Related papers: A Characterization of Sequential Equilibrium throu…
Scaling analysis exploiting timescale separation has been one of the most important techniques in the quantitative analysis of nonlinear dynamical systems in mathematical and theoretical biology. In the case of enzyme catalyzed reactions,…
This paper demonstrates the existence of a finite set of equilibria in the case of the indeterminacy of linear rational expectations models. The number of equilibria corresponds to the number of ways to select n eigenvectors among a larger…
We propose a new sequential Efficient Pseudo-Likelihood (k-EPL) estimator for dynamic discrete choice games of incomplete information. k-EPL considers the joint behavior of multiple players simultaneously, as opposed to individual responses…
Synchronization of chaos arises between coupled dynamical systems and is very well understood as a temporal phenomena which leads the coupled systems to converge or develop a dependence with time. In this work, we provide a complementary…
Estimating long-term treatment effects has a wide range of applications in various domains. A key feature in this context is that collecting long-term outcomes typically involves a multi-stage process and is subject to monotone missing,…
The statistical finite element method (StatFEM) is an emerging probabilistic method that allows observations of a physical system to be synthesised with the numerical solution of a PDE intended to describe it in a coherent statistical…
Coherent control, aka quantum control, is a central concept in quantum computing that is attracting increasing attention from both the quantum foundations and quantum software communities. Defining coherent control in the presence of…
While many physical processes are non-equilibrium in nature, the theory and modeling of such phenomena lag behind theoretical treatments of equilibrium systems. The diversity of powerful theoretical tools available to describe equilibrium…
A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…
Sequential quantile estimation refers to incorporating observations into quantile estimates in an incremental fashion thus furnishing an online estimate of one or more quantiles at any given point in time. Sequential quantile estimation is…
In many model-based diagnosis applications it is impossible to provide such a set of observations and/or measurements that allow to identify the real cause of a fault. Therefore, diagnosis systems often return many possible candidates,…
Applications in machine learning, optimization, and control require the sequential selection of a few system elements, such as sensors, data, or actuators, to optimize the system performance across multiple time steps. However, in…
In 1953, Kuhn showed that every sequential game has a Nash equilibrium by showing that a procedure, named ``backward induction'' in game theory, yields a Nash equilibrium. It actually yields Nash equilibria that define a proper subclass of…
We present several new characterizations of correlated equilibria in games with continuous utility functions. These have the advantage of being more computationally and analytically tractable than the standard definition in terms of…
The paper presents a new method for approximating Strong Stackelberg Equilibrium in general-sum sequential games with imperfect information and perfect recall. The proposed approach is generic as it does not rely on any specific properties…
The comparison of alternative rankings of a set of items is a general and prominent task in applied statistics. Predictor variables are ranked according to magnitude of association with an outcome, prediction models rank subjects according…
In this study, we propose a novel gap-constraint-based reformulation for optimal control problems with equilibrium constraints (OCPECs). We show that the proposed reformulation generates a new constraint system equivalent to the original…
A causal set is a partially ordered set on a countably infinite ground-set such that each element is above finitely many others. A natural extension of a causal set is an enumeration of its elements which respects the order. We bring…
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…
We propose a new method for clustering based on the local minimization of the \gamma-divergence, which we call the spontaneous clustering. The greatest advantage of the proposed method is that it automatically detects the number of clusters…