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`All models are wrong but some are useful' (George Box 1979). But, how to find those useful ones starting from an imperfect model? How to make informed data-driven decisions equipped with an imperfect model? These fundamental questions…

Econometrics · Economics 2023-03-09 Subhadeep , Mukhopadhyay

According to recent results, convergence in a prespecified or prescribed finite time can be achieved under extreme model uncertainty if control is applied continuously over time. This paper shows that this extreme amount of uncertainty…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Hernan Haimovich , Rodrigo Aldana-Lopez , Richard Seeber , David Gomez-Gutierrez

We consider reusing established non-probabilistic output analyses (either forward or backwards) that yield over-approximations of a program's pre-image or image relation, e.g., interval analyses. We assume a probability measure over the…

Programming Languages · Computer Science 2020-01-22 Maja Hanne Kirkeby

Computing the probability of a formula given the probabilities or weights associated with other formulas is a natural extension of logical inference to the probabilistic setting. Surprisingly, this problem has received little attention in…

Artificial Intelligence · Computer Science 2012-03-19 Vibhav Gogate , Pedro Domingos

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Optimization and Control · Mathematics 2022-08-24 Phebe Vayanos , Angelos Georghiou , Han Yu

When formulated using Bayesian networks, two standard decision algorithms (Evidential Decision Theory and Causal Decision Theory) can be shown to fail systematically when faced with aspects of the prisoner's dilemma and so-called…

Artificial Intelligence · Computer Science 2023-06-02 Alex Altair

One of the major limitations for the employment of model-based planning and scheduling in practical applications is the need of costly re-planning when an incongruence between the observed reality and the formal model is encountered during…

Artificial Intelligence · Computer Science 2019-11-19 Michael Cashmore , Alessandro Cimatti , Daniele Magazzeni , Andrea Micheli , Parisa Zehtabi

The definition of probabilities in eternally inflating universes requires a measure to regulate the infinite spacetime volume, and much of the current literature uses a global time cutoff for this purpose. Such measures have been found to…

High Energy Physics - Theory · Physics 2011-08-04 Alan H. Guth , Vitaly Vanchurin

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

Optimizing decision problems under uncertainty can be done using a variety of solution methods. Soft computing and heuristic approaches tend to be powerful for solving such problems. In this overview article, we survey Evolutionary…

Neural and Evolutionary Computing · Computer Science 2014-01-21 Ronald Hochreiter

We develop a Bayesian model for decision-making under time pressure with endogenous information acquisition. In our model, the decision maker decides when to observe (costly) information by sampling an underlying continuous-time stochastic…

Artificial Intelligence · Computer Science 2016-10-25 Ahmed M. Alaa , Mihaela van der Schaar

Recent advancements in machine learning have emphasized the need for transparency in model predictions, particularly as interpretability diminishes when using increasingly complex architectures. In this paper, we propose leveraging…

Machine Learning · Computer Science 2025-07-18 Chenrui Zhu , Louenas Bounia , Vu Linh Nguyen , Sébastien Destercke , Arthur Hoarau

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…

Applications · Statistics 2022-08-08 Taylor R. Brown

Timed automata are a convenient mathematical model for modelling and reasoning about real-time systems. While they provide a powerful way of representing timing aspects of such systems, timed automata assume arbitrary precision and…

Formal Languages and Automata Theory · Computer Science 2020-07-09 Emily Clement , Thierry Jéron , Nicolas Markey , David Mentré

Algorithms with predictions is a recent framework that has been used to overcome pessimistic worst-case bounds in incomplete information settings. In the context of scheduling, very recent work has leveraged machine-learned predictions to…

Data Structures and Algorithms · Computer Science 2022-12-08 Eric Balkanski , Tingting Ou , Clifford Stein , Hao-Ting Wei

The scheduling problem is a key class of optimization problems and has various kinds of applications both in practical and theoretical scenarios. In the scheduling problem, probabilistic analysis is a basic tool for investigating…

Information Theory · Computer Science 2024-01-30 Daiki Suruga

This work advances and substantiates the thesis that the resolution of this crisis lies in the domain of possibility theory, specifically in the axiomatic approach developed in Bychkovs article. Unlike numerous attempts to fix Dempster…

Artificial Intelligence · Computer Science 2025-12-08 Bychkov Oleksii , Bychkova Sophia , Lytvynchuk Khrystyna

This paper compares three approaches to the problem of selecting among probability models to fit data (1) use of statistical criteria such as Akaike's information criterion and Schwarz's "Bayesian information criterion," (2) maximization of…

Methodology · Statistics 2016-11-04 William B. Poland , Ross D. Shachter

Modern predictive models are often deployed to environments in which computational budgets are dynamic. Anytime algorithms are well-suited to such environments as, at any point during computation, they can output a prediction whose quality…

Machine Learning · Computer Science 2023-10-31 Metod Jazbec , James Urquhart Allingham , Dan Zhang , Eric Nalisnick

Many processes, such as discrete event systems in engineering or population dynamics in biology, evolve in discrete space and continuous time. We consider the problem of optimal decision making in such discrete state and action space…

Machine Learning · Computer Science 2020-10-27 Bastian Alt , Matthias Schultheis , Heinz Koeppl