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This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, which are technically more tractable from various…

Risk Management · Quantitative Finance 2023-04-26 Yunran Wei , Ricardas Zitikis

This paper presents a novel approach for augmenting proof-based verification with performance-style analysis of the kind employed in state-of-the-art model checking tools for probabilistic systems. Quantitative safety properties usually…

Logic in Computer Science · Computer Science 2009-12-11 Ukachukwu Ndukwu

Software defect prediction is a critical aspect of software quality assurance, as it enables early identification and mitigation of defects, thereby reducing the cost and impact of software failures. Over the past few years, quantum…

Software Engineering · Computer Science 2024-12-11 Md Nadim , Mohammad Hassan , Ashis Kumar Mandal , Chanchal K. Roy

Achieving practical quantum advantage on near-term noisy hardware is a central goal of quantum computation. However, without efficient pre-execution diagnostics, circuit design and scheme selection often rely on costly hardware-in-the-loop…

Quantum Physics · Physics 2026-02-17 Yuguo Shao , Zhenyu Chen , Zhaohui Wei , Zhengwei Liu

Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…

Machine Learning · Statistics 2025-09-09 Logan S. McCarty

We develop a quantum version of the probability estimation framework [arXiv:1709.06159] for randomness generation with quantum side information. We show that most of the properties of probability estimation hold for quantum probability…

Quantum Physics · Physics 2023-02-06 Emanuel Knill , Yanbao Zhang , Honghao Fu

Conformal prediction (CP) was developed to provide finite-sample probabilistic prediction guarantees. While CP algorithms are a relatively general-purpose approach to uncertainty quantification, with finite-sample guarantees, they lack…

Machine Learning · Statistics 2025-10-08 Jonathan P Williams

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…

Applications · Statistics 2011-08-04 Yazhen Wang

Probabilistic encoding introduces Gaussian noise into neural networks, enabling a smooth transition from deterministic to uncertain states and enhancing generalization ability. However, the randomness of Gaussian noise distorts point-based…

Machine Learning · Computer Science 2025-07-24 Pengjiu Xia , Yidian Huang , Wenchao Wei , Yuwen Tan

Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cases. Here we focus on a particular one of such use cases,…

Classical programming languages cannot model essential elements of complex systems such as true random number generation. This paper develops a formal programming language called the lambda-q calculus that addresses the fundamental…

Quantum Physics · Physics 2007-05-23 Philip Maymin

This paper studies the propagation of finite-sample uncertainty under nonlinear transformations commonly used in statistical decision systems. In particular, we consider process capability indices, which are widely used in manufacturing…

Applications · Statistics 2026-05-11 Fei Jiang , Lei Yang

As a compact representation of joint probability distributions over a dependence graph of random variables, and a tool for modelling and reasoning in the presence of uncertainty, Bayesian networks are of great importance for artificial…

Quantum Physics · Physics 2020-10-06 Michael de Oliveira , Luis Soares Barbosa

Large Reasoning Models (LRMs) have recently demonstrated significant improvements in complex reasoning. While quantifying generation uncertainty in LRMs is crucial, traditional methods are often insufficient because they do not provide…

Artificial Intelligence · Computer Science 2026-04-16 Yangyi Li , Chenxu Zhao , Mengdi Huai

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

Optimization and Control · Mathematics 2025-07-22 Nishant Gadde

Incomplete data are common in practical applications. Most predictive machine learning models do not handle missing values so they require some preprocessing. Although many algorithms are used for data imputation, we do not understand the…

Machine Learning · Statistics 2020-07-07 Katarzyna Woźnica , Przemysław Biecek

This paper presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper for the estimation of an unknown probability p. Specifically, the confidence level associated to a relative interval…

Computation · Statistics 2008-09-25 Luis Mendo , Jose M. Hernando

The aim of this paper is to compare the probabilistic approach based on fault trees and event trees, to an approach called "semi-quantitative" as presented by the guide Omega 10 (INERIS, 2008), for the industrial risk management. A brief…

Probability · Mathematics 2015-01-21 Elsa Rosner , Florent Brissaud , Bruno Declerck , Yann Flauw , Valérie De Dianous

Randomized higher-order computation can be seen as being captured by a lambda calculus endowed with a single algebraic operation, namely a construct for binary probabilistic choice. What matters about such computations is the probability of…

Logic in Computer Science · Computer Science 2020-12-24 Ugo Dal Lago , Claudia Faggian , Simona Ronchi Della Rocca