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We consider a version of the classical Ehrenfest urn model with two urns and two types of balls: regular and heavy. Each ball is selected independently according to a Poisson process having rate $1$ for regular balls and rate…
The dynamics in games involving multiple players, who adaptively learn from their past experience, is not yet well understood. We analyzed a class of stochastic games with Markov strategies in which players choose their actions…
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In high-stakes ML applications such as fraud detection, medical diagnostics, and content moderation, practitioners rely on consensus-based approaches to control prediction quality. A particularly valuable technique -- {\delta}\delta…
Causal inference methods for observational data are increasingly recognized as a valuable complement to randomized clinical trials (RCTs). They can, under strong assumptions, emulate RCTs or help refine their focus. Our approach to causal…
The purpose of this article is to lay the mathematical foundations of a well known numerical approach in computational statistical physics and molecular dynamics, namely the parallel replica dynamics introduced by A.F. Voter. The aim of the…
We consider reinforcement learning (RL) for a class of problems with bagged decision times. A bag contains a finite sequence of consecutive decision times. The transition dynamics are non-Markovian and non-stationary within a bag. All…
This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…
Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…
We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…
We introduce a hierarchical nonparametric model for probability measures based on a multi-resolution transformation of probability distributions. The model allows a varying amount of shrinkage to be applied to data features of different…
We study the expected adjacency matrix of a uniformly random multigraph with fixed degree sequence $\mathbf{d} \in \mathbb{Z}_+^n$. This matrix arises in a variety of analyses of networked data sets, including modularity-maximization and…
We describe a new algorithm for simulating complex Markoff-processes. We have used a reaction-cell method in order to simulate arbitrary reactions. It can be used for any kind of RDS on arbitrary topologies, including fractal dimensions or…
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…
We consider a random trial-based telegraph process, which describes a motion on the real line with two constant velocities along opposite directions. At each epoch of the underlying counting process the new velocity is determined by the…
Automated mathematical reasoning is a challenging problem that requires an agent to learn algebraic patterns that contain long-range dependencies. Two particular tasks that test this type of reasoning are (1) mathematical equation…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
We propose a generalized Ehrenfest urn model of many urns arranged periodically along a circle. The evolution of the urn model system is governed by a directed stochastic operation. Method for solving an $N$-ball, $M$-urn problem of this…
We study survival among two competing types in two settings: a planar growth model related to two-neighbour bootstrap percolation, and a system of urns with graph-based interactions. In the planar growth model, uncoloured sites are given a…