Bandits with knapsacks (BwK) is an influential model of sequential decision-making under uncertainty that incorporates resource consumption constraints. In each round, the decision-maker observes an outcome consisting of a reward and a vector of nonnegative resource consumptions, and the budget of each resource is decremented by its consumption. In this paper we introduce a natural generalization of the stochastic BwK problem that allows non-monotonic resource utilization. In each round, the decision-maker observes an outcome consisting of a reward and a vector of resource drifts that can be positive, negative or zero, and the budget of each resource is incremented by its drift. Our main result is a Markov decision process (MDP) policy that has constant regret against a linear programming (LP) relaxation when the decision-maker knows the true outcome distributions.

The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning algorithm for CT-HMM restricts its use to very small models or requires unrealistic constraints on the state transitions. In this paper, we present the first complete characterization of efficient EM-based learning methods for CT-HMM models. We demonstrate that the learning problem consists of two challenges: the estimation of posterior state probabilities and the computation of end-state conditioned statistics. We solve the first challenge by reformulating the estimation problem in terms of an equivalent discrete time-inhomogeneous hidden Markov model.

In congestion games, selfish users behave myopically to crowd to the shortest paths, and the social planner designs mechanisms to regulate such selfish routing through information or payment incentives. However, such mechanism design requires the knowledge of time-varying traffic conditions and it is the users themselves to learn and report past road experiences to the social planner (e.g., Waze or Google Maps). When congestion games meet mobile crowdsourcing, it is critical to incentivize selfish users to explore non-shortest paths in the best exploitation-exploration trade-off. First, we consider a simple but fundamental parallel routing network with one deterministic path and multiple stochastic paths for users with an average arrival probability $\lambda$. We prove that the current myopic routing policy (widely used in Waze and Google Maps) misses both exploration (when strong hazard belief) and exploitation (when weak hazard belief) as compared to the social optimum. Due to the myopic policy's under-exploration, we prove that the caused price of anarchy (PoA) is larger than \(\frac{1}{1-\rho^{\frac{1}{\lambda}}}\), which can be arbitrarily large as discount factor \(\rho\rightarrow1\). To mitigate such huge efficiency loss, we propose a novel selective information disclosure (SID) mechanism: we only reveal the latest traffic information to users when they intend to over-explore stochastic paths upon arrival, while hiding such information when they want to under-explore. We prove that our mechanism successfully reduces PoA to be less than~\(2\). Besides the parallel routing network, we further extend our mechanism and PoA results to any linear path graphs with multiple intermediate nodes.

In this paper, we present a methodology for the development of embodied conversational agents for social virtual worlds. The agents provide multimodal communication with their users in which speech interaction is included. Our proposal combines different techniques related to Artificial Intelligence, Natural Language Processing, Affective Computing, and User Modeling. Firstly, the developed conversational agents. A statistical methodology has been developed to model the system conversational behavior, which is learned from an initial corpus and improved with the knowledge acquired from the successive interactions. In addition, the selection of the next system response is adapted considering information stored into users profiles and also the emotional contents detected in the users utterances. Our proposal has been evaluated with the successful development of an embodied conversational agent which has been placed in the Second Life social virtual world. The avatar includes the different models and interacts with the users who inhabit the virtual world in order to provide academic information. The experimental results show that the agents conversational behavior adapts successfully to the specific characteristics of users interacting in such environments.

This paper addresses a critical challenge in the high-speed passenger railway industry: designing effective dynamic pricing strategies in the context of competing and cooperating operators. To address this, a multi-agent reinforcement learning (MARL) framework based on a non-zero-sum Markov game is proposed, incorporating random utility models to capture passenger decision making. Unlike prior studies in areas such as energy, airlines, and mobile networks, dynamic pricing for railway systems using deep reinforcement learning has received limited attention. A key contribution of this paper is a parametrisable and versatile reinforcement learning simulator designed to model a variety of railway network configurations and demand patterns while enabling realistic, microscopic modelling of user behaviour, called RailPricing-RL. This environment supports the proposed MARL framework, which models heterogeneous agents competing to maximise individual profits while fostering cooperative behaviour to synchronise connecting services. Experimental results validate the framework, demonstrating how user preferences affect MARL performance and how pricing policies influence passenger choices, utility, and overall system dynamics. This study provides a foundation for advancing dynamic pricing strategies in railway systems, aligning profitability with system-wide efficiency, and supporting future research on optimising pricing policies.

The effective design of patrol strategies is a difficult and complex problem, especially in medium and large areas. The objective is to plan, in a coordinated manner, the optimal routes for a set of patrols in a given area, in order to achieve maximum coverage of the area, while also trying to minimize the number of patrols. In this paper, we propose a multi-agent reinforcement learning (MARL) model, based on a decentralized partially observable Markov decision process, to plan unpredictable patrol routes within an urban environment represented as an undirected graph. The model attempts to maximize a target function that characterizes the environment within a given time frame. Our model has been tested to optimize police patrol routes in three medium-sized districts of the city of Malaga. The aim was to maximize surveillance coverage of the most crime-prone areas, based on actual crime data in the city. To address this problem, several MARL algorithms have been studied, and among these the Value Decomposition Proximal Policy Optimization (VDPPO) algorithm exhibited the best performance. We also introduce a novel metric, the coverage index, for the evaluation of the coverage performance of the routes generated by our model. This metric is inspired by the predictive accuracy index (PAI), which is commonly used in criminology to detect hotspots. Using this metric, we have evaluated the model under various scenarios in which the number of agents (or patrols), their starting positions, and the level of information they can observe in the environment have been modified. Results show that the coordinated routes generated by our model achieve a coverage of more than $90\%$ of the $3\%$ of graph nodes with the highest crime incidence, and $65\%$ for $20\%$ of these nodes; $3\%$ and $20\%$ represent the coverage standards for police resource allocation.

The study of Markov processes and broadcasting on trees has deep connections to a variety of areas including statistical physics, graphical models, phylogenetic reconstruction, Markov Chain Monte Carlo, and community detection in random graphs. Notably, the celebrated Belief Propagation (BP) algorithm achieves Bayes-optimal performance for the reconstruction problem of predicting the value of the Markov process at the root of the tree from its values at the leaves.Recently, the analysis of low-degree polynomials has emerged as a valuable tool for predicting computational-to-statistical gaps. In this work, we investigate the performance of low-degree polynomials for the reconstruction problem on trees. Perhaps surprisingly, we show that there are simple tree models with N leaves and bounded arity where (1) nontrivial reconstruction of the root value is possible with a simple polynomial time algorithm and with robustness to noise, but not with any polynomial of degree N {c} for c 0 a constant depending only on the arity, and (2) when the tree is unknown and given multiple samples with correlated root assignments, nontrivial reconstruction of the root value is possible with a simple Statistical Query algorithm but not with any polynomial of degree N c . These results clarify some of the limitations of low-degree polynomials vs. polynomial time algorithms for Bayesian estimation problems.

Bayesian networks are a popular representation of asymmetric (for example causal) relationships between random variables. Markov random fields (MRFs) are a complementary model of symmetric relationships used in computer vision, spatial modeling, and social and gene expression networks. A chain graph model under the Lauritzen-Wermuth-Frydenberg interpretation (hereafter a chain graph model) generalizes both Bayesian networks and MRFs, and can represent asymmetric and symmetric relationships together.As in other graphical models, the set of marginals from distributions in a chain graph model induced by the presence of hidden variables forms a complex model. One recent approach to the study of marginal graphical models is to consider a well-behaved supermodel. Such a supermodel of marginals of Bayesian networks, defined only by conditional independences, and termed the ordinary Markov model, was studied at length in (Evans and Richardson, 2014).In this paper, we show that special mixed graphs which we call segregated graphs can be associated, via a Markov property, with supermodels of a marginal of chain graphs defined only by conditional independences.

Pretrained language models have achieved state-of-the-art performance when adapted to a downstream NLP task. However, theoretical analysis of these models is scarce and challenging since the pretraining and downstream tasks can be very different. We propose an analysis framework that links the pretraining and downstream tasks with an underlying latent variable generative model of text -- the downstream classifier must recover a function of the posterior distribution over the latent variables. We analyze head tuning (learning a classifier on top of the frozen pretrained model) and prompt tuning in this setting. The generative model in our analysis is either a Hidden Markov Model (HMM) or an HMM augmented with a latent memory component, motivated by long-term dependencies in natural language.

Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with computational efficiency. In practice, decision-makers often face the dual tasks of optimization and statistical inference for the optimal performance, in order to achieve it with a high reliability. Our goal is to address the dual tasks in an online fashion. Wu et al (2022) [arXiv preprint: 2210.06737] point out that the sample average of performance estimates generated by the optimization algorithm needs not to admit a central limit theorem. We propose an algorithm that not only tackles this issue, but also provides an online consistent estimator for the variance of the performance. Furthermore, we characterize the convergence rate of the coverage probabilities of the asymptotic confidence intervals.