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This work continues the study of the relationship between sample compression schemes and statistical learning, which has been mostly investigated within the framework of binary classification. The central theme of this work is establishing…

Machine Learning · Computer Science 2017-01-02 Ofir David , Shay Moran , Amir Yehudayoff

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

Dynamical Systems · Mathematics 2026-03-26 Philipp Gohlke , Andrew Mitchell

There are various situations in which it is natural to ask whether a given collection of $k$ functions, $\rho_j(\r_1,...,\r_j)$, $j=1,...,k$, defined on a set $X$, are the first $k$ correlation functions of a point process on $X$. Here we…

Mathematical Physics · Physics 2009-11-11 T. Kuna , J. L. Lebowitz , E. R. Speer

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

In many classification tasks there is a requirement of monotonicity. Concretely, if all else remains constant, increasing (resp. decreasing) the value of one or more features must not decrease (resp. increase) the value of the prediction.…

Machine Learning · Computer Science 2021-06-02 Joao Marques-Silva , Thomas Gerspacher , Martin Cooper , Alexey Ignatiev , Nina Narodytska

The notion of expansivity and its generalizations (measure expansive, measure positively expansive, continuum-wise expansive, countably-expansive) are well known for deterministic systems and can be a useful property for studying…

Dynamical Systems · Mathematics 2024-10-15 Rafael A. Bilbao , Marlon Oliveira , Eduardo Santana

The asymmetric switch process is a binary stochastic process that alternates between the values one and minus one, where the distributions of the time in these states may differ. Two versions of the process are considered: a non-stationary…

Probability · Mathematics 2025-02-24 Henrik Bengtsson , Krzysztof Podgorski

This is a report of a joint work with E. J\"arvenp\"a\"a, M. J\"arvenp\"a\"a, T. Rajala, S. Rogovin, and V. Suomala. In [3], we characterized uniformly porous sets in $s$-regular metric spaces in terms of regular sets by verifying that a…

Classical Analysis and ODEs · Mathematics 2017-01-31 Antti Käenmäki

In this review we establish various connections between complex networks and symmetry. While special types of symmetries (e.g., automorphisms) are studied in detail within discrete mathematics for particular classes of deterministic graphs,…

General Finance · Quantitative Finance 2010-11-04 Diego Garlaschelli , Franco Ruzzenenti , Riccardo Basosi

Estimating the mixing density of a mixture distribution remains an interesting problem in statistics literature. Using a stochastic approximation method, Newton and Zhang (1999) introduced a fast recursive algorithm for estimating the…

Statistics Theory · Mathematics 2022-03-29 Nilabja Guha , Anindya Roy

Partially-Observable Markov Decision Processes (POMDPs) are a well-known stochastic model for sequential decision making under limited information. We consider the EXPTIME-hard problem of synthesising policies that almost-surely reach some…

Artificial Intelligence · Computer Science 2021-03-22 Sebastian Junges , Nils Jansen , Sanjit A. Seshia

We investigate the connection between measure, capacity and algorithmic randomness for the space of closed sets. For any computable measure m, a computable capacity T may be defined by letting T(Q) be the measure of the family of closed…

Logic in Computer Science · Computer Science 2015-07-01 Douglas Cenzer , Paul Brodhead , Ferit Toska , Sebastian Wyman

This paper considers the scheduling of stochastic jobs on parallel identical machines to minimize the expected total weighted completion time. While this is a classical problem with a significant body of research on approximation algorithms…

Data Structures and Algorithms · Computer Science 2026-01-27 Benjamin Moseley , Kirk Pruhs , Marc Uetz , Rudy Zhou

We call a matrix completely mixable if the entries in its columns can be permuted so that all row sums are equal. If it is not completely mixable, we want to determine the smallest maximal and largest minimal row sum attainable. These…

Optimization and Control · Mathematics 2015-01-06 Utz-Uwe Haus

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

Risk Management · Quantitative Finance 2015-05-19 Chuancun Yin

Despite being a foundational concept of modern systems theory, there have been few studies on observability of non-linear stochastic systems under partial observations. In this paper, we introduce a definition of observability for…

Probability · Mathematics 2022-12-08 Curtis McDonald , Serdar Yuksel

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

The method of monotonization of difference schemes is being considered in the paper. The method was earlier proposed by the author for stationary problems. It is investigated in the paper more profoundly. The idea of the method is to build…

Numerical Analysis · Computer Science 2014-03-13 Y. V. Troshchiev

We propose a one-to-many matching estimator of the average treatment effect based on propensity scores estimated by isotonic regression. This approach is predicated on the assumption of monotonicity in the propensity score function, a…

Econometrics · Economics 2025-01-27 Mengshan Xu , Taisuke Otsu

The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov