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We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

We introduce a new embarrassingly parallel parameter learning algorithm for Markov random fields with untied parameters which is efficient for a large class of practical models. Our algorithm parallelizes naturally over cliques and, for…

Machine Learning · Statistics 2014-02-06 Yariv Dror Mizrahi , Misha Denil , Nando de Freitas

This paper discusses the problem of adaptive estimation of a univariate object like the value of a regression function at a given point or a linear functional in a linear inverse problem. We consider an adaptive procedure originated from…

Statistics Theory · Mathematics 2009-08-26 Vladimir Spokoiny , Céline Vial

The data torrent unleashed by current and upcoming astronomical surveys demands scalable analysis methods. Many machine learning approaches scale well, but separating the instrument measurement from the physical effects of interest, dealing…

Computation · Statistics 2023-04-19 Johannes Buchner

We revisit the parameterized model checking problem for token-passing systems and specifications in indexed $\textsf{CTL}^\ast \backslash \textsf{X}$. Emerson and Namjoshi (1995, 2003) have shown that parameterized model checking of indexed…

Logic in Computer Science · Computer Science 2013-11-26 Benjamin Aminof , Swen Jacobs , Ayrat Khalimov , Sasha Rubin

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of $\mathbb{R}$. An order-$1$ autoregressive model in this context is to be understood as a Markov…

Methodology · Statistics 2023-03-17 Laya Ghodrati , Victor M. Panaretos

Motivated by recent progress in quantum technologies and in particular quantum software, research and industrial communities have been trying to discover new applications of quantum algorithms such as quantum optimization and machine…

Quantum Physics · Physics 2021-12-23 Ebrahim Ardeshir-Larijani

This paper presents algorithms for identifying and reducing a dedicated set of controllable transition rates of a state-labelled continuous-time Markov chain model. The purpose of the reduction is to make states to satisfy a given…

Systems and Control · Computer Science 2016-08-03 Bharath Siva Kumar Tati , Markus Siegle

We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might…

Machine Learning · Statistics 2015-04-01 Aditya Gopalan , Shie Mannor

In this contribution, we are concerned with model order reduction in the context of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations. Such…

Numerical Analysis · Mathematics 2024-10-14 Michael Kartmann , Tim Keil , Mario Ohlberger , Stefan Volkwein , Barbara Kaltenbacher

This paper investigates the algorithmic safety verification problem of infinite-state parameterized concurrent programs over a rich set of communication topologies. The goal is to automatically produce a proof of correctness in the form of…

Logic in Computer Science · Computer Science 2026-05-15 Ruotong Cheng , Azadeh Farzan

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

We demonstrate two sampling procedures assisted by machine learning models via regression and classification. The main objective is the use of a neural network to suggest points likely inside regions of interest, reducing the number of…

High Energy Physics - Phenomenology · Physics 2024-12-05 A. Hammad , Myeonghun Park , Raymundo Ramos , Pankaj Saha

The dramatic growth in the number of application domains that naturally generate probabilistic, uncertain data has resulted in a need for efficiently supporting complex querying and decision-making over such data. In this paper, we present…

Databases · Computer Science 2010-12-17 Jian Li , Barna Saha , Amol Deshpande

We introduce some classical complexity-theoretic techniques to Parameterized Complexity. First, we study relativization for the machine models that were used by Chen, Flum, and Grohe (2005) to characterize a number of parameterized…

Computational Complexity · Computer Science 2018-07-18 Ralph Christian Bottesch

Ideally, the time that an incremental algorithm uses to process a change should be a function of the size of the change rather than, say, the size of the entire current input. Based on a formalization of ``the set of things changed'' by an…

cmp-lg · Computer Science 2008-02-03 Mats Wirén

Suppose there are $n$ Markov chains and we need to pay a per-step \emph{price} to advance them. The "destination" states of the Markov chains contain rewards; however, we can only get rewards for a subset of them that satisfy a…

Data Structures and Algorithms · Computer Science 2019-02-22 Anupam Gupta , Haotian Jiang , Ziv Scully , Sahil Singla

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step…

Systems and Control · Electrical Eng. & Systems 2024-05-08 Jiabao He , Cristian R. Rojas , Håkan Hjalmarsson

We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and the space of observations is finite. This algorithm is based…

Optimization and Control · Mathematics 2022-07-19 Arsham Afsardeir , Andreas Kapetanis , Vaios Laschos , Klaus Obermayer