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Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even…

Artificial Intelligence · Computer Science 2012-05-14 Ido Cohn , Tal El-Hay , Nir Friedman , Raz Kupferman

Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…

Statistical Mechanics · Physics 2021-09-15 Alexandra M. Jurgens , James P. Crutchfield

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which…

Artificial Intelligence · Computer Science 2012-07-09 Uri Nodelman , Daphne Koller , Christian R. Shelton

Neural networks (NNs) are emerging as powerful tools to represent the dynamics of control systems with complicated physics or black-box components. Due to complexity of NNs, however, existing methods are unable to synthesize complex…

Systems and Control · Electrical Eng. & Systems 2022-03-22 Steven Adams , Morteza Lahijanian , Luca Laurenti

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

Artificial Intelligence · Computer Science 2013-04-24 Craig Boutilier , Ronen I. Brafman , Christopher W. Geib

In this paper, we present a guide to the foundations of learning Dynamic Bayesian Networks (DBNs) from data in the form of multiple samples of trajectories for some length of time. We present the formalism for a generic as well as a set of…

Machine Learning · Computer Science 2024-09-02 Vyacheslav Kungurtsev , Fadwa Idlahcen , Petr Rysavy , Pavel Rytir , Ales Wodecki

Finite-state abstractions are widely studied for the automated synthesis of correct-by-construction controllers for stochastic dynamical systems. However, existing abstraction methods often lead to prohibitively large finite-state models.…

Systems and Control · Electrical Eng. & Systems 2024-04-03 Thom Badings , Licio Romao , Alessandro Abate , Nils Jansen

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

Signal Processing · Electrical Eng. & Systems 2022-12-07 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Vincenzo Matta , Ali H. Sayed

This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…

Artificial Intelligence · Computer Science 2011-06-10 C. Guestrin , D. Koller , R. Parr , S. Venkataraman

We extend Probability Bracket Notation (PBN), inspired by the Dirac notation in quantum mechanics, to multivariable probability systems and static Bayesian networks (BNs). By defining probability distributions and conditional expectations…

Artificial Intelligence · Computer Science 2026-05-12 Xing M. Wang

We introduce a mesh-type approach for tackling discrete-time, finite-horizon Markov Decision Processes (MDPs) characterized by state and action spaces that are general, encompassing both finite and infinite (yet suitably regular) subsets of…

Optimization and Control · Mathematics 2024-07-02 Denis Belomestny , John Schoenmakers

We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the non-Markovianity and high-dimensionality of the latent paths,…

Methodology · Statistics 2015-03-25 Alexandros Beskos , Joseph Dureau , Konstantinos Kalogeropoulos

Providing safety guarantees for stochastic dynamical systems is a central problem in various fields, including control theory, machine learning, and robotics. Existing methods either employ Stochastic Barrier Functions (SBFs) or rely on…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Luca Laurenti , Morteza Lahijanian

This paper is concerned with a compositional approach for constructing abstractions of interconnected discrete-time stochastic control systems. The abstraction framework is based on new notions of so-called stochastic simulation functions,…

Systems and Control · Computer Science 2017-10-02 Abolfazl Lavaei , Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Majid Zamani

We define an evolving in-time Bayesian neural network called a Hidden Markov Neural Network, which addresses the crucial challenge in time-series forecasting and continual learning: striking a balance between adapting to new data and…

Machine Learning · Statistics 2025-01-17 Lorenzo Rimella , Nick Whiteley

The automated synthesis of control policies for stochastic dynamical systems presents significant challenges. A standard approach is to construct a finite-state abstraction of the continuous system, typically represented as a Markov…

Systems and Control · Electrical Eng. & Systems 2025-08-26 Mahdi Nazeri , Thom Badings , Sadegh Soudjani , Alessandro Abate

A central task in many applications is reasoning about processes that change in a continuous time. The mathematical framework of Continuous Time Markov Processes provides the basic foundations for modeling such systems. Recently, Nodelman…

Artificial Intelligence · Computer Science 2012-07-02 Tal El-Hay , Nir Friedman , Daphne Koller , Raz Kupferman

Dynamic Bayesian networks (DBNs) offer an elegant way to integrate various aspects of language in one model. Many existing algorithms developed for learning and inference in DBNs are applicable to probabilistic language modeling. To…

Computation and Language · Computer Science 2007-05-23 Leonid Peshkin , Avi Pfeffer

Feature Markov Decision Processes (PhiMDPs) are well-suited for learning agents in general environments. Nevertheless, unstructured (Phi)MDPs are limited to relatively simple environments. Structured MDPs like Dynamic Bayesian Networks…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

This work targets the development of an efficient abstraction method for formal analysis and control synthesis of discrete-time stochastic hybrid systems (SHS) with linear dynamics. The focus is on temporal logic specifications, both over…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Nathalie Cauchi , Luca Laurenti , Morteza Lahijanian , Alessandro Abate , Marta Kwiatkowska , Luca Cardelli