Related papers: Confidence Intervals for Stochastic Arithmetic
In this paper we consider the modeling of measurement error for fund returns data. In particular, given access to a time-series of discretely observed log-returns and the associated maximum over the observation period, we develop a…
Software estimation is a crucial task in software engineering. Software estimation encompasses cost, effort, schedule, and size. The importance of software estimation becomes critical in the early stages of the software life cycle when the…
Compression of floating-point data will play an important role in high-performance computing as data bandwidth and storage become dominant costs. Lossy compression of floating-point data is powerful, but theoretical results are needed to…
Probabilistic model checking computes probabilities and expected values related to designated behaviours of interest in Markov models. As a formal verification approach, it is applied to critical systems; thus we trust that probabilistic…
Modern signal processing (SP) methods rely very heavily on probability and statistics to solve challenging SP problems. SP methods are now expected to deal with ever more complex models, requiring ever more sophisticated computational…
Accurate estimation such as cost estimation, quality estimation and risk analysis is a major issue in management. We propose a patent pending soft computing framework to tackle this challenging problem. Our generic framework is independent…
Algorithms operating on real numbers are implemented as floating-point computations in practice, but floating-point operations introduce roundoff errors that can degrade the accuracy of the result. We propose $\Lambda_{num}$, a functional…
Inference for prediction errors is critical in time series forecasting pipelines. However, providing statistically meaningful uncertainty intervals for prediction errors remains relatively under-explored. Practitioners often resort to…
We compare failure distributions of quantum error correction circuits for stochastic errors and coherent errors. We utilize a fully coherent simulation of a fault tolerant quantum error correcting circuit for a $d=3$ Steane and surface…
We establish finite sample certificates on the quality of solutions produced by data-based forward-backward (FB) operator splitting schemes. As frequently happens in stochastic regimes, we consider the problem of finding a zero of the sum…
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…
Numerical accuracy of floating point computation is a well studied topic which has not made its way to the end-user in scientific computing. Yet, it has become a critical issue with the recent requirements for code modernization to harness…
Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…
In various high-energy physics contexts, such as neutrino-oscillation experiments, several assumptions underlying the typical asymptotic confidence interval construction are violated, such that one has to resort to computationally expensive…
We describe a scalable stochastic method for the experimental measurement of generalized fidelities characterizing the accuracy of the implementation of a coherent quantum transformation. The method is based on the motion reversal of random…
This article deals with the sequential design of experiments for (deterministic or stochastic) multi-fidelity numerical simulators, that is, simulators that offer control over the accuracy of simulation of the physical phenomenon or system…
In stochastic computing (SC), a real-valued number is represented by a stochastic bit stream, encoding its value in the probability of obtaining a one. This leads to a significantly lower hardware effort for various functions and provides a…
The ongoing transition from a linear (produce-use-dispose) to a circular economy poses significant challenges to current state-of-the-art information and communication technologies. In particular, the derivation of integrated, high-level…
The aim is to identify faulty predicates which have strong effect on program failure. Statistical debugging techniques are amongst best methods for pinpointing defects within the program source code. However, they have some drawbacks. They…
Cryptographic research takes software timing side channels seriously. Approaches to mitigate them include constant-time coding and techniques to enforce such practices. However, recent attacks like Meltdown [42], Spectre [37], and…