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This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

最优化与控制 · 数学 2022-11-15 Killian Wood , Emiliano Dall'Anese

In "Recognizing the Maximum of a Sequence", Gilbert and Mosteller analyze a full information game where n measurements from an uniform distribution are drawn and a player (knowing n) must decide at each draw whether or not to choose that…

概率论 · 数学 2018-05-30 Marcos Costa Santos Carreira

We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…

概率论 · 数学 2007-05-23 Michael Mayer , Ilya Molchanov

The dispersion of a point set in $[0,1]^d$ is the volume of the largest axis parallel box inside the unit cube that does not intersect with the point set. We study the expected dispersion with respect to a random set of $n$ points…

概率论 · 数学 2020-03-27 Aicke Hinrichs , David Krieg , Robert J. Kunsch , Daniel Rudolf

We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…

统计理论 · 数学 2021-02-17 A. Amiri , S Dachian

Consider an optimization problem with $n$ binary variables and $d+1$ linear objective functions. Each valid solution $x \in \{0,1\}^n$ gives rise to an objective vector in $\R^{d+1}$, and one often wants to enumerate the Pareto optima among…

数据结构与算法 · 计算机科学 2010-11-11 Ankur Moitra , Ryan O'Donnell

We study here a standard next-nearest-neighbor (NNN) model of ballistic growth on one- and two-dimensional substrates focusing our analysis on the probability distribution function $P(M,L)$ of the number $M$ of maximal points (i.e., local…

统计力学 · 物理学 2007-05-23 F. Hivert , S. Nechaev , G. Oshanin , O. Vasilyev

Since its introduction, the skew-$t$ distribution has received much attention in the literature both for the study of theoretical properties and as a model for data fitting in empirical work. A major motivation for this interest is the high…

统计计算 · 统计学 2019-07-25 Adelchi Azzalini , Mahdi Salehi

In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to another. Without the need to know the number…

统计理论 · 数学 2014-05-29 Changliang Zou , Guosheng Yin , Long Feng , Zhaojun Wang

We prove $L^p$ boundedness results, $p > 2$, for local maximal averaging operators over a smooth 2D hypersurface $S$ with either a $C^1$ density function or a density function with a singularity that grows as $|(x,y)|^{-\beta}$ for $\beta <…

经典分析与常微分方程 · 数学 2018-10-24 Michael Greenblatt

Paired estimation of change in parameters of interest over a population plays a central role in several application domains including those in the social sciences, epidemiology, medicine and biology. In these domains, the size of the…

机器学习 · 计算机科学 2019-12-02 Ramya Korlakai Vinayak , Weihao Kong , Sham M. Kakade

Computing the coordinate-wise maxima of a planar point set is a classic and well-studied problem in computational geometry. We give an algorithm for this problem in the \emph{self-improving setting}. We have $n$ (unknown) independent…

计算几何 · 计算机科学 2014-04-29 Kenneth L. Clarkson , Wolfgang Mulzer , C. Seshadhri

We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

统计理论 · 数学 2020-06-26 Oscar Hernan Madrid Padilla , Yi Yu , Daren Wang , Alessandro Rinaldo

We consider approximation of diameter of a set $S$ of $n$ points in dimension $m$. E$\tilde{g}$ecio$\tilde{g}$lu and Kalantari \cite{kal} have shown that given any $p \in S$, by computing its farthest in $S$, say $q$, and in turn the…

计算几何 · 计算机科学 2014-10-09 Sharareh Alipour , Bahman Kalantari , Hamid Homapour

The time-optimal technique of spatial localization of the random pulsed-point source that has the uniform distribution density on search interval and indicating itself by generation of the instant impulses (delta functions) at random time…

信号处理 · 电气工程与系统科学 2017-11-07 Aleksander Reznik , Aleksander Soloview , Andrey Torgov

The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the…

统计方法学 · 统计学 2016-09-22 Ivan Kojadinovic , Philippe Naveau

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

最优化与控制 · 数学 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson

In this paper we prove maximal regularity estimates in "square function spaces" which are commonly used in harmonic analysis, spectral theory, and stochastic analysis. In particular, they lead to a new class of maximal regularity results…

泛函分析 · 数学 2014-11-05 Jan van Neerven , Mark Veraar , Lutz Weis

Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…

等离子体物理 · 物理学 2013-05-30 O. E. Garcia

This paper reconsiders the problem of calculating the expected set of probabilities <p_i>, given the observed set of items {m_i}, that are distributed among n bins with an (unknown) set of probabilities {p_i} for being placed in the ith…

统计理论 · 数学 2013-05-06 Anthony J Webster
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