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We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Probability · Mathematics 2024-12-09 Katharina Schuh , Iain Souttar

This technical note extends recent results on the computational complexity of globally minimizing the error of piecewise-affine models to the related problem of minimizing the error of switching linear regression models. In particular, we…

Machine Learning · Statistics 2016-07-05 Fabien Lauer

We present an algorithm for computing n-gram probabilities from stochastic context-free grammars, a procedure that can alleviate some of the standard problems associated with n-grams (estimation from sparse data, lack of linguistic…

cmp-lg · Computer Science 2022-02-28 Andreas Stolcke , Jonathan Segal

Real-life problems are governed by equations which are nonlinear in nature. Nonlinear equations occur in modeling problems, such as minimizing costs in industries and minimizing risks in businesses. A technique which does not involve the…

Functional Analysis · Mathematics 2020-08-04 Mathew O. Aibinu , Surendra C. Thakur , Sibusiso Moyo

For a graph $G$, let $Z(G,\lambda)$ be the partition function of the monomer-dimer system defined by $\sum_k m_k(G)\lambda^k$, where $m_k(G)$ is the number of matchings of size $k$ in $G$. We consider graphs of bounded degree and develop a…

Data Structures and Algorithms · Computer Science 2013-09-05 Marc Lelarge , Hang Zhou

This paper is devoted to filtering, smoothing, and prediction of polynomial processes that are partially observed. These problems are known to allow for an explicit solution in the simpler case of linear Gaussian state space models. The key…

Probability · Mathematics 2025-07-10 Jan Kallsen , Ivo Richert

Stochastic branching processes are a classical model for describing random trees, which have applications in numerous fields including biology, physics, and natural language processing. In particular, they have recently been proposed to…

Logic in Computer Science · Computer Science 2012-06-07 Taolue Chen , Klaus Dräger , Stefan Kiefer

We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertainty quantification. The polynomial chaos…

Quantum Physics · Physics 2013-12-17 Kevin C. Young , Matthew D. Grace

We consider the classic scheduling problem of minimizing the total weighted flow-time on a single machine (min-WPFT), when preemption is allowed. In this problem, we are given a set of $n$ jobs, each job having a release time $r_j$, a…

Data Structures and Algorithms · Computer Science 2018-07-27 Uriel Feige , Janardhan Kulkarni , Shi Li

We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…

Optimization and Control · Mathematics 2014-10-02 Andrea Simonetto , Leon Kester , Geert Leus

There has been substantial progress in the inference of formal behavioural specifications from sample trajectories, for example, using Linear Temporal Logic (LTL). However, these techniques cannot handle specifications that correctly…

Logic in Computer Science · Computer Science 2025-05-20 Rajarshi Roy , Yash Pote , David Parker , Marta Kwiatkowska

In this paper we present methods for the synthesis of polynomial invariants for probabilistic transition systems. Our approach is based on martingale theory. We construct invariants in the form of polynomials over program variables, which…

Logic in Computer Science · Computer Science 2019-10-29 Anne Schreuder , C. -H. Luke Ong

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

We show that any submodular minimization (SM) problem defined on a linear constraint set with constraints having up to two variables per inequality, are 2-approximable in polynomial time. If the constraints are monotone (the two variables…

Discrete Mathematics · Computer Science 2017-05-01 Dorit S. Hochbaum

Satisfiability of Boolean circuits is among the most known and important problems in theoretical computer science. This problem is NP-complete in general but becomes polynomial time when restricted either to monotone gates or linear gates.…

Computational Complexity · Computer Science 2017-10-24 Paweł M. Idziak , Jacek Krzaczkowski

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

Probability · Mathematics 2014-11-07 Alexander Iksanov , Matthias Meiners

We study the so-called two-time-scale stochastic approximation, a simulation-based approach for finding the roots of two coupled nonlinear operators. Our focus is to characterize its finite-time performance in a Markov setting, which often…

Optimization and Control · Mathematics 2021-04-06 Thinh T. Doan

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…

Probability · Mathematics 2015-10-14 Pieter Collins

During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…

In 2008, Ben-Amram, Jones and Kristiansen showed that for a simple programming language - representing non-deterministic imperative programs with bounded loops, and arithmetics limited to addition and multiplication - it is possible to…

Logic in Computer Science · Computer Science 2023-06-22 Amir M. Ben-Amram , Geoff Hamilton