Related papers: Dynamic Bayesian Networks as Formal Abstractions o…
In a deterministic world, a planning agent can be certain of the consequences of its planned sequence of actions. Not so, however, in dynamic, stochastic domains where Markov decision processes are commonly used. Unfortunately these suffer…
We propose Impatient Deep Neural Networks (DNNs) which deal with dynamic time budgets during application. They allow for individual budgets given a priori for each test example and for anytime prediction, i.e., a possible interruption at…
Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…
Abstraction is crucial for effective sequential decision making in domains with large state spaces. In this work, we propose an information bottleneck method for learning approximate bisimulations, a type of state abstraction. We use a deep…
We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…
In this work, dynamic Bayesian multinets are introduced where a Markov chain state at time t determines conditional independence patterns between random variables lying within a local time window surrounding t. It is shown how…
We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…
Deep neural networks (DNN) are versatile parametric models utilised successfully in a diverse number of tasks and domains. However, they have limitations---particularly from their lack of robustness and over-sensitivity to out of…
There exists a dichotomy between classical probabilistic graphical models, such as Bayesian networks (BNs), and modern tractable models, such as sum-product networks (SPNs). The former generally have intractable inference, but provide a…
In this work, we derive conditions under which abstractions of networks of stochastic hybrid systems can be constructed compositionally. Proposed conditions leverage the interconnection topology, switching randomly between P different…
We present an elementary state augmentation method for a class of static risk measure applied to the total cost for both Markov decision processes and stochastic optimal control, such that dynamic programming equations can be derived on the…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
Directed acyclic graphs are the basic representation of the structure underlying Bayesian networks, which represent multivariate probability distributions. In many practical applications, such as the reverse engineering of gene regulatory…
Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…
Choosing appropriate architectures and regularization strategies for deep networks is crucial to good predictive performance. To shed light on this problem, we analyze the analogous problem of constructing useful priors on compositions of…
Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…
Diagnosis and prediction in some domains, like medical and industrial diagnosis, require a representation that combines uncertainty management and temporal reasoning. Based on the fact that in many cases there are few state changes in the…
We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…
This paper describes a new library for learning Bayesian networks from data containing discrete and continuous variables (mixed data). In addition to the classical learning methods on discretized data, this library proposes its algorithm…
We consider infinite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust approach to addressing the parameter uncertainty can…