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Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

This paper treats functional marked point processes (FMPPs), which are defined as marked point processes where the marks are random elements in some (Polish) function space. Such marks may represent e.g. spatial paths or functions of time.…

Statistics Theory · Mathematics 2019-12-02 Ottmar Cronie , Mohammad Ghorbani , Jorge Mateu , Jun Yu

We consider determinantal point processes (DPPs) constrained by spanning trees. Given a graph $G=(V,E)$ and a positive semi-definite matrix $\mathbf{A}$ indexed by $E$, a spanning-tree DPP defines a distribution such that we draw…

Machine Learning · Computer Science 2021-05-28 Tatsuya Matsuoka , Naoto Ohsaka

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

Subset selection is central to many wireless communication problems, including link scheduling, power allocation, and spectrum management. However, these problems are often NP-complete, because of which heuristic algorithms applied to solve…

Signal Processing · Electrical Eng. & Systems 2025-03-06 Xiangliu Tu , Chiranjib Saha , Harpreet S. Dhillon

Temporal point processes (TPPs) are stochastic process models used to characterize event sequences occurring in continuous time. Traditional statistical TPPs have a long-standing history, with numerous models proposed and successfully…

Machine Learning · Computer Science 2025-06-30 Feng Zhou , Quyu Kong , Jie Qiao , Cheng Wan , Yixuan Zhang , Ruichu Cai

A temporal point process is a stochastic process that predicts which type of events is likely to happen and when the event will occur given a history of a sequence of events. There are various examples of occurrence dynamics in the daily…

Machine Learning · Computer Science 2022-02-23 Deokjun Eom , Sehyun Lee , Jaesik Choi

Second-order statistics play a crucial role in analysing point processes. Previous research has specifically explored locally weighted second-order statistics for point processes, offering diagnostic tests in various spatial domains.…

Methodology · Statistics 2024-04-17 Nicoletta D'Angelo , Giada Adelfio , Jorge Mateu , Ottmar Cronie

The analysis of practical probabilistic models on the computer demands a convenient representation for the available knowledge and an efficient algorithm to perform inference. An appealing representation is the influence diagram, a network…

Artificial Intelligence · Computer Science 2013-04-15 Ross D. Shachter

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Machine Learning · Statistics 2017-03-02 Kurt Cutajar , Edwin V. Bonilla , Pietro Michiardi , Maurizio Filippone

We present a list of algebraic, combinatorial, and analytic mechanisms that give rise to determinantal point processes.

Probability · Mathematics 2009-11-09 Alexei Borodin

This paper establishes fundamental results for statistical inference of diagnostic classification models (DCM). The results are developed at a high level of generality, applicable to essentially all diagnostic classification models. In…

Statistics Theory · Mathematics 2025-01-08 Guanhua Fang , Jingchen Liu , Zhiliang Ying

Probabilistic graphical models are widely used to model complex systems under uncertainty. Traditionally, Gaussian directed graphical models are applied for analysis of large networks with continuous variables as they can provide…

Methodology · Statistics 2024-05-27 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

Over the last two decades, the science has come a long way from relying on only physical experiments and observations to experimentation using computer simulators. This chapter focusses on the modelling and analysis of data arising from…

Methodology · Statistics 2020-12-22 M. Harshvardhan , Pritam Ranjan

Determinantal point processes (DPPs) have emerged as a kernelized alternative to vanilla independent sampling for generating efficient minibatches, coresets and other parsimonious representations of large-scale datasets. While theoretical…

Machine Learning · Statistics 2026-05-14 Hoang-Son Tran , Pranav Gupta , Rémi Bardenet , Subhroshekhar Ghosh

Probabilistic graphical models are a powerful concept for modeling high-dimensional distributions. Besides modeling distributions, probabilistic graphical models also provide an elegant framework for performing statistical inference;…

Artificial Intelligence · Computer Science 2022-09-13 Christian Knoll

We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…

Optimization and Control · Mathematics 2017-11-27 Peyman Mohajerin Esfahani , Debasish Chatterjee , John Lygeros

Statistical inference for spatial processes from partially realized or scattered data has seen voluminous developments in diverse areas ranging from environmental sciences to business and economics. Inference on the associated rates of…

Statistics Theory · Mathematics 2026-01-06 Didong Li , Aritra Halder , Sudipto Banerjee

Probabilistic programming has become a standard practice to model stochastic events and learn about the behavior of nature in different scientific contexts, ranging from Genetics and Ecology to Linguistics and Psychology. However, domain…

Programming Languages · Computer Science 2025-07-10 Guilherme Espada , Alcides Fonseca
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