Related papers: Stochastic Analysis Seminar on Filtering Theory

We present a tool-based approach for the runtime analysis of communicating processes grounded on probabilistic binary session types. We synthesise a monitor out of a probabilistic session type where each choice point is decorated by a…

A modestly revised version of lecture notes that were distributed to accompany my four lectures at the 2017 Spring School of Analysis at Paseky, sponsored by Charles University, Prague. They are an introductory survey of Rubio de Francia…

This white paper presents the current status of the R&D for Analysis Facilities (AFs) and attempts to summarize the views on the future direction of these facilities. These views have been collected through the High Energy Physics (HEP)…

This report is a collection of comments on the Read Paper of Fearnhead and Prangle (2011), to appear in the Journal of the Royal Statistical Society Series B, along with a reply from the authors.

Contribution of this paper lies in the formulation and estimation of a generalized model for stochastic frontier analysis (SFA) that nests virtually all forms used and includes some that have not been considered so far. The model is based…

These notes are based on a series of lectures given first at the University of Warwick in spring 2008 and then at the Courant Institute, Imperial College London, and EPFL. It is an attempt to give a reasonably self-contained presentation of…

These are the revised versions of the papers presented at CICLOPS 2011, a workshop colocated with ICLP 2011.

These are expanded notes of a two-semester course on Lie groups and Lie algebras given by the author at MIT.

In this tutorial, I will discuss the details about how Probabilistic Latent Semantic Analysis (PLSA) is formalized and how different learning algorithms are proposed to learn the model.

This write-up is the suggested lecture notes for a second level course on advanced topics in database systems for master's students of Computer Science with a theoretical focus. A prerequisite in algorithms and an exposure to database…

This is a writeup, with some elaboration, of the talks by the two authors (a physicist and a statistician) at the first PHYSTAT Informal review on January 24, 2024. We discuss Bayesian and frequentist approaches to dealing with nuisance…

Statistical learning theory provides the theoretical basis for many of today's machine learning algorithms. In this article we attempt to give a gentle, non-technical overview over the key ideas and insights of statistical learning theory.…

The past two decades have witnessed a surge of new research in the analysis of randomized experiments. The emergence of this literature may seem surprising given the widespread use and long history of experiments as the "gold standard" in…

This article proposes a new filtering model for stationary Gaussian Markov statistical experiments, given by diffusion-type difference stochastic equations.

These notes correspond roughly to the two minicourses prepared by the authors for the workshop on Analytic Microlocal Analysis, held at Northwestern University in May 2013. The first part of the text gives an elementary introduction to some…

These are notes for a set of 7 two-hour lectures given at the 2010 Summer School on Quantitative Evolutionary and Comparative Genomics at OIST, Okinawa, Japan. The emphasis is on understanding how biological systems process information. We…

These are the lecture notes for the LMS/EPSRC short course on strong approximation methods in linear groups organized by Dan Segal in Oxford in September 2007.

This volume contains the proceedings of the First International Workshop of Formal Techniques for Safety-Critical Systems (FTSCS 2012), held in Kyoto on November 12, 2012, as a satellite event of the ICFEM conference. The aim of this…

The goal of this thesis is to advance the exploration of the statistical language learning design space. In pursuit of that goal, the thesis makes two main theoretical contributions: (i) it identifies a new class of designs by specifying an…

This note is an extended version of my presentation at the "Focused Research Workshop on Exterior Di{\S}erential Systems and Lie Theory" held at the Fields Institute in Toronto, December 9-13, 2013. Some ideas and constructions of this note…