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For probabilistic programs, it is usually not possible to automatically derive exact information about their properties, such as the distribution of states at a given program point. Instead, one can attempt to derive approximations, such as…
We propose a new method for shape recognition and retrieval based on dynamic programming. Our approach uses the dynamic programming algorithm to compute the optimal score and to find the optimal alignment between two strings. First, each…
Fast exact algorithms are known for Hamiltonian paths in undirected and directed bipartite graphs through elegant though involved algorithms that are quite different from each other. We devise algorithms that are simple and similar to each…
We study Probabilistic Workflow Nets (PWNs), a model extending van der Aalst's workflow nets with probabilities. We give a semantics for PWNs in terms of Markov Decision Processes and introduce a reward model. Using a result by Varacca and…
We present a detailed study of roundoff errors in probabilistic floating-point computations. We derive closed-form expressions for the distribution of roundoff errors associated with a random variable, and we prove that roundoff errors are…
The posterior in probabilistic programs with stochastic support decomposes as a weighted sum of the local posterior distributions associated with each possible program path. We show that making predictions with this full posterior…
Due to the high computational demands executing a rigorous comparison between hyperparameter optimization (HPO) methods is often cumbersome. The goal of this paper is to facilitate a better empirical evaluation of HPO methods by providing…
For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…
Estimating probabilistic deformable template models is a new approach in the fields of computer vision and probabilistic atlases in computational anatomy. A first coherent statistical framework modelling the variability as a hidden random…
We propose an extension of the zone-based algorithmics for analyzing timed automata to handle systems where timing uncertainty is considered as probabilistic rather than set-theoretic. We study duration probabilistic automata (DPA),…
A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated…
Risk forecasts in financial regulation and internal management are calculated through historical data. The unknown structural changes of financial data poses a substantial challenge in selecting an appropriate look-back window for risk…
We study pattern matching problems on two major representations of uncertain sequences used in molecular biology: weighted sequences (also known as position weight matrices, PWM) and profiles (i.e., scoring matrices). In the simple version,…
Factorizing low-rank matrices has many applications in machine learning and statistics. For probabilistic models in the Bayes optimal setting, a general expression for the mutual information has been proposed using heuristic statistical…
We study the fully automated amortised analysis of purely functional data structures like skew heaps, as well as weight- and rank-biased leftist heaps. For that we generalise earlier works on automated amortised resource analysis by…
Since the weather is chaotic, forecasts aim to predict the distribution of future states rather than make a single prediction. Recently, multiple data driven weather models have emerged claiming breakthroughs in skill. However, these have…
Direction of Arrival (DOA) estimation of multiple narrow-band coherent or partially coherent sources is a major challenge in array signal processing. Though many subspace- based algorithms are available in literature, none of them tackle…
When the sample path of a Hawkes process is observed discretely, such that only the total event counts in disjoint time intervals are known, the likelihood function becomes intractable. To overcome the challenge of likelihood-based…
Dot plots are a standard method for local comparison of biological sequences. In a dot plot, a substring to substring distance is computed for all pairs of fixed-size windows in the input strings. Commonly, the Hamming distance is used…
A widely used heuristic for solving stochastic optimization problems is to use a deterministic rolling horizon procedure, which has been modified to handle uncertainty (e.g. buffer stocks, schedule slack). This approach has been criticized…