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Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…

Computation · Statistics 2021-07-20 Luca Martino , Víctor Elvira

The aim of a probabilistic resource analysis is to derive a probability distribution of possible resource usage for a program from a probability distribution of its input. We present an automated multi- phase rewriting based method to…

Programming Languages · Computer Science 2016-12-16 Maja H. Kirkeby , Mads Rosendahl

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

The Credal semantics is a probabilistic extension of the answer set semantics which can be applied to programs that may or may not be stratified. It assigns to atoms a set of acceptable probability distributions characterised by its lower…

Logic in Computer Science · Computer Science 2021-05-25 David Tuckey , Alessandra Russo , Krysia Broda

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

Computation · Statistics 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

We introduce a new method, combination of random testing and abstract interpretation, for the analysis of programs featuring both probabilistic and non-probabilistic nondeterminism. After introducing "ordinary" testing, we show how to…

Programming Languages · Computer Science 2007-05-23 David Monniaux

Inferential models (IMs) offer prior-free, Bayesian-like posterior degrees of belief designed for statistical inference, which feature a frequentist-like calibration property that ensures reliability of said inferences. The catch is that…

Computation · Statistics 2025-07-09 Ryan Martin

This proposal discusses the growing challenges in reverse engineering modern software binaries, particularly those compiled from newer system programming languages such as Rust, Go, and Mojo. Traditional reverse engineering techniques,…

Software Engineering · Computer Science 2025-06-05 Zhuo Zhuo , Xiangyu Zhang

Probabilistic Circuits (PCs) are tractable representations of probability distributions allowing for exact and efficient computation of likelihoods and marginals. Recent advancements have improved the scalability of PCs either by leveraging…

Machine Learning · Computer Science 2025-06-17 Honghua Zhang , Meihua Dang , Benjie Wang , Stefano Ermon , Nanyun Peng , Guy Van den Broeck

We present a domain-theoretic framework for probabilistic programming that provides a constructive definition of conditional probability and addresses computability challenges previously identified in the literature. We introduce a novel…

Logic in Computer Science · Computer Science 2025-02-04 Pietro Di Gianantonio , Abbas Edalat

A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…

Numerical Analysis · Mathematics 2019-06-19 Juan A. Acebron

We present POAPS, a novel planning system for defining Partially Observable Markov Decision Processes (POMDPs) that abstracts away from POMDP details for the benefit of non-expert practitioners. POAPS includes an expressive adaptive…

Artificial Intelligence · Computer Science 2016-09-01 Christopher H. Lin , Mausam , Daniel S. Weld

ParaMonte (standing for Parallel Monte Carlo) is a serial and MPI/Coarray-parallelized library of Monte Carlo routines for sampling mathematical objective functions of arbitrary-dimensions, in particular, the posterior distributions of…

Mathematical Software · Computer Science 2020-10-01 Amir Shahmoradi , Fatemeh Bagheri

With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+\lambda)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes…

Neural and Evolutionary Computing · Computer Science 2021-02-24 Kirill Antonov , Maxim Buzdalov , Arina Buzdalova , Carola Doerr

Many poker systems, whether created with heuristics or machine learning, rely on the probability of winning as a key input. However calculating the precise probability using combinatorics is an intractable problem, so instead we approximate…

Artificial Intelligence · Computer Science 2018-08-24 Brandon Da Silva

We introduce process-oriented programming as a natural extension of object-oriented programming for parallel computing. It is based on the observation that every class of an object-oriented language can be instantiated as a process,…

Programming Languages · Computer Science 2014-07-22 Edward Givelberg

We build on auto-encoding sequential Monte Carlo (AESMC): a method for model and proposal learning based on maximizing the lower bound to the log marginal likelihood in a broad family of structured probabilistic models. Our approach relies…

Machine Learning · Statistics 2018-04-06 Tuan Anh Le , Maximilian Igl , Tom Rainforth , Tom Jin , Frank Wood

Due to the high dimensionality or multimodality that is common in modern astronomy, sampling Bayesian posteriors can be challenging. Several publicly available codes based on different sampling algorithms can solve these complex models, but…

Instrumentation and Methods for Astrophysics · Physics 2024-07-16 Sheng Jin , Wenxin Jiang , Dong-Hong Wu
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