Q-learning with censored data

We develop methodology for a multistage decision problem with flexible number of stages in which the rewards are survival times that are subject to censoring. We present a novel Q-learning algorithm that is adjusted for censored data and allows a flexible number of stages. We provide finite sample bounds on the generalization error of the policy learned by the algorithm, and show that when the optimal Q-function belongs to the approximation space, the expected survival time for policies obtained by the algorithm converges to that of the optimal policy. We simulate a multistage clinical trial with flexible number of stages and apply the proposed censored-Q-learning algorithm to find individualized treatment regimens. The methodology presented in this paper has implications in the design of personalized medicine trials in cancer and in other life-threatening diseases.Comment: Published in at http://dx.doi.org/10.1214/12-AOS968 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Dispersive Estimates for higher dimensional Schr\"odinger Operators with threshold eigenvalues II: The even dimensional case

We investigate $L^1(\mathbb R^n)\to L^\infty(\mathbb R^n)$ dispersive estimates for the Schr\"odinger operator $H=-\Delta+V$ when there is an eigenvalue at zero energy in even dimensions $n\geq 6$. In particular, we show that if there is an eigenvalue at zero energy then there is a time dependent, rank one operator $F_t$ satisfying $\|F_t\|_{L^1\to L^\infty} \lesssim |t|^{2-\frac{n}{2}}$ for $|t|>1$ such that $$\|e^{itH}P_{ac}-F_t\|_{L^1\to L^\infty} \lesssim |t|^{1-\frac{n}{2}},\,\,\,\,\,\text{ for } |t|>1.$$ With stronger decay conditions on the potential it is possible to generate an operator-valued expansion for the evolution, taking the form \begin{align*} e^{itH} P_{ac}(H)=|t|^{2-\frac{n}{2}}A_{-2}+ |t|^{1-\frac{n}{2}} A_{-1}+|t|^{-\frac{n}{2}}A_0, \end{align*} with $A_{-2}$ and $A_{-1}$ mapping $L^1(\mathbb R^n)$ to $L^\infty(\mathbb R^n)$ while $A_0$ maps weighted $L^1$ spaces to weighted $L^\infty$ spaces. The leading-order terms $A_{-2}$ and $A_{-1}$ are both finite rank, and vanish when certain orthogonality conditions between the potential $V$ and the zero energy eigenfunctions are satisfied. We show that under the same orthogonality conditions, the remaining $|t|^{-\frac{n}{2}}A_0$ term also exists as a map from $L^1(\mathbb R^n)$ to $L^\infty(\mathbb R^n)$, hence $e^{itH}P_{ac}(H)$ satisfies the same dispersive bounds as the free evolution despite the eigenvalue at zero.Comment: This article continues the work of "Dispersive Estimates for higher dimensional Schr\"odinger Operators with threshold eigenvalues I: The odd dimensional case" by the authors to the case of even dimensions. To appear in J. Spectr. Theor

The LpL^p boundedness of wave operators for Schr\"odinger Operators with threshold singularities

Let $H=-\Delta+V$ be a Schr\"odinger operator on $L^2(\mathbb R^n)$ with real-valued potential $V$ for $n > 4$ and let $H_0=-\Delta$. If $V$ decays sufficiently, the wave operators $W_{\pm}=s-\lim_{t\to \pm\infty} e^{itH}e^{-itH_0}$ are known to be bounded on $L^p(\mathbb R^n)$ for all $1\leq p\leq \infty$ if zero is not an eigenvalue, and on $1<p<\frac{n}{2}$ if zero is an eigenvalue. We show that these wave operators are also bounded on $L^1(\mathbb R^n)$ by direct examination of the integral kernel of the leading term. Furthermore, if $\int_{\mathbb R^n} V(x) \phi(x) \, dx=0$ for all eigenfunctions $\phi$, then the wave operators are $L^p$ bounded for $1\leq p<n$. If, in addition $\int_{\mathbb R^n} xV(x) \phi(x) \, dx=0$, then the wave operators are bounded for $1\leq p<\infty$.Comment: Incorporated referee comments and updated references. To appear in Adv. Mat

Dispersive Estimates for higher dimensional Schr\"odinger Operators with threshold eigenvalues I: The odd dimensional case

We investigate $L^1(\mathbb R^n)\to L^\infty(\mathbb R^n)$ dispersive estimates for the Schr\"odinger operator $H=-\Delta+V$ when there is an eigenvalue at zero energy and $n\geq 5$ is odd. In particular, we show that if there is an eigenvalue at zero energy then there is a time dependent, rank one operator $F_t$ satisfying $\|F_t\|_{L^1\to L^\infty} \lesssim |t|^{2-\frac{n}{2}}$ for $|t|>1$ such that $$\|e^{itH}P_{ac}-F_t\|_{L^1\to L^\infty} \lesssim |t|^{1-\frac{n}{2}},\qquad\textrm{ for } |t|>1.$$ With stronger decay conditions on the potential it is possible to generate an operator-valued expansion for the evolution, taking the form $$e^{itH} P_{ac}(H)=|t|^{2-\frac{n}{2}}A_{-2}+ |t|^{1-\frac{n}{2}} A_{-1}+|t|^{-\frac{n}{2}}A_0,$$ with $A_{-2}$ and $A_{-1}$ finite rank operators mapping $L^1(\mathbb R^n)$ to $L^\infty(\mathbb R^n)$ while $A_0$ maps weighted $L^1$ spaces to weighted $L^\infty$ spaces. The leading order terms $A_{-2}$ and $A_{-1}$ vanish when certain orthogonality conditions between the potential $V$ and the zero energy eigenfunctions are satisfied. We show that under the same orthogonality conditions, the remaining $|t|^{-\frac{n}{2}}A_0$ term also exists as a map from $L^1(\mathbb R^n)$ to $L^\infty(\mathbb R^n)$, hence $e^{itH}P_{ac}(H)$ satisfies the same dispersive bounds as the free evolution despite the eigenvalue at zero.Comment: To appear in J. Funct. Ana

Limiting absorption principle and Strichartz estimates for Dirac operators in two and higher dimensions

In this paper we consider Dirac operators in $\mathbb R^n$, $n\geq2$, with a potential $V$. Under mild decay and continuity assumptions on $V$ and some spectral assumptions on the operator, we prove a limiting absorption principle for the resolvent, which implies a family of Strichartz estimates for the linear Dirac equation. For large potentials the dynamical estimates are not an immediate corollary of the free case since the resolvent of the free Dirac operator does not decay in operator norm on weighted $L^2$ spaces as the frequency goes to infinity.Comment: Updated Corollary 1.3 with a slightly stronger statement. To appear in Comm. Math. Phys. arXiv admin note: text overlap with arXiv:0705.054

Dispersive estimates for four dimensional Schr\"{o}dinger and wave equations with obstructions at zero energy

We investigate $L^1(\mathbb R^4)\to L^\infty(\mathbb R^4)$ dispersive estimates for the Schr\"odinger operator $H=-\Delta+V$ when there are obstructions, a resonance or an eigenvalue, at zero energy. In particular, we show that if there is a resonance or an eigenvalue at zero energy then there is a time dependent, finite rank operator $F_t$ satisfying $\|F_t\|_{L^1\to L^\infty} \lesssim 1/\log t$ for $t>2$ such that $$\|e^{itH}P_{ac}-F_t\|_{L^1\to L^\infty} \lesssim t^{-1},\,\,\,\,\,\text{for} t>2.$$ We also show that the operator $F_t=0$ if there is an eigenvalue but no resonance at zero energy. We then develop analogous dispersive estimates for the solution operator to the four dimensional wave equation with potential.Comment: 32 page

Time integrable weighted dispersive estimates for the fourth order Schr\"odinger equation in three dimensions

We consider the fourth order Schr\"odinger operator $H=\Delta^2+V$ and show that if there are no eigenvalues or resonances in the absolutely continuous spectrum of $H$ that the solution operator $e^{-itH}$ satisfies a large time integrable $|t|^{-\frac54}$ decay rate between weighted spaces. This bound improves what is possible for the free case in two directions; both better time decay and smaller spatial weights. In the case of a mild resonance at zero energy, we derive the operator-valued expansion $e^{-itH}P_{ac}(H)=t^{-\frac34} A_0+t^{-\frac54}A_1$ where $A_0:L^1\to L^\infty$ is an operator of rank at most four and $A_1$ maps between polynomially weighted spaces.Comment: 24 pages, submitted. Revised according to referee's comments. arXiv admin note: text overlap with arXiv:1905.0289

On the LpL^p boundedness of wave operators for two-dimensional Schr\"odinger operators with threshold obstructions

Let $H=-\Delta+V$ be a Schr\"odinger operator on $L^2(\mathbb R^2)$ with real-valued potential $V$, and let $H_0=-\Delta$. If $V$ has sufficient pointwise decay, the wave operators $W_{\pm}=s-\lim_{t\to \pm\infty} e^{itH}e^{-itH_0}$ are known to be bounded on $L^p(\mathbb R^2)$ for all $1< p< \infty$ if zero is not an eigenvalue or resonance. We show that if there is an s-wave resonance or an eigenvalue only at zero, then the wave operators are bounded on $L^p(\mathbb R^2)$ for $1 < p<\infty$. This result stands in contrast to results in higher dimensions, where the presence of zero energy obstructions is known to shrink the range of valid exponents $p$.Comment: Revised according to referee's comments. 22 pages, to appear in J. Funct. Ana

On the LpL^p boundedness of the Wave Operators for fourth order Schr\"odinger operators

We consider the fourth order Schr\"odinger operator $H=\Delta^2+V(x)$ in three dimensions with real-valued potential $V$. Let $H_0=\Delta^2$, if $V$ decays sufficiently and there are no eigenvalues or resonances in the absolutely continuous spectrum of $H$ then the wave operators $W_{\pm}= s\,-\,\lim_{t\to \pm \infty} e^{itH}e^{-itH_0}$ extend to bounded operators on $L^p(\mathbb R^3)$ for all $1<p<\infty$.Comment: 22 pages. Fixed typos and addressed comments from referee report. To appear in the Trans. Amer. Math. So