Related papers: New Approaches for Almost-Sure Termination of Prob…
We show that universal positive almost sure termination (UPAST) is decidable for a class of simple randomized programs, i.e., it is decidable whether the expected runtime of such a program is finite for all inputs. Our class contains all…
The goal of this work is to prove a new sure upper bound in a setting that can be thought of as a simplified function field analogue. This result is comparable to a recent result of the author concerning almost sure upper bound of random…
We consider the two categories of termination problems of quantum programs with nondeterminism: 1) Is an input of a program terminating with probability one under all schedulers? If not, how can a scheduler be synthesized to evidence the…
We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of the gain function in the span of these…
We introduce a system of monadic affine sized types, which substantially generalise usual sized types, and allows this way to capture probabilistic higher-order programs which terminate almost surely. Going beyond plain, strong…
The task of inferring logical formulas from examples has garnered significant attention as a means to assist engineers in creating formal specifications used in the design, synthesis, and verification of computing systems. Among various…
Probabilistic programming is a growing area that strives to make statistical analysis more accessible, by separating probabilistic modelling from probabilistic inference. In practice this decoupling is difficult. No single inference…
Providing finite-time probabilistic safety and reach-avoid guarantees is crucial for safety-critical stochastic systems. Existing state-of-the-art barrier methods often rely on a restrictive boundedness assumption for auxiliary functions,…
We study nearly-linear time approximation algorithms for non-preemptive scheduling problems in two settings: the unrelated machine setting, and the identical machine with job precedence constraints setting, under the well-studied objectives…
Decentralized optimization methods have been in the focus of optimization community due to their scalability, increasing popularity of parallel algorithms and many applications. In this work, we study saddle point problems of sum type,…
We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…
Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…
We propose a new method to approximate the posterior distribution of probabilistic programs by means of computing guaranteed bounds. The starting point of our work is an interval-based trace semantics for a recursive, higher-order…
This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…
A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…
This paper addresses two central problems for probabilistic processing models: parameter estimation from incomplete data and efficient retrieval of most probable analyses. These questions have been answered satisfactorily only for…
There are many techniques and tools to prove termination of C programs, but up to now these tools were not very powerful for fully automated termination proofs of programs whose termination depends on recursive data structures like lists.…
The Restricted Assignment Problem is a prominent special case of Scheduling on Parallel Unrelated Machines. For the strongest known linear programming relaxation, the configuration LP, we improve the non-constructive bound on its…
In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…
`What more than its truth do we know if we have a proof of a theorem in a given formal system?' We examine Kreisel's question in the particular context of program termination proofs, with an eye to deriving complexity bounds on program…