相关论文: Sticky coupling as a control variate for sensitivi…

In this paper, we propose a price staleness factor model that accounts for pervasive market friction across assets and incorporates relevant covariates. Using large-panel high-frequency data, we derive the maximum likelihood estimators of…

Synaptic plasticity is a key component of neuronal dynamics, describing the process by which the connections between neurons change in response to experiences. In this study, we extend a network model of $\theta$-neuron oscillators to…

This paper studies the variance dichotomy in continuous simulation optimization (CSO). Existing literature shows a sharp contrast between deterministic CSO and stochastic CSO, with convergence rates in stochastic settings appearing…

In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients of a stochastic McKean-Vlasov equation and for the associated system of interacting particles. The analysis is provided in a general…

We study the relationship between microscopic structure and viscosity in non-Brownian suspensions. We argue that the formation and opening of contacts between particles in flow effectively leads to a negative selection of the contacts…

Many practical samplers rely on time-dependent drifts -- often induced by annealing or tempering schedules -- to improve exploration and stability. This motivates a unified non-asymptotic analysis of the corresponding Langevin diffusions…

This paper develops an adaptive tracking controller for a class of nonlinear systems with parametric uncertainty subject to state constraints. The system is characterized by a strict-feedback structure with unknown parameters entering both…

Symbiotic control synergistically integrates fixed-gain control and adaptive learning architectures to mitigate system uncertainties more predictably than adaptive learning alone and without requiring prior knowledge of uncertainty bounds…

Test-time adaptation (TTA) aims to adapt a pretrained model to distribution shifts using only unlabeled test data. While promising, existing methods like Tent suffer from instability and can catastrophically forget the source knowledge,…

We consider random walk among iid, uniformly elliptic conductances on $\mathbb Z^d$, and prove the Einstein relation (see Theorem 1). It says that the derivative of the velocity of a biased walk as a function of the bias equals the…

Based on discrete observations, we develop a test to infer if the volatility function $\sigma(\cdot)$ within the nonparametric Gaussian white noise model $dY_t = \sigma(t)dW_t$ is constant. The testing procedure is shown to be…

We study contractions of Markov chains on general metric spaces with respect to some carefully designed distance-like functions, which are comparable to the total variation and the standard $L^p$-Wasserstein distances for $p \ge 1$. We…

We analyze a simple macroeconomic model where rational inflation expectations is replaced by a boundedly rational, and genuinely sticky, response to changes in the actual inflation rate. The stickiness is introduced in a novel way using a…

Drift diffusion models (DDMs) have found widespread use in computational neuroscience and other fields. They model evidence accumulation in simple decision tasks as a stochastic process drifting towards a decision barrier. In models where…

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

We study discrete time linear constrained switching systems with additive disturbances, in which the switching may be on the system matrices, the disturbance sets, the state constraint sets or a combination of the above. In our general…

In this paper, a variable gain super-twisting algorithm based on a barrier function is proposed for a class of first order disturbed systems with uncertain control coefficient and whose disturbances derivatives are bounded but they are…

For the LISA mission, Tilt-To-Length (TTL) coupling is expected to be one of the dominant instrumental noise contributions after laser frequency noise is suppressed based, on assumptions on the size of the coupling and angular jitter…

We study a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift. The drift coefficient is assumed to decompose as $b(t,x,a)=b_1(t,x)+b_2(x)b_3(t,a)$, where $b_1$ is bounded and…

This paper deals with the exponential stability of a drilling pipe controlled by a PI controller. The model used leads to a coupled ODE / PDE and is consequently of infinite dimension. Using recent advances in time-delay systems, we derive…