The Annals of Statistics, Vol. 39, No. 6 (December 2011), pp. 3262-3289 (28 pages) Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature.

We consider discounted Markov decision processes (MDPs) with countably-infinite state spaces, finite action spaces, and unbounded rewards. Typical examples of such MDPs are inventory management and ...

In cancer parlance, metastasize is a four-letter word. Metastasis is when cancer cells break off of the primary tumor to surf the bloodstream and set up shop in new organs and body areas. Thankfully, ...

At its core, a Markov chain is a model for predicting the next event in a sequence based only on its state. It possesses ...

Mathematics often seems like an abstract concept, but its applications can have profound impacts on the world around us. From predicting the next word in a sentence to understanding how Google’s ...

Dr. Rosenbluth, who received her physics Ph.D. at 21, helped create an algorithm that has become a foundation of understanding huge quantities of data. She died of complications of the coronavirus. By ...