Related papers: A Model Counter's Guide to Probabilistic Systems
For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…
Ordinal categorical data are routinely encountered in many practical applications. When the primary goal is to construct a regression model for ordinal outcomes, cumulative link models represent one of the most popular choices to link the…
This paper presents a probabilistic model validation methodology for nonlinear systems in time-domain. The proposed formulation is simple, intuitive, and accounts both deterministic and stochastic nonlinear systems with parametric and…
This thesis describes work on two applications of probabilistic programming: the learning of probabilistic program code given specifications, in particular program code of one-dimensional samplers; and the facilitation of sequential Monte…
We are studying the problems of modeling and inference for multivariate count time series data with Poisson marginals. The focus is on linear and log-linear models. For studying the properties of such processes we develop a novel conceptual…
Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing…
In this paper, the relationship between probabilistic graphical models, in particular Bayesian networks, and causal diagrams, also called structural causal models, is studied. Structural causal models are deterministic models, based on…
The paper concerns the probabilistic evaluation of plans in the presence of unmeasured variables, each plan consisting of several concurrent or sequential actions. We establish a graphical criterion for recognizing when the effects of a…
Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…
State-of-the-art probabilistic model checkers perform verification on explicit-state Markov models defined in a high-level programming formalism like the PRISM modeling language. Typically, the low-level models resulting from such…
This paper presents a simulation-based framework for sequential inference from partially and discretely observed point process (PP's) models with static parameters. Taking on a Bayesian perspective for the static parameters, we build upon…
In this paper we propose a new stochastic model based on a generalization of semi-Markov chains to study the high frequency price dynamics of traded stocks. We assume that the financial returns are described by a weighted indexed…
In statistical mechanical investigations on complex networks, it is useful to employ random graphs ensembles as null models, to compare with experimental realizations. Motivated by transcription networks, we present here a simple way to…
Attempts to replicate probabilistic reasoning in expert systems have typically overlooked a critical ingredient of that process. Probabilistic analysis typically requires extensive judgments regarding interdependencies among hypotheses and…
In our recent works, we developed a probabilistic framework for structural analysis in undirected networks. The key idea of that framework is to sample a network by a symmetric bivariate distribution and then use that bivariate distribution…
From the Bayesian perspective, the category of conditional probabilities (a variant of the Kleisli category of the Giry monad, whose objects are measurable spaces and arrows are Markov kernels) gives a nice framework for conceptualization…
We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…
We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics…
Binomial distributions capture the probabilities of `heads' outcomes when a (biased) coin is tossed multiple times. The coin may be identified with a distribution on the two-element set {0,1}, where the 1 outcome corresponds to `head'. One…
In this paper, we propose a constraint-based modeling approach for the problem of discovering frequent gradual patterns in a numerical dataset. This SAT-based declarative approach offers an additional possibility to benefit from the recent…