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While data-driven decision-making is transforming modern operations, most large-scale data is of an observational nature, such as transactional records. These data pose unique challenges in a variety of operational problems posed as…
We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations,…
Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…
In astronomy, there is an opportunity to enhance the practice of validating models through statistical techniques, specifically to account for measurement error uncertainties. While models are commonly used to describe observations, there…
A probabilistic framework to study the dependence structure induced by deterministic discrete-time state-space systems between input and output processes is introduced. General sufficient conditions are formulated under which output…
We present a computational model of mathematical reasoning according to which mathematics is a fundamentally stochastic process. That is, on our model, whether or not a given formula is deemed a theorem in some axiomatic system is not a…
We present the observation that the process of stochastic model predictive control can be formulated in the framework of iterated function systems. The latter has a rich ergodic theory that can be applied to study the system's long-run…
Statistical modeling is a powerful tool for developing and testing theories by way of causal explanation, prediction, and description. In many disciplines there is near-exclusive use of statistical modeling for causal explanation and the…
We present a spectrum of trace-based, testing, and bisimulation equivalences for nondeterministic and probabilistic processes whose activities are all observable. For every equivalence under study, we examine the discriminating power of…
We provide results of a deterministic approximation for non-Markovian stochastic processes modeling finite populations of individuals who recurrently play symmetric finite games and imitate each other according to payoffs. We show that a…
The logistic map is a nonlinear difference equation well studied in the literature, used to model self-limiting growth in certain populations. It is known that, under certain regularity conditions, the stochastic logistic map, where the…
Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…
Linear dynamical relations that may exist in continuous-time, or at some natural sampling rate, are not directly discernable at reduced observational sampling rates. Indeed, at reduced rates, matricial spectral densities of vectorial time…
This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…
This paper studies a novel approach for approximating the behavior of compartmental spreading processes. In contrast to prior work, the methods developed describe a dynamics which bound the exact moment dynamics, without explicitly…
Statistical methods are indispensable to scientific inference. However, there exists a longstanding tension across a wide range of scientific disciplines about the role that ``context'' should play in the application of statistical methods…
We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…
In this paper we make a comparison between certain probabilistic and deterministic point sets and show that some deterministic constructions (spherical $t$-designs) are better or as good as probabilistic ones. We find asymptotic equalities…
Probabilistic programming languages rely fundamentally on some notion of sampling, and this is doubly true for probabilistic programming languages which perform Bayesian inference using Monte Carlo techniques. Verifying samplers - proving…
Stochastic dynamical systems have emerged as fundamental models across numerous application domains, providing powerful mathematical representations for capturing uncertain system behavior. In this paper, we address the problem of runtime…