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Probabilistic ideas and tools have recently begun to permeate into several fields where they had traditionally not played a major role, including fields such as numerical linear algebra and optimization. One of the key ways in which these…
Probabilistic modeling enables combining domain knowledge with learning from data, thereby supporting learning from fewer training instances than purely data-driven methods. However, learning probabilistic models is difficult and has not…
The generation of comprehensible explanations is an essential feature of modern artificial intelligence systems. In this work, we consider probabilistic logic programming, an extension of logic programming which can be useful to model…
Probabilistic programming has become a standard practice to model stochastic events and learn about the behavior of nature in different scientific contexts, ranging from Genetics and Ecology to Linguistics and Psychology. However, domain…
We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…
Advanced probabilistic programming languages (PPLs) using hybrid particle filtering combine symbolic exact inference and Monte Carlo methods to improve inference performance. These systems use heuristics to partition random variables within…
Dynamic simulators model systems evolving over time. Often, it operates iteratively over fixed number of time-steps. The output of such simulator can be considered as time series or discrete functional outputs. Metamodeling is an e ective…
Forward inference techniques such as sequential Monte Carlo and particle Markov chain Monte Carlo for probabilistic programming can be implemented in any programming language by creative use of standardized operating system functionality…
Algorithms for exact and approximate inference in stochastic logic programs (SLPs) are presented, based respectively, on variable elimination and importance sampling. We then show how SLPs can be used to represent prior distributions for…
A research frontier has emerged in scientific computation, wherein numerical error is regarded as a source of epistemic uncertainty that can be modelled. This raises several statistical challenges, including the design of statistical…
Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of…
The Apache Spark stack has enabled fast large-scale data processing. Despite a rich library of statistical models and inference algorithms, it does not give domain users the ability to develop their own models. The emergence of…
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…
Simulators often provide the best description of real-world phenomena. However, they also lead to challenging inverse problems because the density they implicitly define is often intractable. We present a new suite of simulation-based…
Cells regulate themselves via dizzyingly complex biochemical processes called signaling pathways. These are usually depicted as a network, where nodes represent proteins and edges indicate their influence on each other. In order to…
This paper presents a simulation-based framework for sequential inference from partially and discretely observed point process (PP's) models with static parameters. Taking on a Bayesian perspective for the static parameters, we build upon…
Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…
Simulation is an efficient tool in the design and control of power electronic systems. However, quick and accurate simulation of them is still challenging, especially when the system contains a large number of switches and state variables.…
Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…
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…