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There is a wide variety of models in which the dimension of the parameter space is unknown. For example, in factor analysis the number of latent factors is typically not known and has to be inferred from the observed data. Although…
In several applications of the stochastic multi-armed bandit problem, the traditional objective of maximizing the expected total reward can be inappropriate. In this paper, motivated by certain operational concerns in online platforms, we…
Materials that behave like machines, e.g. functional materials that are able to change shape in response to external stimuli (Bhattacharya and James, 2005), often do so by exploiting phase transitions. Shape memory materials and the tail…
When considering the minimization of a quadratic or strongly convex function, it is well known that first-order methods involving an inertial term weighted by a constant-in-time parameter are particularly efficient (see Polyak [32],…
We employ an evolutionary algorithm to investigate the optimal design of composite protectors using one-dimensional granular chains composed of beads of various sizes, masses, and stiffnesses. We define a fitness function using the maximum…
In their seminal paper that initiated the field of algorithmic mechanism design, \citet{NR99} studied the problem of designing strategyproof mechanisms for scheduling jobs on unrelated machines aiming to minimize the makespan. They provided…
We have studied the reconstruction of supersymmetric theories at high scales by evolving the fundamental parameters from the electroweak scale upwards. Universal minimal supergravity and gauge mediated supersymmetry breaking have been taken…
Security risk management can be applied on well-defined or existing systems; in this case, the objective is to identify existing vulnerabilities, assess the risks and provide for the adequate countermeasures. Security risk management can…
Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a…
The problem of detecting the presence of a signal that can lead to a disaster is studied. A decision-maker collects data sequentially over time. At some point in time, called the change point, the distribution of data changes. This change…
Accuracy of throwing in games and sports is governed by how errors at projectile release are propagated by flight dynamics. To address the question of what governs the choice of throwing strategy, we use a simple model of throwing with an…
Simple models of clarinet instruments based on iterated maps have been used in the past to successfully estimate the threshold of oscillation of this instrument as a function of a constant blowing pressure. However, when the blowing…
We investigate numerically the finite-size scaling properties of the domain wall energies in the three-dimensional gauge glass model. From the analysis of results obtained for systems of linear sizes $3\le L\le 8$ we conclude that the…
We first derive a general integral-turnpike property around a set for infinite-dimensional non-autonomous optimal control problems with any possible terminal state constraints, under some appropriate assumptions. Roughly speaking, the…
The ideas of model averaging are used to find weights in peak-over-threshold problems using a possible range of thresholds. A range of the largest observations are chosen and considered as possible thresholds, each time performing…
Recent large eddy simulations have led to improved parameterizations of the effective roughness height of wind farms. This effective roughness height can be used to predict the wind velocity at hub-height as function of the geometric mean…
In a fixed time horizon, appropriately executing a large amount of a particular asset -- meaning a considerable portion of the volume traded within this frame -- is challenging. Especially for illiquid or even highly liquid but also highly…
The Carnot cycle is a prototype of ideal heat engine to draw mechanical energy from the heat flux between two thermal baths with the maximum efficiency, dubbed as the Carnot efficiency $\eta_{\mathrm{C}}$. Such efficiency can only be…
Cross-flow turbines harness kinetic energy in wind or moving water. Due to their unsteady fluid dynamics, it can be difficult to predict the interplay between aspects of rotor geometry and turbine performance. This study considers the…
Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and…