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The aim of a probabilistic output analysis is to derive a probability distribution of possible output values for a program from a probability distribution of its input. We present a method for performing static output analysis, based on…

Programming Languages · Computer Science 2015-09-30 Mads Rosendahl , Maja H. Kirkeby

We study the problem of identifying the policy space of a learning agent, having access to a set of demonstrations generated by its optimal policy. We introduce an approach based on statistical testing to identify the set of policy…

Machine Learning · Computer Science 2019-09-10 Alberto Maria Metelli , Guglielmo Manneschi , Marcello Restelli

Probabilistic programs with dynamic computation graphs can define measures over sample spaces with unbounded dimensionality, which constitute programmatic analogues to Bayesian nonparametrics. Owing to the generality of this model class,…

Machine Learning · Computer Science 2018-11-30 Eli Sennesh , Adam Ścibior , Hao Wu , Jan-Willem van de Meent

In probabilistic program analysis, quantitative analysis aims at deriving tight numerical bounds for probabilistic properties such as expectation and assertion probability. Most previous works consider numerical bounds over the whole…

Programming Languages · Computer Science 2026-01-06 Tengshun Yang , Shenghua Feng , Hongfei Fu , Naijun Zhan , Jingyu Ke , Shiyang Wu

Argumentation problems are concerned with determining the acceptability of a set of arguments from their relational structure. When the available information is uncertain, probabilistic argumentation frameworks provide modelling tools to…

Artificial Intelligence · Computer Science 2023-04-18 Pietro Totis , Angelika Kimmig , Luc De Raedt

Generating adversarial examples in a black-box setting retains a significant challenge with vast practical application prospects. In particular, existing black-box attacks suffer from the need for excessive queries, as it is non-trivial to…

Computer Vision and Pattern Recognition · Computer Science 2020-05-11 Jie Li , Rongrong Ji , Hong Liu , Jianzhuang Liu , Bineng Zhong , Cheng Deng , Qi Tian

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao

Routing problems are a class of combinatorial problems with many practical applications. Recently, end-to-end deep learning methods have been proposed to learn approximate solution heuristics for such problems. In contrast, classical…

Machine Learning · Computer Science 2021-12-06 Wouter Kool , Herke van Hoof , Joaquim Gromicho , Max Welling

The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Manfred Morari

Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the associated Bellman equation. Using value function…

Machine Learning · Computer Science 2017-10-10 Yijie Peng , Edwin K. P. Chong , Chun-Hung Chen , Michael C. Fu

We enable aProbLog---a probabilistic logical programming approach---to reason in presence of uncertain probabilities represented as Beta-distributed random variables. We achieve the same performance of state-of-the-art algorithms for highly…

Artificial Intelligence · Computer Science 2018-11-16 Federico Cerutti , Lance Kaplan , Angelika Kimmig , Murat Sensoy

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

Neurons and Cognition · Quantitative Biology 2015-05-14 Drew Fudenberg , Philipp Strack , Tomasz Strzalecki

This study proposes a simulation framework of procurement operations in the container logistics industry that can support the development of dynamic procurement strategies. The idea is inspired by the success of Passenger Origin-Destination…

Applications · Statistics 2023-05-23 George Vassos , Klaus K. Holst , Pierre Pinson , Richard M. Lusby

We propose a new approach to the problem of searching a space of policies for a Markov decision process (MDP) or a partially observable Markov decision process (POMDP), given a model. Our approach is based on the following observation: Any…

Artificial Intelligence · Computer Science 2013-01-18 Andrew Y. Ng , Michael I. Jordan

The note studies the problem of selecting a good enough subset out of a finite number of alternatives under a fixed simulation budget. Our work aims to maximize the posterior probability of correctly selecting a good subset. We formulate…

Optimization and Control · Mathematics 2023-05-09 Gongbo Zhang , Bin Chen , Qing-shan Jia , Yijie Peng

We introduce a sequential learning algorithm to address a robust controller tuning problem, which in effect, finds (with high probability) a candidate solution satisfying the internal performance constraint to a chance-constrained program…

Optimization and Control · Mathematics 2021-10-19 Robert Chin , Chris Manzie , Iman Shames , Dragan Nešić , Jonathan E. Rowe

Software Engineering and the implementation of software has become a challenging task as many tools, frameworks and languages must be orchestrated into one functioning piece. This complexity increases the need for testing and analysis…

Software Engineering · Computer Science 2018-06-27 Hannes Thaller

We consider challenging dynamic programming models where the associated Bellman equation, and the value and policy iteration algorithms commonly exhibit complex and even pathological behavior. Our analysis is based on the new notion of…

Optimization and Control · Mathematics 2016-09-13 Dimitri P. Bertsekas

Achieving safe control under uncertainty is a key problem that needs to be tackled for enabling real-world autonomous robots and cyber-physical systems. This paper introduces Probabilistic Safety Programs (PSP) that embed both the…

Robotics · Computer Science 2016-10-19 Ashish Kapoor , Debadeepta Dey , Shital Shah
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