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Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…
Computers are deterministic dynamical systems (CHAOS 19:033124, 2009). Among other things, that implies that one should be able to use deterministic forecast rules to predict their behavior. That statement is sometimes-but not always-true.…
Critical exponent $\eta$ for three-dimensional systems with $n$-vector order parameter is evaluated in the frame of pseudo-$\epsilon$ expansion approach. Pseudo-$\epsilon$ expansion ($\tau$-series) for $\eta$ found up to $\tau^7$ term for…
In [Dugan-Glennon-Gunnells-Steingrimsson-2019], the authors introduce tiered trees to define combinatorial objects counting absolutely indecomposable representations of certain quivers, and torus orbits on certain homogeneous varieties. In…
Brandenburger, Friedenberg, and Keisler provide an epistemic characterization of iterated admissibility (IA), also known as iterated deletion of weakly dominated strategies, where uncertainty is represented using LPSs (lexicographic…
This text provides very easy and short proofs of some basic properties of complex power series (addition, subtraction, multiplication, division, rearrangement, composition, differentiation, uniqueness, Taylor's series, Principle of…
Policy evaluation in reinforcement learning is often conducted using two-timescale stochastic approximation, which results in various gradient temporal difference methods such as GTD(0), GTD2, and TDC. Here, we provide convergence rate…
A poly-log time method to compute the truncated theta function, its derivatives, and integrals is presented. The method is elementary, rigorous, explicit, and suited for computer implementation. We repeatedly apply the Poisson summation…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
In this paper, we investigate the analyticity of a class of exponential Dirichlet series. We then explicitly determine the coefficients of their power series decomposition and provide an estimate for the remainder. As an application, we…
The paper addresses the problem of computing maximal expected time to termination of probabilistic timed automata (PTA) models, under the condition that the system will, eventually, terminate. This problem can exhibit high computational…
We investigate some properties of the WKB series for arbitrary analytic potentials and then specifically for potentials $x^N$ ($N$ even), where more explicit formulae for the WKB terms are derived. Our main new results are: (i) We find the…
Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…
The modified Mellin transform ${\cal Z}_k(s) = \int_1^\infty |\zeta({1\over2}+ix|^{2k}x^{-s}{\rm d} x$ ($k\ge1$ is a fixed integer, $s = \sigma + it$) is used to obtain estimates for $$…
The ongoing replication crisis in science has increased interest in the methodology of replication studies. We propose a novel Bayesian analysis approach using power priors: The likelihood of the original study's data is raised to the power…
In this study, several interesting iterative sequences were investigated. First, we define the iterative sequences. We fix function f(n). An iterative sequence starts with a natural number n, and calculates the sequence f(n),f(f(n)),…
Understanding dynamics in complex systems is challenging because there are many degrees of freedom, and those that are most important for describing events of interest are often not obvious. The leading eigenfunctions of the transition…
We give a new theta-function identity, a special case of which is utilised to prove Kawanaka's Macdonald polynomial conjecture. The theta-function identity further yields a transformation formula for multivariable elliptic hypergeometric…
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…
Using ordinary and exponential generating functions, we explore the reversion of power series defined by $2$nd order recurrences. We express the reversions in terms of Jacobi and Thron continued fractions. We find relations with Eulerian…