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The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
Divide-and-conquer Bayesian methods consist of three steps: dividing the data into smaller computationally manageable subsets, running a sampling algorithm in parallel on all the subsets, and combining parameter draws from all the subsets.…
A Bayesian pseudocoreset is a small synthetic dataset for which the posterior over parameters approximates that of the original dataset. While promising, the scalability of Bayesian pseudocoresets is not yet validated in realistic problems…
When decision makers evaluate a sequence of rewards, they may pay more attention to larger rewards and, given attention is limited, less attention to smaller rewards. They may also become less attentive to each reward when attention is…
A method of calculating probability values from a system of marginal constraints is presented. Previous systems for finding the probability of a single attribute have either made an independence assumption concerning the evidence or have…
This work introduces a notion of approximate probabilistic trace equivalence for labelled Markov chains, and relates this new concept to the known notion of approximate probabilistic bisimulation. In particular this work shows that the…
In this paper we work on (bi)simulation semantics of processes that exhibit both nondeterministic and probabilistic behaviour. We propose a probabilistic extension of the modal mu-calculus and show how to derive characteristic formulae for…
The machine learning community has recently put effort into quantized or low-precision arithmetics to scale large models. This paper proposes performing probabilistic inference in the quantized, discrete parameter space created by these…
We propose and test improvements to state-of-the-art techniques of Bayeasian statistical inference based on pseudolikelihood maximization with $\ell_1$ regularization and with decimation. In particular, we present a method to determine the…
Motivated by problems in contact mechanics, we propose a duality approach for computing approximations and associated a posteriori error bounds to solutions of variational inequalities of the first kind. The proposed approach improves upon…
In combinatorics, the probabilistic method is a very powerful tool to prove the existence of combinatorial objects with interesting and useful properties. Explicit constructions of objects with such properties are often very difficult, or…
The classical approach to system identification is based on stochastic assumptions about the measurement error, and provides estimates that have random nature. Worst-case identification, on the other hand, only assumes the knowledge of…
We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…
Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…
When designing algorithms for finite-time-horizon episodic reinforcement learning problems, a common approach is to introduce a fictitious discount factor and use stationary policies for approximations. Empirically, it has been shown that…
A labelled Markov decision process (MDP) is a labelled Markov chain with nondeterminism; i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by…
It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start…
Many behavioural equivalences or preorders for probabilistic processes involve a lifting operation that turns a relation on states into a relation on distributions of states. We show that several existing proposals for lifting relations can…
This paper presents an approximate method for performing Bayesian inference in models with conditional independence over a decentralized network of learning agents. The method first employs variational inference on each individual learning…