{"id":"https://openalex.org/W7134237756","doi":"https://doi.org/10.48550/arxiv.2603.05559","title":"Autocorrelation effects in a stochastic-process model for solving two-armed bandit problems","display_name":"Autocorrelation effects in a stochastic-process model for solving two-armed bandit problems","publication_year":2026,"publication_date":"2026-03-05","ids":{"openalex":"https://openalex.org/W7134237756","doi":"https://doi.org/10.48550/arxiv.2603.05559"},"language":null,"primary_location":{"id":"pmh:doi:10.48550/arxiv.2603.05559","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},"type":"article","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":null,"any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5011553646","display_name":"Tomoki Yamagami","orcid":"https://orcid.org/0000-0003-3003-1935"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yamagami, Tomoki","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056390537","display_name":"Mikio Hasegawa","orcid":"https://orcid.org/0000-0001-5638-8022"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Hasegawa, Mikio","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037104196","display_name":"Takatomo Mihana","orcid":"https://orcid.org/0000-0002-4390-710X"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Mihana, Takatomo","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5006017403","display_name":"Ryoichi Horisaki","orcid":"https://orcid.org/0000-0002-2280-5921"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Horisaki, Ryoichi","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5128566212","display_name":"Atsushi Uchida","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Uchida, Atsushi","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.27926266,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12611","display_name":"Neural Networks and Reservoir Computing","score":0.6906999945640564,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12611","display_name":"Neural Networks and Reservoir Computing","score":0.6906999945640564,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.06270000338554382,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11513","display_name":"stochastic dynamics and bifurcation","score":0.0203000009059906,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autocorrelation","display_name":"Autocorrelation","score":0.9508000016212463},{"id":"https://openalex.org/keywords/chaotic","display_name":"Chaotic","score":0.6363999843597412},{"id":"https://openalex.org/keywords/autocorrelation-technique","display_name":"Autocorrelation technique","score":0.5740000009536743},{"id":"https://openalex.org/keywords/waveform","display_name":"Waveform","score":0.5338000059127808},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5044999718666077},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.4510999917984009},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.44040000438690186},{"id":"https://openalex.org/keywords/decorrelation","display_name":"Decorrelation","score":0.4124999940395355},{"id":"https://openalex.org/keywords/signal","display_name":"SIGNAL (programming language)","score":0.4004000127315521}],"concepts":[{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.9508000016212463},{"id":"https://openalex.org/C2777052490","wikidata":"https://www.wikidata.org/wiki/Q5072826","display_name":"Chaotic","level":2,"score":0.6363999843597412},{"id":"https://openalex.org/C183223151","wikidata":"https://www.wikidata.org/wiki/Q4826228","display_name":"Autocorrelation technique","level":3,"score":0.5740000009536743},{"id":"https://openalex.org/C197424946","wikidata":"https://www.wikidata.org/wiki/Q1165717","display_name":"Waveform","level":3,"score":0.5338000059127808},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5044999718666077},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4738999903202057},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4510999917984009},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.44780001044273376},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.44040000438690186},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4309999942779541},{"id":"https://openalex.org/C177860922","wikidata":"https://www.wikidata.org/wiki/Q788608","display_name":"Decorrelation","level":2,"score":0.4124999940395355},{"id":"https://openalex.org/C2779843651","wikidata":"https://www.wikidata.org/wiki/Q7390335","display_name":"SIGNAL (programming language)","level":2,"score":0.4004000127315521},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.4000999927520752},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.39010000228881836},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.37630000710487366},{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.3734999895095825},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.35179999470710754},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.3481000065803528},{"id":"https://openalex.org/C13944312","wikidata":"https://www.wikidata.org/wiki/Q7512748","display_name":"Signal-to-noise ratio (imaging)","level":2,"score":0.32339999079704285},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3206000030040741},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3133000135421753},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3122999966144562},{"id":"https://openalex.org/C117220453","wikidata":"https://www.wikidata.org/wiki/Q5172842","display_name":"Correlation","level":2,"score":0.304500013589859},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.29440000653266907},{"id":"https://openalex.org/C137270730","wikidata":"https://www.wikidata.org/wiki/Q120811","display_name":"Detection theory","level":3,"score":0.28049999475479126},{"id":"https://openalex.org/C104267543","wikidata":"https://www.wikidata.org/wiki/Q208163","display_name":"Signal processing","level":3,"score":0.2777999937534332},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.27639999985694885},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.27090001106262207},{"id":"https://openalex.org/C155380588","wikidata":"https://www.wikidata.org/wiki/Q1088984","display_name":"Moving-average model","level":4,"score":0.26089999079704285},{"id":"https://openalex.org/C28901747","wikidata":"https://www.wikidata.org/wiki/Q177571","display_name":"Decision theory","level":2,"score":0.25999999046325684},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.2506999969482422}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:doi:10.48550/arxiv.2603.05559","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"doi:10.48550/arxiv.2603.05559","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2603.05559","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:doi:10.48550/arxiv.2603.05559","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.47970449924468994}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Decision":[0],"makers":[1],"exploiting":[2],"photonic":[3],"chaotic":[4,40],"dynamics":[5],"obtained":[6],"by":[7,19,76],"semiconductor":[8],"lasers":[9],"provide":[10],"an":[11,110],"ultrafast":[12],"approach":[13],"to":[14],"solving":[15,88,187],"multi-armed":[16],"bandit":[17,91,190],"problems":[18,191],"using":[20],"a":[21,77,84,101],"temporal":[22,44],"optical":[23],"signal":[24,104],"as":[25],"the":[26,35,39,43,47,69,89,98,129,135,138,151,154,162,169,172,184,188],"driving":[27],"source":[28],"for":[29,87,186,192],"sequential":[30],"decisions.":[31],"In":[32],"such":[33],"systems,":[34],"sampling":[36],"interval":[37],"of":[38,46,71,128,137,153,166,171],"waveform":[41],"shapes":[42],"correlation":[45],"resulting":[48],"time":[49,95,130],"series,":[50,96],"and":[51,100,199],"experiments":[52],"have":[53],"reported":[54],"that":[55,125],"decision":[56],"accuracy":[57],"depends":[58],"strongly":[59],"on":[60,94],"this":[61],"autocorrelation":[62,72,115,127,147,167],"property.":[63],"However,":[64],"it":[65],"remains":[66],"unclear":[67],"whether":[68],"benefit":[70],"can":[73],"be":[74],"explained":[75],"minimal":[78],"mathematical":[79],"model.":[80],"Here,":[81],"we":[82],"analyze":[83],"stochastic-process":[85],"model":[86],"two-armed":[90,189],"problem":[92],"based":[93],"where":[97],"threshold":[99],"two-valued":[102],"Markov":[103],"evolve":[105],"jointly.":[106],"Numerical":[107],"results":[108],"reveal":[109],"environment-dependent":[111],"structure:":[112],"negative":[113,126],"(positive)":[114],"is":[116,132,141,148,157,164,178],"optimal":[117],"in":[118,196],"reward-rich":[119],"(reward-poor)":[120],"environments.":[121],"These":[122],"findings":[123],"show":[124],"series":[131],"advantageous":[133],"when":[134,150],"sum":[136,152,170],"winning":[139,155,173],"probabilities":[140,156,174],"more":[142],"than":[143,159],"one,":[144,176],"whereas":[145],"positive":[146],"useful":[149],"less":[158],"one.":[160],"Moreover,":[161],"performance":[163],"independent":[165],"if":[168],"equals":[175],"which":[177],"mathematically":[179],"clarified.":[180],"This":[181],"study":[182],"paves":[183],"way":[185],"reinforcement":[193],"learning":[194],"applications":[195],"wireless":[197],"communications":[198],"robotics.":[200]},"counts_by_year":[],"updated_date":"2026-07-15T05:50:42.429089","created_date":"2026-03-10T00:00:00"}