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This paper studies how improved monitoring affects the limit equilibrium payoff set for stochastic games with imperfect public monitoring. We introduce a simple generalization of Blackwell garbling called weighted garbling in order to…

理论经济学 · 经济学 2025-11-11 Daehyun Kim , Ichiro Obara

Partial Observability -- where agents can only observe partial information about the true underlying state of the system -- is ubiquitous in real-world applications of Reinforcement Learning (RL). Theoretically, learning a near-optimal…

机器学习 · 计算机科学 2022-12-19 Fan Chen , Yu Bai , Song Mei

We present a method to overapproximate forward stochastic reach sets of discrete-time, stochastic nonlinear systems with interval geometry. This is made possible by extending the theory of mixed-monotone systems to incorporate stochastic…

系统与控制 · 电气工程与系统科学 2024-12-05 Vignesh Sivaramakrishnan , Rosalyn A. Devonport , Murat Arcak , Meeko M. K. Oishi

For a product of i.i.d. random maps or a memoryless stochastic flow on a compact space $X$, we find conditions under which the presence of locally asymptotically stable trajectories (e.g. as given by negative Lyapunov exponents) implies…

动力系统 · 数学 2015-02-26 Julian Newman

Stochastic orders are very useful tool to compare the lifetimes of two coherent systems. We show that, under certain conditions, a coherent system of used components performs better (worse) than a used coherent system with respect to…

应用统计 · 统计学 2016-01-20 Nil Kamal Hazra , Asok K. Nanda

We present a graduate course on ideal measurements, analyzed as dynamical processes of interaction between the tested system S and an apparatus A, described by quantum statistical mechanics. The apparatus A=M+B involves a macroscopic…

量子物理 · 物理学 2024-06-03 Armen E. Allahverdyan , Roger Balian , Theo M. Nieuwenhuizen

We show that the synchronized states of two systems of identical chaotic maps subject to either, a common drive that acts with a probability p in time or to the same drive acting on a fraction p of the maps, are similar. The synchronization…

混沌动力学 · 物理学 2015-05-13 O. Alvarez-Llamoza , M. G. Cosenza

Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…

统计方法学 · 统计学 2026-03-10 Tommaso Lando , Paulo Eduardo Oliveira

The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of consistency, and show that simple consistent algorithms exist,…

机器学习 · 计算机科学 2013-05-01 Daniil Ryabko

The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of consistency, and show that simple consistent algorithms exist,…

机器学习 · 计算机科学 2010-05-31 Daniil Ryabko

Simpson's paradox and collapsibility are two closely related concepts in the context of data analysis. While the knowledge about the occurrence of Simpson's paradox helps a statistician to draw correct and meaningful conclusions, the…

统计理论 · 数学 2014-08-19 P. Vellaisamy

The problem of non-iterative one-shot and non-destructive correction of unavoidable mistakes arises in all Artificial Intelligence applications in the real world. Its solution requires robust separation of samples with errors from samples…

机器学习 · 计算机科学 2017-09-05 A. N. Gorban , I. Y. Tyukin

Consider the planar linear switched system $\dot x(t)=u(t)Ax(t)+(1-u(t))Bx(t),$ where $A$ and $B$ are two $2\times2$ real matrices, $x \in \R^2$, and $u(.):[0,\infty[\to\{0,1\}$ is a measurable function. In this paper we consider the…

最优化与控制 · 数学 2007-05-23 Moussa Balde , Ugo Boscain

We study the compatibility of measurements on finite-dimensional compact convex state space in the framework of general probabilistic theory. Our main emphasis is on formulation of necessary and sufficient conditions for two-outcome…

量子物理 · 物理学 2016-10-26 Martin Plávala

In this paper, we focus on discrete-time stochastic systems modelled by nonlinear stochastic difference equations and propose robust abstractions for verifying probabilistic linear temporal specifications. The current literature focuses on…

概率论 · 数学 2022-05-05 Yiming Meng , Jun Liu

While Kolmogorov complexity is the accepted absolute measure of information content of an individual finite object, a similarly absolute notion is needed for the relation between an individual data sample and an individual model summarizing…

统计理论 · 数学 2007-07-16 Peter Gacs , John Tromp , Paul Vitanyi

Intercurrent events, common in clinical trials and observational studies, affect the existence or interpretation of final outcomes. Principal stratification addresses this challenge by defining local average treatment effect estimands…

统计方法学 · 统计学 2025-09-22 Jiaqi Tong , Brennan Kahan , Michael O. Harhay , Fan Li

When an experimentalist measures a time series of qubits, the outcomes generate a classical stochastic process. We show that measurement induces high complexity in these processes in two specific senses: they are inherently unpredictable…

量子物理 · 物理学 2020-10-14 Ariadna E. Venegas-Li , Alexandra M. Jurgens , James P. Crutchfield

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

动力系统 · 数学 2026-04-10 Haoyang Ji

In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…

经典分析与常微分方程 · 数学 2021-06-02 Benoît Kloeckner
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