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Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed decision dependence arises when the deployed decision affects…

Optimization and Control · Mathematics 2025-03-11 Zhiyu He , Saverio Bolognani , Florian Dörfler , Michael Muehlebach

In the present work, we study random walks on complex networks subject to stochastic resetting when the resetting probability is node-dependent. Using a renewal approach, we derive the exact expressions of the stationary occupation…

Statistical Mechanics · Physics 2022-05-05 Yanfei Ye , Hanshuang Chen

We introduce the profligacy of a search process as a competition between its expected cost and the probability of finding the target. The arbiter of the competition is a parameter $\lambda$ that represents how much a searcher invests into…

Statistical Mechanics · Physics 2024-10-11 John C. Sunil , Richard A. Blythe , Martin R. Evans , Satya N. Majumdar

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

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

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to…

Machine Learning · Statistics 2015-08-18 Bobak Shahriari , Alexandre Bouchard-Côté , Nando de Freitas

We study a generalized binary search problem on the line and general trees. On the line (e.g., a sorted array), binary search finds a target node in $O(\log n)$ queries in the worst case, where $n$ is the number of nodes. In situations with…

Data Structures and Algorithms · Computer Science 2024-06-19 Agustín Caracci , Christoph Dürr , José Verschae

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…

Statistical Mechanics · Physics 2020-10-07 Prashant Singh

We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…

Probability · Mathematics 2026-02-10 Mario Abundo

We present a general theoretical framework for group resetting dynamics in a potential landscape. While traditional resetting models typically focus on a single particle, we consider a group of particles whose collective dynamics govern the…

Statistical Mechanics · Physics 2026-03-03 Juhee Lee , Seong-Gyu Yang , Hye Jin Park , Ludvig Lizana

Wide parameter space searches for long lived continuous gravitational wave signals are computationally limited. It is therefore critically important that available computational resources are used rationally. In this paper we consider…

General Relativity and Quantum Cosmology · Physics 2016-03-09 Jing Ming , Badri Krishnan , Maria Alessandra Papa , Carsten Aulbert , Henning Fehrmann

We study the extreme value statistics of a one-dimensional resetting Brownian motion (RBM) till its first passage through the origin starting from the position $x_0$ ($>0$). By deriving the exit probability of RBM in an interval $\left[0, M…

Statistical Mechanics · Physics 2024-01-26 Wusong Guo , Hao Yan , Hanshuang Chen

We address the effect of stochastic resetting on diffusion and subdiffusion process. For diffusion we find that MSD relaxes to a constant only when the distribution of reset times possess finite mean and variance. In this case, the leading…

Statistical Mechanics · Physics 2022-07-13 R. K. Singh , K. Gorska , T. Sandev

The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…

Statistical Mechanics · Physics 2026-01-19 Alexander K. Hartmann , Satya N. Majumdar , Gregory Schehr

Balls-and-bins games have been a wildly successful tool for modeling load balancing problems. In this paper, we study a new scenario, which we call the ball recycling game, defined as follows: Throw m balls into n bins i.i.d. according to a…

Data Structures and Algorithms · Computer Science 2018-11-05 Michael A. Bender , Jake Christensen , Alex Conway , Martín Farach-Colton , Rob Johnson , Meng-Tsung Tsai

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

Statistical Mechanics · Physics 2020-12-08 Carlos A. Plata , Deepak Gupta , Sandro Azaele

Consider a species whose population density solves the steady diffusive logistic equation in a heterogeneous environment modeled with the help of a spatially non constant coefficient standing for a resources distribution in a given box. We…

Analysis of PDEs · Mathematics 2018-07-25 Idriss Mazari , Grégoire Nadin , Yannick Privat

The discrete stochastic dynamics of a random walker in the presence of resetting and memory is analyzed. Resetting and memory effects may compete for certain parameter regime and lead to significant changes in the long time dynamics of the…

Statistical Mechanics · Physics 2023-11-15 Upendra Harbola

In this paper we consider the diffusive search for a bounded target $\Omega \in \R^d$ with its boundary $\partial \Omega$ totally absorbing. We assume that the target is surrounded by a semipermeable interface given by the closed surface…

Statistical Mechanics · Physics 2023-03-08 Paul C Bressloff