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The discrete-time approximation for nonlinear filtering problems is related to both of strong and weak approximations of stochastic differential equations. In this paper, we propose a new method of proof for the convergence of approximate…

We present a bounded model checking algorithm for signal temporal logic (STL) that exploits mixed-integer linear programming (MILP). A key technical element is our novel MILP encoding of the STL semantics; it follows the idea of stable…

In this paper, a fully implicit Crank-Nicolson discontinuous Galerkin method is proposed for solving the Ginzburg-Landau equation. By leveraging a novel analytical technique, we rigorously establish the unique solvability of the constructed…

In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribution under the null, and prove the consistency of the test…

Maximum pseudolikelihood (MPL) estimators are useful alternatives to maximum likelihood (ML) estimators when likelihood functions are more difficult to manipulate than their marginal and conditional components. Furthermore, MPL estimators…

We consider the model checking problem for probabilistic pushdown automata (pPDA) and properties expressible in various probabilistic logics. We start with properties that can be formulated as instances of a generalized random walk problem.…

In this article we present Pickands theorem and his double sum method. We follow Piterbarg's proof of this theorem. Since his proof relies on general lemmas we present a complete proof of Pickands theorem using Borell inequality and Slepian…

Probabilistic principal component analysis (PPCA) is currently one of the most used statistical tools to reduce the ambient dimension of the data. From multidimensional scaling to the imputation of missing data, PPCA has a broad spectrum of…

This paper introduces a formal metalanguage called the lambda-q calculus for the specification of quantum programming languages. This metalanguage is an extension of the lambda calculus, which provides a formal setting for the specification…

We define two extensions of the typed linear lambda-calculus that yield minimal Turing-complete systems. The extensions are based on unbounded recursion in one case, and bounded recursion with minimisation in the other. We show that both…

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

We propose a method for constructing p-values for general hypotheses in a high-dimensional linear model. The hypotheses can be local for testing a single regression parameter or they may be more global involving several up to all…

We observe that a sequence satisfies Lucas congruences modulo $p$ if and only if its values modulo $p$ can be described by a linear $p$-scheme, as introduced by Rowland and Zeilberger, with a single state. This simple observation suggests…

We present a formal proof in Lean of probably approximately correct (PAC) learnability of the concept class of decision stumps. This classic result in machine learning theory derives a bound on error probabilities for a simple type of…

The molecular computing has been successfully employed to solve more and more complex computation problems. However, as an important complex problem, the model checking are still far from fully resolved under the circumstance of molecular…

In a seminal paper from 1985, Sistla and Clarke showed that the model-checking problem for Linear Temporal Logic (LTL) is either NP-complete or PSPACE-complete, depending on the set of temporal operators used. If, in contrast, the set of…

We present a formulation of the problem of probabilistic model checking as one of query evaluation over probabilistic logic programs. To the best of our knowledge, our formulation is the first of its kind, and it covers a rich class of…

The recursive method for computing the generalized LM-inverse of a constant rectangular matrix augmented by a column vector is proposed in Udwadia and Phohomsiri (2007) [16] and [17]. The corresponding algorithm for the sequential…

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…

The multiplicative fragment of Linear Logic is the formal system in this family with the best understood proof theory, and the categorical models which best capture this theory are the fully complete ones. We demonstrate how the Hyland-Tan…