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The vast majority of theoretical results in machine learning and statistics assume that the available training data is a reasonably reliable reflection of the phenomena to be learned or estimated. Similarly, the majority of machine learning…

Machine Learning · Computer Science 2017-06-13 Moses Charikar , Jacob Steinhardt , Gregory Valiant

High level declarative constraints provide a powerful (and popular) way to define and construct control policies; however, most synthesis algorithms do not support specifying the degree of randomness (unpredictability) of the resulting…

Robotics · Computer Science 2021-06-30 Marcell Vazquez-Chanlatte , Sebastian Junges , Daniel J. Fremont , Sanjit Seshia

Maximum-entropy ensembles are key primitives in statistical mechanics from which thermodynamic properties can be derived. Over the decades, several approaches have been put forward in order to justify from minimal assumptions the use of…

Quantum Physics · Physics 2018-03-13 Paul Boes , Henrik Wilming , Jens Eisert , Rodrigo Gallego

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

In this paper we study the problem of computing max-entropy distributions over a discrete set of objects subject to observed marginals. Interest in such distributions arises due to their applicability in areas such as statistical physics,…

Data Structures and Algorithms · Computer Science 2013-05-02 Mohit Singh , Nisheeth K. Vishnoi

We study a class of non-cooperative aggregative games -- denoted as \emph{social purpose games} -- in which the payoffs depend separately on a player's own strategy (individual benefits) and on a function of the strategy profile which is…

Computer Science and Game Theory · Computer Science 2021-09-20 Robert P. Gilles , Lina Mallozzi , Roberta Messalli

The Stackelberg game depicts a leader-follower relationship wherein decisions are made sequentially, and the Stackelberg equilibrium represents an expected optimal solution when the leader can anticipate the rational response of the…

Systems and Control · Electrical Eng. & Systems 2024-01-17 Yue Chen , Peng Yi

Best-response mechanisms (Nisan, Schapira, Valiant, Zohar, 2011) provide a unifying framework for studying various distributed protocols in which the participants are instructed to repeatedly best respond to each others' strategies. Two…

Computer Science and Game Theory · Computer Science 2014-02-03 Diodato Ferraioli , Paolo Penna

Many causal parameters depend on a moment of the joint distribution of potential outcomes. Such parameters are especially relevant in policy evaluation settings, where noncompliance is common and accommodated through the model of Imbens &…

Econometrics · Economics 2023-11-17 Daniel Ober-Reynolds

Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…

Machine Learning · Statistics 2023-10-13 Lorenzo Zambon , Dario Azzimonti , Giorgio Corani

Making decisions freely presupposes that there is some indeterminacy in the environment and in the decision making engine. The former is reflected on the behavioral changes due to communicating: few changes indicate rigid environments;…

Artificial Intelligence · Computer Science 2020-09-23 Luis A. Pineda

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

Optimization and Control · Mathematics 2018-02-05 Charafeddine Mouzouni

When split conformal prediction operates in batch mode with exchangeable data, we determine the exact distribution of the empirical coverage of prediction sets produced for a finite batch of future observables, as well as the exact…

Statistics Theory · Mathematics 2025-01-23 Paulo C. Marques F

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Adom Giffin , Ariel Caticha

In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu

Value methods for solving stochastic games with partial observability model the uncertainty about states of the game as a probability distribution over possible states. The dimension of this belief space is the number of states. For many…

Computer Science and Game Theory · Computer Science 2019-03-14 Karel Horák , Branislav Bošanský , Christopher Kiekintveld , Charles Kamhoua

Normal-form two-player games are categorized by players into K analogy classes so as to minimize the prediction error about the behavior of the opponent. This results in Clustered Analogy-Based Expectation Equilibria in which strategies are…

Theoretical Economics · Economics 2025-05-20 Philippe Jehiel , Giacomo Weber

Conformal prediction is emerging as a popular paradigm for providing rigorous uncertainty quantification in machine learning since it can be easily applied as a post-processing step to already trained models. In this paper, we extend…

Machine Learning · Computer Science 2023-06-02 Charles Lu , Yaodong Yu , Sai Praneeth Karimireddy , Michael I. Jordan , Ramesh Raskar

Partially observable Markov decision processes (POMDPs) form a prominent model for uncertainty in sequential decision making. We are interested in constructing algorithms with theoretical guarantees to determine whether the agent has a…

Artificial Intelligence · Computer Science 2024-12-17 Marius Belly , Nathanaël Fijalkow , Hugo Gimbert , Florian Horn , Guillermo A. Pérez , Pierre Vandenhove

We study synthesis problems with constraints in partially observable Markov decision processes (POMDPs), where the objective is to compute a strategy for an agent that is guaranteed to satisfy certain safety and performance specifications.…