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In this paper, we propose a new efficient algorithm to compute the value function for zero-sum stopping games featuring two players with opposing interests. This can be seen as a game version of the ''forward algorithm'' for (one-player)…

Probability · Mathematics 2026-02-03 Nhat-Thang Le

Finding optimal solutions to combinatorial optimization problems is pivotal in both scientific and technological domains, within academic research and industrial applications. A considerable amount of effort has been invested in the…

Statistical Mechanics · Physics 2024-12-13 Zi-Song Shen , Feng Pan , Yao Wang , Yi-Ding Men , Wen-Biao Xu , Man-Hong Yung , Pan Zhang

Traffic time series imputation is crucial for the safety and reliability of intelligent transportation systems, while diverse types of missing data, including random, fiber, and block missing make the imputation task challenging. Existing…

Machine Learning · Computer Science 2025-11-18 Hanwen Hu , Zimo Wen , Shiyou Qian , Jian Co

We study the makespan minimization problem with unrelated selfish machines under the assumption that job sizes are stochastic. We design simple truthful mechanisms that under various distributional assumptions provide constant and…

Computer Science and Game Theory · Computer Science 2013-05-06 Shuchi Chawla , Jason D. Hartline , David Malec , Balasubramanian Sivan

We present several improvements to the recently developed ground state preparation algorithm based on the Quantum Eigenvalue Transformation for Unitary Matrices (QETU), apply this algorithm to a lattice formulation of U(1) gauge theory in…

Quantum Physics · Physics 2024-10-22 Christopher F. Kane , Niladri Gomes , Michael Kreshchuk

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

Existing neural active learning algorithms have aimed to optimize the predictive performance of neural networks (NNs) by selecting data for labelling. However, other than a good predictive performance, being robust against random parameter…

Machine Learning · Computer Science 2023-06-08 Apivich Hemachandra , Zhongxiang Dai , Jasraj Singh , See-Kiong Ng , Bryan Kian Hsiang Low

Autonomous agents rely on sensor data to construct representations of their environments, essential for predicting future events and planning their actions. However, sensor measurements suffer from limited range, occlusions, and sensor…

Normal priors with unknown variance (NUV) have long been known to promote sparsity and to blend well with parameter learning by expectation maximization (EM). In this paper, we advocate this approach for linear state space models for…

Information Theory · Computer Science 2016-02-10 Hans-Andrea Loeliger , Lukas Bruderer , Hampus Malmberg , Federico Wadehn , Nour Zalmai

Decision-making in automated driving must consider interactions with surrounding agents to be effective. However, traditional methods often neglect or oversimplify these interactions because they are difficult to model and solve, which can…

Computer Science and Game Theory · Computer Science 2025-09-03 Karim Essalmi , Fernando Garrido , Fawzi Nashashibi

Phasor Measurement Units (PMUs) are used in the measurement, control and protection of power grids. However, deploying PMUs at every bus in a power system is prohibitively expensive, necessitating partial PMU placement that can ensure…

Systems and Control · Electrical Eng. & Systems 2024-04-19 Sajjad Maleki , Subhash Lakshminarayana , E. Veronica Belmega , Carsten Maple

This paper develops a fast algorithm for computing the equilibrium assignment with the perturbed utility route choice (PURC) model. Without compromise, this allows the significant advantages of the PURC model to be used in large-scale…

Optimization and Control · Mathematics 2023-12-05 Rui Yao , Mogens Fosgerau , Mads Paulsen , Thomas Kjær Rasmussen

Fair Influence Maximization (FIM) seeks to mitigate disparities in influence across different groups and has recently garnered increasing attention. A widely adopted notion of fairness in FIM is the maximin constraint, which directly…

Data Structures and Algorithms · Computer Science 2026-02-02 Xiaobin Rui , Qiangpeng Fang , Chen Peng , Jilong Shi , Zhixiao Wang , Wei Chen

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

The Transformer architecture, underpinned by the self-attention mechanism, has become the de facto standard for sequence modeling tasks. However, its core computational primitive scales quadratically with sequence length (O(N^2)), creating…

Computation and Language · Computer Science 2025-09-03 Rishiraj Acharya

Kolmogorov GAM (K-GAM) networks are shown to be an efficient architecture for training and inference. They are an additive model with an embedding that is independent of the function of interest. They provide an alternative to the…

Machine Learning · Computer Science 2025-01-03 Sarah Polson , Vadim Sokolov

With the rapid advancement of AI applications, the growing needs for data privacy and model robustness have highlighted the importance of machine unlearning, especially in thriving graph-based scenarios. However, most existing graph…

Machine Learning · Computer Science 2024-01-23 Xunkai Li , Yulin Zhao , Zhengyu Wu , Wentao Zhang , Rong-Hua Li , Guoren Wang

This article constructs a forward exponential utility in a market with multiple defaultable risks. Using the Jacod-Pham decomposition for random fields, we first characterize forward performance processes in a defaultable market under the…

Mathematical Finance · Quantitative Finance 2026-01-06 Wing Fung Chong , Roxana Dumitrescu , Gechun Liang , Kenneth Tsz Hin Ng

We present the Quantum Paldus Transform: an efficient quantum algorithm for block-diagonalising fermionic, spin-free Hamiltonians in the second quantisation. Our algorithm implements an isometry between the occupation number basis of a…

Quantum Physics · Physics 2025-10-14 Jędrzej Burkat , Nathan Fitzpatrick

Berger et al. (2001) and Ren et al. (2012) derived noninformative priors for Gaussian process models of spatially correlated data using the reference prior approach (Berger, Bernardo, 1991). The priors have good statistical properties and…

Methodology · Statistics 2023-07-19 Ryan Burn