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Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…
Estimation of the $\phi$-divergence between two unknown probability distributions using empirical data is a fundamental problem in information theory and statistical learning. We consider a multi-variate generalization of the data dependent…
In this paper, we consider several efficient data structures for the problem of sampling from a dynamically changing discrete probability distribution, where some prior information is known on the distribution of the rates, in particular…
The main challenge for adaptive regulation of linear-quadratic systems is the trade-off between identification and control. An adaptive policy needs to address both the estimation of unknown dynamics parameters (exploration), as well as the…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
The supremum of the standardized empirical process is a promising statistic for testing whether the distribution function $F$ of i.i.d. real random variables is either equal to a given distribution function $F_0$ (hypothesis) or $F \ge F_0$…
We show an essentially tight bound on the number of adaptively chosen statistical queries that a computationally efficient algorithm can answer accurately given $n$ samples from an unknown distribution. A statistical query asks for the…
Let $T\_n$ denote the set of unrooted labeled trees of size $n$ and let $T\_n$ be a particular (finite, unlabeled) tree. Assuming that every tree of $T\_n$ is equally likely, it is shown that the limiting distribution as $n$ goes to…
To provide a comprehensive summary of the tail distribution, the expected shortfall is defined as the average over the tail above (or below) a certain quantile of the distribution. The expected shortfall regression captures the…
This paper investigates gradient-based adaptive prediction and control for nonlinear stochastic dynamical systems under a weak convexity condition on the prediction-based loss. This condition accommodates a broad range of nonlinear models…
Composite adaptive radial basis function neural network (RBFNN) control with a lattice distribution of hidden nodes has three inherent demerits: 1) the approximation domain of adaptive RBFNNs is difficult to be determined a priori; 2) only…
We develop a quenched thermodynamic formalism for random dynamical systems generated by countably branched, piecewise-monotone mappings of the interval that satisfy a random covering condition. Given a random contracting potential $\varphi$…
Diffusion models have emerged as powerful tools for generative modeling, demonstrating exceptional capability in capturing target data distributions from large datasets. However, fine-tuning these massive models for specific downstream…
Variational inference in probabilistic graphical models aims to approximate fundamental quantities such as marginal distributions and the partition function. Popular approaches are the Bethe approximation, tree-reweighted, and other types…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…
We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…
This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…
The modality is important topic for modelling. Using parametric models is an efficient way when real data set shows trimodality. In this paper we propose a new class of trimodal probability distributions, that is, probability distributions…
We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given common marginal distribution. The END structure, as a new benchmark for negative dependence, is comparable to comonotonicity and…