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Support points summarize a large dataset through a smaller set of representative points that can be used for data operations, such as Monte Carlo integration, without requiring access to the full dataset. In this sense, support points offer…

Machine Learning · Statistics 2025-09-01 Peiqi Zhao , Carlos E. Rodríguez , Ramsés H. Mena , Stephen G. Walker

We study numerical integration over bounded regions in $\mathbb{R}^s, s\ge1$ with respect to some probability measure. We replace random sampling with quasi-Monte Carlo methods, where the underlying point set is derived from deterministic…

Numerical Analysis · Mathematics 2023-05-01 Tiangang Cui , Josef Dick , Friedrich Pillichshammer

Stochastic Differential Equations (SDEs) are used as statistical models in many disciplines. However, intractable likelihood functions for SDEs make inference challenging, and we need to resort to simulation-based techniques to estimate and…

Methodology · Statistics 2014-08-12 Grant Schneider , Peter F. Craigmile , Radu Herbei

Approximating the set of reachable states of a dynamical system is an algorithmic yet mathematically rigorous way to reason about its safety. Although progress has been made in the development of efficient algorithms for affine dynamical…

Systems and Control · Computer Science 2022-05-03 Sergiy Bogomolov , Marcelo Forets , Goran Frehse , Andreas Podelski , Christian Schilling , Frédéric Viry

Learning-based techniques are increasingly effective at controlling complex systems using data-driven models. However, most work done so far has focused on learning individual tasks or control laws. Hence, it is still a largely unaddressed…

Systems and Control · Electrical Eng. & Systems 2020-05-08 Alexandre Capone , Armin Lederer , Jonas Umlauft , Sandra Hirche

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier

Gaussian Boson Sampling (GBS) have shown advantages over classical methods for performing some specific sampling tasks. To fully harness the computational power of GBS, there has been great interest in identifying their practical…

Quantum Physics · Physics 2025-02-28 Jørgen Ellegaard Andersen , Shan Shan

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Intelligent systems sometimes need to infer the probable goals of people, cars, and robots, based on partial observations of their motion. This paper introduces a class of probabilistic programs for formulating and solving these problems.…

Artificial Intelligence · Computer Science 2017-04-19 Marco F. Cusumano-Towner , Alexey Radul , David Wingate , Vikash K. Mansinghka

We consider jointly estimating the coefficient matrix and the error precision matrix in high-dimensional multivariate linear regression models. Bayesian methods in this context often face computational challenges, leading to previous…

Methodology · Statistics 2025-08-25 Xuan Cao , Kyoungjae Lee

In this paper, we address the problem of sampling-based motion planning under motion and measurement uncertainty with probabilistic guarantees. We generalize traditional sampling-based tree-based motion planning algorithms for deterministic…

Robotics · Computer Science 2022-10-05 Qi Heng Ho , Zachary N. Sunberg , Morteza Lahijanian

In classification tasks, softmax functions are ubiquitously used as output activations to produce predictive probabilities. Such outputs only capture aleatoric uncertainty. To capture epistemic uncertainty, approximate Gaussian inference…

Machine Learning · Computer Science 2026-02-12 Bálint Mucsányi , Nathaël Da Costa , Philipp Hennig

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

This work develops novel error expansions with computable leading order terms for the global weak error in the tau-leap discretization of pure jump processes arising in kinetic Monte Carlo models. Accurate computable a posteriori error…

Numerical Analysis · Mathematics 2011-10-21 Jesper Karlsson , Raul Tempone

Eliciting relevance judgments for ranking evaluation is labor-intensive and costly, motivating careful selection of which documents to judge. Unlike traditional approaches that make this selection deterministically, probabilistic sampling…

Information Retrieval · Computer Science 2016-04-26 Tobias Schnabel , Adith Swaminathan , Peter Frazier , Thorsten Joachims

This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…

Dynamical Systems · Mathematics 2024-06-05 Aleksandr Katrutsa , Ivan Oseledets , Sergey Utyuzhnikov

Model counting of Disjunctive Normal Form (DNF) formulas is a critical problem in applications such as probabilistic inference and network reliability. For example, it is often used for query evaluation in probabilistic databases. Due to…

Data Structures and Algorithms · Computer Science 2026-01-16 Paul Burkhardt , David G. Harris , Kevin T Schmitt

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Consider a process, stochastic or deterministic, obtained by using a numerical integration scheme, or from Monte-Carlo methods involving an approximation to an integral, or a Newton-Raphson iteration to approximate the root of an equation.…

Computational Finance · Quantitative Finance 2010-06-17 Don McLeish