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In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…
Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
Myerson first introduced graph-restricted games in order to model the interaction of cooperative players with an underlying communication network. A dedicated solution concept -- the Myerson value -- is perhaps the most important normative…
The problem of retrosynthetic planning can be framed as one player game, in which the chemist (or a computer program) works backwards from a molecular target to simpler starting materials though a series of choices regarding which reactions…
Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…
Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…
The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical…
Most classical scheduling formulations assume a fixed and known duration for each activity. In this paper, we weaken this assumption, requiring instead that each duration can be represented by an independent random variable with a known…
Bridge is a trick-taking card game requiring the ability to evaluate probabilities since it is a game of incomplete information where each player only sees its cards. In order to choose a strategy, a player needs to gather information about…
The game of Go is more challenging than other board games, due to the difficulty of constructing a position or move evaluation function. In this paper we investigate whether deep convolutional networks can be used to directly represent and…
Extracting maximal information from experimental data requires access to the likelihood function, which however is never directly available for complex experiments like those performed at high energy colliders. Theoretical predictions are…
Deep reinforcement learning is an increasingly popular technique for synthesising policies to control an agent's interaction with its environment. There is also growing interest in formally verifying that such policies are correct and…
A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…
Poker is one of the most popular card games, whose rational investigation represents also one of the major challenges in several scientific areas, spanning from information theory and artificial intelligence to game theory and statistical…
This paper presents a novel approach to automated playtesting for the prediction of human player behavior and experience. It has previously been demonstrated that Deep Reinforcement Learning (DRL) game-playing agents can predict both game…
Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…
Monte Carlo Counterfactual Regret Minimization (MCCFR) has emerged as a cornerstone algorithm for solving extensive-form games, but its integration with deep neural networks introduces scale-dependent challenges that manifest differently…
In addressing the challenge of exponential scaling with the number of agents we adopt a cluster-based representation to approximately solve asymmetric games of very many players. A cluster groups together agents with a similar "strategic…
Monte Carlo dropout may effectively capture model uncertainty in deep learning, where a measure of uncertainty is obtained by using multiple instances of dropout at test time. However, Monte Carlo dropout is applied across the whole network…