Related papers: Best Choice from the Planar Poisson Process
We study the polynomial optimization problem of minimizing a multihomogeneous polynomial over the product of spheres. This polynomial optimization problem models the tensor optimization problem of finding the best rank one approximation of…
We address combinatorial problems that can be formulated as minimization of a partially separable function of discrete variables (energy minimization in graphical models, weighted constraint satisfaction, pseudo-Boolean optimization, 0-1…
This paper introduces a new class of optimal switching problems, where the player is allowed to switch at a sequence of exogenous Poisson arrival times, and the underlying switching system is governed by an infinite horizon backward…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…
We study an optimal process control problem with multiple assignable causes. The process is initially in-control but is subject to random transition to one of multiple out-of-control states due to assignable causes. The objective is to find…
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…
We study boundary value problems for bounded uniform domains in $\mathbb{R}^n$, $n\geq 2$, with non-Lipschitz (and possibly fractal) boundaries. We prove Poincar\'e inequalities with trace terms and uniform constants for uniform…
We explore intertemporal preferences that are recursive and account for local intertemporal substitution. First, we establish a rigorous foundation for these preferences and analyze their properties. Next, we examine the associated optimal…
We study the sequence alignment problem and its independent version, the discrete Hammersley process with an exploration penalty. We obtain rigorous upper bounds for the number of optimality regions in both models near the soft edge. At…
The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal…
In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample number given that Bayesian risk due to incorrect decision does…
Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…
We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…
Consider two independent Poisson point processes of unit intensity in the Euclidean space of dimension $d$ at least 3. We construct a perfect matching between the two point sets that is a factor (i.e., an equivariant measurable function of…
Poisson processes and one-dimensional Poisson point processes satisfy three main properties: superposition, thinning, and conditioning. The proof of the first two relies on basic estimates involving the Poisson distribution that are also…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
We consider homogenization problems in the framework of deterministic optimal control when the dynamics and running costs are completely different in two (or more) complementary domains of the space $\R^N$. For such optimal control…
We introduce the problem of Poisson sampling over joins: compute a sample of the result of a join query by conceptually performing a Bernoulli trial for each join tuple, using a non-uniform and tuple-specific probability. We propose an…
In this paper, we consider sequences of polynomials that satisfy differential--difference recurrences. Our interest is motivated by the fact that polynomials satisfying such recurrences frequently appear as generating polynomials of integer…
We consider a stationary Poisson hyperplane process with given directional distribution and intensity in $d$-dimensional Euclidean space. Generalizing the zero cell of such a process, we fix a convex body $K$ and consider the intersection…