poissonian ensemble of lattice loops; it has been extensively studied because of its connections to the discrete Gaussian free field, but was originally introduced by Lawler and Trujillo Ferreras as a discrete…

Probability · Mathematics 2016-09-19 Tim van de Brug , Federico Camia , Marcin Lis

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

This paper proposes an iterative inference algorithm for multi-hop explanation regeneration, that retrieves relevant factual evidence in the form of text snippets, given a natural language question and its answer. Combining multiple sources…

Information Retrieval · Computer Science 2020-12-22 Ruben Cartuyvels , Graham Spinks , Marie-Francine Moens

This work explores an unexpected application of Implicit Computational Complexity (ICC) to parallelize loops in imperative programs. Thanks to a lightweight dependency analysis, our algorithm allows splitting a loop into multiple loops that…

Programming Languages · Computer Science 2022-06-20 Clément Aubert , Thomas Rubiano , Neea Rusch , Thomas Seiller

We consider a task of surveillance-evading path-planning in a continuous setting. An Evader strives to escape from a 2D domain while minimizing the risk of detection (and immediate capture). The probability of detection is path-dependent…

Machine Learning · Computer Science 2023-02-24 Dongping Qi , David Bindel , Alexander Vladimirsky

In this paper, we provide a new algorithm for the problem of prediction in Reinforcement Learning, \emph{i.e.}, estimating the Value Function of a Markov Reward Process (MRP) using the linear function approximation architecture, with memory…

Systems and Control · Computer Science 2016-09-30 Ajin George Joseph , Shalabh Bhatnagar

The vertex-reinforced jump process (VRJP), introduced by Davis and Volkov, is a continuous-time process that tends to come-back to already visited vertices. It is closely linked to the edge-reinforced random walk (ERRW) introduced by…

Probability · Mathematics 2019-11-07 Rémy Poudevigne

This paper studies the properties of the Multiply Iterated Poisson Process (MIPP), a stochastic process constructed by repeatedly time-changing a Poisson process, and its applications in ruin theory. Like standard Poisson processes, MIPPs…

Probability · Mathematics 2025-05-13 Dongdong Hu , Svetlozar T. Rachev , Hasanjan Sayit , Hailiang Yang , Yildiray Yildirim

We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits.…

Probability · Mathematics 2013-10-02 Jerome K. Percus , Ora E. Percus

The main focus of this paper is on enhancement of two types of game-theoretic learning algorithms: log-linear learning and reinforcement learning. The standard analysis of log-linear learning needs a highly structured environment, i.e.…

Machine Learning · Computer Science 2018-09-19 Mohammadhosein Hasanbeig , Lacra Pavel