538 citations
- University of EdinburghGB577 papers
- Heriot-Watt UniversityGB436 papers
- Pennsylvania State UniversityUS35 papers
- University of CambridgeGB31 papers
- Centre National de la Recherche ScientifiqueFR30 papers
- University of SurreyGB30 papers
- Imperial College LondonGB24 papers
- KTH Royal Institute of TechnologySE22 papers
- University of OxfordGB21 papers
- Leibniz University HannoverDE20 papers
- Charles UniversityCZ19 papers
- ETH ZurichCH14 papers
37 papers · 1 filter
Chaos propagation in genetic algorithms: An optimal transport approach
Giacomo Borghi
Genetic algorithms are high-level heuristic optimization methods which enjoy great popularity thanks to their intuitive description, flexibility, and, of course, effectiveness. The…
On the instability of local learning algorithms: Q-learning can fail in infinite state spaces
Urtzi Ayesta, Sergey Foss, Matthieu Jonckheere +1
We investigate the challenges of applying model-free reinforcement learning algorithms, like online Q-learning, to infinite state space Markov Decision Processes (MDPs). We first i…
Biasing with an independent increment: Gaussian approximations and proximity of Poisson mixtures
Fraser Daly
By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with…
Poisson and Gaussian approximations of the power divergence family of statistics
Fraser Daly
Consider the family of power divergence statistics based on trials, each leading to one of possible outcomes. This includes the log-likelihood ratio and Pearson's statistic…
Piecewise deterministic sampling with splitting schemes
Andrea Bertazzi, Paul Dobson, Pierre Monmarché
We introduce Markov chain Monte Carlo (MCMC) algorithms based on numerical approximations of piecewise-deterministic Markov processes obtained with the framework of splitting schem…
On Stein's method for stochastically monotone single-birth chains
Fraser Daly
We discuss Stein's method for approximation by the stationary distribution of a single-birth Markov chain, in conjunction with stochastic monotonicity and similar assumptions. We u…