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This paper describes how to specify probability models for data analysis via a backward induction procedure. The new approach yields coherent, prior-free uncertainty assessment. After presenting some intuition-building examples, the new…

Methodology · Statistics 2015-02-24 P. Richard Hahn

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…

Machine Learning · Statistics 2020-01-23 David Tolpin , Tomer Dobkin

Numerical simulation codes are very common tools to study complex phenomena, but they are often time-consuming and considered as black boxes. For some statistical studies (e.g. asset management, sensitivity analysis) or optimization…

Statistics Theory · Mathematics 2017-08-14 Vincent Moutoussamy , Simon Nanty , Benoît Pauwels

As autonomous agents become more ubiquitous, they will eventually have to reason about the plans of other agents, which is known as theory of mind reasoning. We develop a planning-as-inference framework in which agents perform nested…

Artificial Intelligence · Computer Science 2020-03-06 Iris Rubi Seaman , Jan-Willem van de Meent , David Wingate

The automated construction of coarse-grained models represents a pivotal component in computer simulation of physical systems and is a key enabler in various analysis and design tasks related to uncertainty quantification. Pertinent methods…

Machine Learning · Statistics 2019-09-11 Constantin Grigo , Phaedon-Stelios Koutsourelakis

Stochastic simulation models are generative models that mimic complex systems to help with decision-making. The reliability of these models heavily depends on well-calibrated input model parameters. However, in many practical scenarios,…

Methodology · Statistics 2024-11-11 Ziwei Su , Diego Klabjan

Simulation-based probabilistic risk assessment (SPRA) is a systematic and comprehensive methodology that has been used and refined over the past few decades to evaluate the risks associated with complex systems. SPRA models are well…

Systems and Control · Electrical Eng. & Systems 2022-07-27 Tarannom Parhizkar

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

Systems and Control · Computer Science 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

The traditional SerDes link simulation process begins with the extraction of printed circuit board (PCB) physical stripline and via models, followed by channel modeling and link simulation. We invert this simulation flow by first creating…

Networking and Internet Architecture · Computer Science 2023-04-05 Michael J. Degerstrom , Chad M. Smutzer , Patrick J. Zabinski , Barry K. Gilbert

Modern safety-critical systems are heterogeneous, complex, and highly dynamic. They require reliability evaluation methods that go beyond the classical static methods such as fault trees, event trees, or reliability block diagrams.…

Logic in Computer Science · Computer Science 2020-04-15 Clemens Dubslaff , Andrey Morozov , Christel Baier , Klaus Janschek

Universal probabilistic programming systems (PPSs) provide a powerful framework for specifying rich probabilistic models. They further attempt to automate the process of drawing inferences from these models, but doing this successfully is…

Machine Learning · Statistics 2020-07-17 Yuan Zhou , Hongseok Yang , Yee Whye Teh , Tom Rainforth

The fundamental question of how to best simulate quantum systems using conventional computational resources lies at the forefront of condensed matter and quantum computation. It impacts both our understanding of quantum materials and our…

Strongly Correlated Electrons · Physics 2021-09-29 Juan Carrasquilla , Di Luo , Felipe Pérez , Ashley Milsted , Bryan K. Clark , Maksims Volkovs , Leandro Aolita

A program is characterized by its input model, and a formal input model can be of use in diverse areas including vulnerability analysis, reverse engineering, fuzzing and software testing, clone detection and refactoring. Unfortunately,…

Software Engineering · Computer Science 2019-12-13 Rahul Gopinath , Björn Mathis , Andreas Zeller

We present a meta-algorithm for learning a posterior-inference algorithm for restricted probabilistic programs. Our meta-algorithm takes a training set of probabilistic programs that describe models with observations, and attempts to learn…

Machine Learning · Computer Science 2021-12-28 Gwonsoo Che , Hongseok Yang

Finite element simulations are run by package design engineers to model design structures. The process is irreversible meaning every minute structural adjustment requires a fresh input parameter run. In this paper, the problem of modeling…

Computational Engineering, Finance, and Science · Computer Science 2026-02-26 Kart-Leong Lim , Rahul Dutta , Mihai Rotaru

Renewable energy projects, such as large offshore wind farms, are critical to achieving low-emission targets set by governments. Stochastic computer models allow us to explore future scenarios to aid decision making whilst considering the…

Methodology · Statistics 2021-12-07 Jack C. Kennedy , Daniel A. Henderson , Kevin J. Wilson

We propose design guidelines for a probabilistic programming facility suitable for deployment as a part of a production software system. As a reference implementation, we introduce Infergo, a probabilistic programming facility for Go, a…

Programming Languages · Computer Science 2019-06-27 David Tolpin

Provably correct software is one of the key challenges in our softwaredriven society. While formal verification establishes the correctness of a given program, the result of program synthesis is a program which is correct by construction.…

Logic in Computer Science · Computer Science 2021-03-08 Andreas Humenberger , Laura Kovacs

State-of-the-art probabilistic model checkers perform verification on explicit-state Markov models defined in a high-level programming formalism like the PRISM modeling language. Typically, the low-level models resulting from such…

Logic in Computer Science · Computer Science 2021-11-15 Tobias Winkler , Johannes Lehmann , Joost-Pieter Katoen

A central goal of probabilistic programming languages (PPLs) is to separate modelling from inference. However, this goal is hard to achieve in practice. Users are often forced to re-write their models in order to improve efficiency of…

Programming Languages · Computer Science 2022-02-21 Maria I. Gorinova , Andrew D. Gordon , Charles Sutton , Matthijs Vákár