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Many financial and economic variables, including financial returns, exhibit nonlinear dependence, heterogeneity and heavy-tailedness. These properties may make problematic the analysis of (non-)efficiency and volatility clustering in…
The goal of tensor completion is to recover a tensor from a subset of its entries, often by exploiting its low-rank property. Among several useful definitions of tensor rank, the low-tubal-rank was shown to give a valuable characterization…
We consider the predict-then-optimize paradigm for decision-making in which a practitioner (1) trains a supervised learning model on historical data of decisions, contexts, and rewards, and then (2) uses the resulting model to make future…
Bilateral trade models the task of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. We study this problem from the perspective of a broker, in a regret…
Contemporary complexity theory has been instrumental in providing novel rigorous definitions for some classic philosophical concepts, including emergence. In an attempt to provide an account of emergence that is consistent with complexity…
Reliable evaluation protocols are of utmost importance for reproducible NLP research. In this work, we show that sometimes neither metric nor conventional human evaluation is sufficient to draw conclusions about system performance. Using…
Robustness guarantees are important properties to be looked for during control design. They ensure stability of closed-loop systems in face of uncertainties, unmodeled effects and bounded disturbances. While the theory on robust stability…
We present a theoretical framework that extends classical information theory to finite and structured systems by redefining redundancy as a fundamental property of information organization rather than inefficiency. In this framework,…
We study the statistics of the efficiency in a class of isothermal cyclic machines with realistic coupling between the internal degrees of freedom. We derive, under fairly general assumptions, the probability distribution function for the…
Infinite time Turing machines (ITTMs) have been introduced by Hamkins and Lewis in their seminal article arXiv:math/9808093. The strength of the model comes from a limit rule which allows the ITTM to compute through ordinal stages. This…
We survey and unify recent results on the existence of accurate algorithms for evaluating multivariate polynomials, and more generally for accurate numerical linear algebra with structured matrices. By "accurate" we mean that the computed…
Within a general semimartingale framework, we study the relationship between collective market efficiency and individual rationality. We derive a necessary and sufficient condition for the existence of (possibly zero-sum) exchanges among…
We consider a class of production-inventory problems with box uncertainty sets from the seminal work of Ben-Tal et al. (2004) on linear decision rules in robust optimization. We prove that there always exists an optimal linear decision rule…
This report considers the problem of resilient distributed optimization and stochastic learning in a server-based architecture. The system comprises a server and multiple agents, where each agent has its own local cost function. The agents…
This paper studies mechanism design environments in which the designer does not know the distribution of agents' private information a priori and instead learns from agents' behavior induced by the mechanism itself. We formalize a notion of…
An explicit retrocausal model is used to analyze the general Wood-Spekkens argument [1] that any causal explanation of Bell-inequality violations must be unnaturally fine-tuned to avoid signaling. The no-signaling aspects of the model turn…
A unified thermodynamic formalism describing the efficiency of learning is proposed. First, we derive an inequality, which is more strength than Clausius's inequality, revealing the lower bound of the entropy-production rate of a subsystem.…
Engineering effective Hamiltonians is essential for advancing quantum technologies including quantum simulation, sensing, and computing. This paper presents a general framework for effective Hamiltonian engineering, enabling robust,…
We consider the efficiency at maximum power of a quantum Otto engine, which uses a spin or a harmonic system as its working substance and works between two heat reservoirs at constant temperatures $T_h$ and $T_c$ $ (<T_h)$. Although the…
Control synthesis under constraints is at the forefront of research on autonomous systems, in part due to its broad application from low-level control to high-level planning, where computing control inputs is typically cast as a constrained…