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In this paper is proposed a new heuristic approach belonging to the field of evolutionary Estimation of Distribution Algorithms (EDAs). EDAs builds a probability model and a set of solutions is sampled from the model which characterizes the…

There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the…

Methodology · Statistics 2015-10-27 Weixuan Zhu , Juan Miguel Marin , Fabrizio Leisen

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

Shot charts in basketball analytics provide an indispensable tool for evaluating players' shooting performance by visually representing the distribution of field goal attempts across different court locations. However, conventional methods…

Methodology · Statistics 2025-05-16 Luca Scrucca , Dimitris Karlis

Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

We propose a practical Bayesian optimization method using Gaussian process regression, of which the marginal likelihood is maximized where the number of model selection steps is guided by a pre-defined threshold. Since Bayesian optimization…

Machine Learning · Statistics 2020-10-19 Jungtaek Kim , Seungjin Choi

The notions of reflection from outside, reflection from inside and signature of a billiard trajectory within a quadric are introduced. Cayley-type conditions for periodical trajectories for the billiard in the region bounded by $k$ quadrics…

Mathematical Physics · Physics 2009-11-11 Vladimir Dragovic , Milena Radnovic

The rating of items based on pairwise comparisons has been a topic of statistical investigation for many decades. Numerous approaches have been proposed. One of the best known is the Bradley-Terry model. This paper seeks to assemble and…

Statistics Theory · Mathematics 2025-08-08 Ian Hamilton , Nick Tawn , David Firth

Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…

Applications · Statistics 2013-04-24 Matti Pirinen , Peter Donnelly , Chris C. A. Spencer

We study an optimal control problem arising from a generalization of rock-paper-scissors in which the number of strategies may be selected from any positive odd number greater than 1 and in which the payoff to the winner is controlled by a…

Optimization and Control · Mathematics 2020-12-01 Christopher Griffin , James Fan

Often the goal of model selection is to choose a model for future prediction, and it is natural to measure the accuracy of a future prediction by squared error loss. Under the Bayesian approach, it is commonly perceived that the optimal…

Statistics Theory · Mathematics 2007-06-13 Maria Maddalena Barbieri , James O. Berger

We propose a game-based formulation for learning dimensionality-reducing representations of feature vectors, when only a prior knowledge on future prediction tasks is available. In this game, the first player chooses a representation, and…

Machine Learning · Computer Science 2024-03-12 Neria Uzan , Nir Weinberger

We study a distributionally robust optimization formulation (i.e., a min-max game) for two representative problems in Bayesian nonparametric estimation: Gaussian process regression and, more generally, linear inverse problems. Our…

Optimization and Control · Mathematics 2025-01-14 Xuhui Zhang , Jose Blanchet , Youssef Marzouk , Viet Anh Nguyen , Sven Wang

We consider the sample complexity of revenue maximization for multiple bidders in unrestricted multi-dimensional settings. Specifically, we study the standard model of $n$ additive bidders whose values for $m$ heterogeneous items are drawn…

Computer Science and Game Theory · Computer Science 2021-04-13 Yannai A. Gonczarowski , S. Matthew Weinberg

We study variants of a stochastic game inspired by backgammon where players may propose to double the stake, with the game state dictated by a one-dimensional random walk. Our variants allow for different numbers of proposals and different…

Optimization and Control · Mathematics 2024-10-28 Haoru Ju , Daniel Leifer , Steven J. Miller , Sooraj A. Padmanabhan , Chenyang Sun , Luke Tichi , Benjamin Tocher , Kiley Wallace

The notion of a rough two-dimensional (convex) body is introduced, and to each rough body there is assigned a measure on $\TTT^3$ describing billiard scattering on the body. The main result is characterization of the set of measures…

Dynamical Systems · Mathematics 2007-11-06 Alexander Plakhov

Using Bayesian decision theory, we modify the perfect-information, differential game-based guidance law (DGL1) to address the inevitable estimation error occurring when driving this guidance law with a separately-designed state estimator.…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Liraz Mudrik , Yaakov Oshman

Raking is widely used in categorical data modeling and survey practice but faced with methodological and computational challenges. We develop a Bayesian paradigm for raking by incorporating the marginal constraints as a prior distribution…

Methodology · Statistics 2020-06-24 Yajuan Si , Peigen Zhou

This paper studies the Best-of-K Bandit game: At each time the player chooses a subset S among all N-choose-K possible options and observes reward max(X(i) : i in S) where X is a random vector drawn from a joint distribution. The objective…

Machine Learning · Computer Science 2016-03-22 Max Simchowitz , Kevin Jamieson , Benjamin Recht

In this work, we study the social learning problem, in which agents of a networked system collaborate to detect the state of the nature based on their private signals. A novel distributed graphical evolutionary game theoretic learning…

Computer Science and Game Theory · Computer Science 2017-05-24 Xuanyu Cao , K. J. Ray Liu