Related papers: Probabilistic data flow analysis: a linear equatio…
In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…
A common objective in the analysis of tabular data is estimating the conditional distribution (in contrast to only producing predictions) of a set of "outcome" variables given a set of "covariates", which is sometimes referred to as the…
In this article, we propose a data-enabled economic predictive control method for a class of nonlinear systems, which aims to optimize the economic operational performance while handling hard constraints on the system outputs. Two lifting…
Predictive analysis in business process monitoring aims at forecasting the future information of a running business process. The prediction is typically made based on the model extracted from historical process execution logs (event logs).…
Accurately quantifying air-sea fluxes is important for understanding air-sea interactions and improving coupled weather and climate systems. This study introduces a probabilistic framework to represent the highly variable nature of air-sea…
In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…
Over the last decade the gradient flow formalism became an important tool for lattice simulations of Quantum Chromodynamics. It offers remarkable renormalization properties which pave the way for cross-fertilization between perturbative and…
Power flow analysis is used to evaluate the flow of electricity in the power system network. Power flow calculation is used to determine the steady-state variables of the system, such as the voltage magnitude/phase angle of each bus and the…
We have recently proposed a new method of flow analysis, based on a cumulant expansion of multiparticle azimuthal correlations. Here, we describe the practical implementation of the method. The major improvement over traditional methods is…
Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…
We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…
This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…
This paper presents a new static analysis for deriving upper bounds on the expected resource consumption of probabilistic programs. The analysis is fully automatic and derives symbolic bounds that are multivariate polynomials of the inputs.…
We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…
This work addresses integrating probabilistic propositional logic constraints into the distribution encoded by a probabilistic circuit (PC). PCs are a class of tractable models that allow efficient computations (such as conditional and…
Control-flow refinement refers to program transformations whose purpose is to make implicit control-flow explicit, and is used in the context of program analysis to increase precision. Several techniques have been suggested for different…
Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. In this paper, we formulate a chance-constrained…
Power flow refers to the injection of power on the lines of an electrical grid, so that all the injections at the nodes form a consistent flow within the network. Optimality, in this setting, is usually intended as the minimization of the…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
Spreadsheet workbook contents are simple programs. Because of this, probabilistic programming techniques can be used to perform Bayesian inversion of spreadsheet computations. What is more, existing execution engines in spreadsheet…