- What's So Hard about the Monty Hall Problem?
2024/05/01 by Alvarado, Rafael C. · 1 citation
#60 #FOS: Computer and information sciences #G.3 #Other Statistics (stat.OT)
- Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games
2024/04/17 by Cohen, Asaf, Zell, Ethan · 1 citation
#49 #60 #90 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- The Nonlocal Stefan Problem via a Martingale Transport
2023/10/07 by Chu, Raymond, Kim, Inwon, Kim, Young-Heon +1 · 1 citation
#35 #49 #60 #80 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Mutual information for the sparse stochastic block model
2022/09/09 by Dominguez, Tomas, Mourrat, Jean-Christophe · 2 citations
#60 #Disordered Systems and Neural Networks (cond-mat.dis-nn) #FOS: Mathematics #FOS: Physical sciences #Probability (math.PR)
- The Small-Noise Limit of the Most Likely Element is the Most Likely Element in the Small-Noise Limit
2022/09/09 by Zachary Selk, Selk, Zachary, Harsha Honnappa +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · #60 #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Backward and Forward Wasserstein Projections in Stochastic Order
2021/10/10 by Kim, Young-Heon, Ruan, Yuan Long · 4 citations
#60 #FOS: Mathematics #Primary 49 #Probability (math.PR) #secondary 52
- The Stefan problem and free targets of optimal Brownian martingale transport
2021/10/08 by Kim, Inwon C., Kim, Young-Heon · 1 citation
#35 #49 #60 #80 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- A Latent Variational Framework for Stochastic Optimization
2019/05/05 by Casgrain, Philippe · 1 citation
#49 #60 #65C30 #65C60 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #G.1.6 #G.3 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Probability (math.PR)
- Random weighted averages, partition structures and generalized arcsine laws
2018/04/21 by Jim Pitman, Pitman, Jim · 2 citations
Computer Science · Mathematics · #60 #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Statistical Distribution Estimation and Applications #Stochastic processes and statistical mechanics
- Gaussian Elimination with Randomized Complete Pivoting
2015/11/26 by Melgaard, Christopher, Gu, Ming · 2 citations
#60 #65 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA)
- Long Term Optimal Investment in Matrix Valued Factor Models
2014/08/29 by Robertson, Scott, Xing, Hao · 1 citation
#60 #91 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Gibbs/Metropolis algorithms on a convex polytope
2011/04/05 by Persi Diaconis, Gilles Lebeau, Diaconis, Persi +3 · 1 citation
Computer Science · Mathematics · #36P #60 #Bayesian Methods and Mixture Models #FOS: Mathematics #Machine Learning and Algorithms #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Spectral Theory (math.SP)
- New and improved Johnson-Lindenstrauss embeddings via the Restricted Isometry Property
2010/09/03 by Krahmer, Felix, Ward, Rachel · 2 citations
#41 #60 #65 #94 #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Numerical Analysis (math.NA) #Probability (math.PR)