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  1. We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The derivatives and their continuity of the performance measures w.r.t. the parameters play important roles, for example, in numerical optimization of the performance measures, and quantification of the uncertainties in the performance measures when there are uncertainties in the parameters from the statistical estimation procedures. In this paper, we establish conditions that guarantee the smoothness of various types of intractable performance measures—such as the stationary and random horizon discounted performance measures—of general state space Markov chains and provide probabilistic representations for the derivatives.

    Funding: C.-H. Rhee is supported by the National Science Foundation [Grant CMMI-2146530].

     
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  2. Climate change is radically altering coral reef ecosystems, mainly through increasingly frequent and severe bleaching events. Yet, some reefs have exhibited higher thermal tolerance after bleaching severely the first time. To understand changes in thermal tolerance in the eastern tropical Pacific (ETP), we compiled four decades of temperature, coral cover, coral bleaching, and mortality data, including three mass bleaching events during the 1982 to 1983, 1997 to 1998 and 2015 to 2016 El Niño heatwaves. Higher heat resistance in later bleaching events was detected in the dominant framework-building genus, Pocillopora, while other coral taxa exhibited similar susceptibility across events. Genetic analyses of Pocillopora spp . colonies and their algal symbionts (2014 to 2016) revealed that one of two Pocillopora lineages present in the region ( Pocillopora “ type 1”) increased its association with thermotolerant algal symbionts ( Durusdinium glynnii ) during the 2015 to 2016 heat stress event. This lineage experienced lower bleaching and mortality compared with Pocillopora “type 3”, which did not acquire D. glynnii . Under projected thermal stress, ETP reefs may be able to preserve high coral cover through the 2060s or later, mainly composed of Pocillopora colonies that associate with D. glynnii . However, although the low-diversity, high-cover reefs of the ETP could illustrate a potential functional state for some future reefs, this state may only be temporary unless global greenhouse gas emissions and resultant global warming are curtailed. 
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  3. Botev, Z. ; Keller, A. ; Lemieux, C. ; Tuffin, B. (Ed.)
  4. We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a generalized empirical likelihood framework—based on distributional uncertainty sets constructed from nonparametric f-divergence balls—for Hadamard differentiable functionals, and in particular, stochastic optimization problems. As consequences of this theory, we provide a principled method for choosing the size of distributional uncertainty regions to provide one- and two-sided confidence intervals that achieve exact coverage. We also give an asymptotic expansion for our distributionally robust formulation, showing how robustification regularizes problems by their variance. Finally, we show that optimizers of the distributionally robust formulations we study enjoy (essentially) the same consistency properties as those in classical sample average approximations. Our general approach applies to quickly mixing stationary sequences, including geometrically ergodic Harris recurrent Markov chains. 
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  5. Suppose an online platform wants to compare a treatment and control policy (e.g., two different matching algorithms in a ridesharing system, or two different inventory management algorithms in an online retail site). Standard experimental approaches to this problem are biased (due to temporal interference between the policies), and not sample efficient. We study optimal experimental design for this setting. We view testing the two policies as the problem of estimating the steady state difference in reward between two unknown Markov chains (i.e., policies). We assume estimation of the steady state reward for each chain proceeds via nonparametric maximum likelihood, and search for consistent (i.e., asymptotically unbiased) experimental designs that are efficient (i.e., asymptotically minimum variance). Characterizing such designs is equivalent to a Markov decision problem with a minimum variance objective; such problems generally do not admit tractable solutions. Remarkably, in our setting, using a novel application of classical martingale analysis of Markov chains via Poisson's equation, we characterize efficient designs via a succinct convex optimization problem. We use this characterization to propose a consistent, efficient online experimental design that adaptively samples the two Markov chains. 
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  6. Abstract

    Throughout the Galápagos, differences in coral reef development and coral population dynamics were evaluated by monitoring populations from 2000–2019, and environmental parameters (sea temperatures, pH, NO3, PO43−) from 2015–19. The chief goal was to explain apparent coral community differences between the northern (Darwin and Wolf) and southern (Sta. Cruz, Fernandina, San Cristóbal, Española, Isabela) islands. Site coral species richness was highest at Darwin and Wolf. In the three most common coral taxa, a declining North (N)-South (S) trend in colony sizes existed forPorites lobataandPocilloporaspp., but not forPavona  spp. Frequent coral recruitment was observed in all areas. Algal competition was highest at Darwin, but competition by bioeroding sea urchins and burrowing fauna (polychaete worms, bivalve mollusks) increased from N to S with declining coral skeletal density. A biophysical model suggested strong connectivity among southern islands with weaker connectivity to Wolf and even less to Darwin. Also, strong connectivity was observed between Darwin and Wolf, but from there only intermittently to the south. From prevailing ocean current trajectories, coral larvae from Darwin and Wolf drift primarily towards Malpelo and Cocos Islands, some reaching Costa Rica and Colombia. Mean temperature, pH, and PO43−declined from N to S. Strong thermocline shoaling, especially in the warm season, was observed at most sites. A single environmental factor could not explain the variability in observed coral community characteristics, with minimum temperature, pH and nutrient levels the strongest determinants. Thus, complex environmental determinants combined with larval connectivity patterns may explain why the northern Galápagos Islands (Darwin, Wolf) have higher coral richness and cover and also recover more rapidly than central/southern islands after region-wide disturbances. These northern islands are therefore potentially of critical conservation importance as important reservoirs of regional coral biodiversity and source of larvae.

     
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