Related papers: Approximations in Probabilistic Programs
We study the recursion-theoretic complexity of Positive Almost-Sure Termination ($\mathsf{PAST}$) in an imperative programming language with rational variables, bounded nondeterministic choice, and discrete probabilistic choice. A program…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
We study termination of higher-order probabilistic functional programs with recursion, stochastic conditioning and sampling from continuous distributions. Reasoning about the termination probability of programs with continuous distributions…
In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…
The analysis of parametrised systems is a growing field in verification, but the analysis of parametrised probabilistic systems is still in its infancy. This is partly because it is much harder: while there are beautiful cut-off results for…
We study the problem of fine-tuning a language model (LM) for a target task by optimally using the information from $n$ auxiliary tasks. This problem has broad applications in NLP, such as targeted instruction tuning and data selection in…
The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…
We propose a random adaptation variant of time-varying distributed averaging dynamics in discrete time. We show that this leads to novel interpretations of fundamental concepts in distributed averaging, opinion dynamics, and distributed…
In this paper, we present a novel iterative Monte Carlo method for approximating the stationary probability of a single state of a positive recurrent Markov chain. We utilize the characterization that the stationary probability of a state…
We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…
Probabilistic programming languages allow programmers to write down conditional probability distributions that represent statistical and machine learning models as programs that use observe statements. These programs are run by accumulating…
We consider a class of statistical estimation problems in which we are given a random data matrix ${\boldsymbol X}\in {\mathbb R}^{n\times d}$ (and possibly some labels ${\boldsymbol y}\in{\mathbb R}^n$) and would like to estimate a…
Probabilistic programming is the idea of writing models from statistics and machine learning using program notations and reasoning about these models using generic inference engines. Recently its combination with deep learning has been…
Almost-sure termination is an important correctness property for probabilistic programs, and a number of program logics have been developed for establishing it. However, these logics have mostly been developed for first-order programs…
We give a domain-theoretic semantics to a statistical programming language, using the plain old category of dcpos, in contrast to some more sophisticated recent proposals. Remarkably, our monad of minimal valuations is commutative, which…
Much work has been done to give semantics to probabilistic programming languages. In recent years, most of the semantics used to reason about probabilistic programs fall in two categories: semantics based on Markov kernels and semantics…
A common tool in the practice of Markov Chain Monte Carlo is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or intractable. A limited set of quantitative tools exist to assess the…
The need for parameter estimation with massive datasets has reinvigorated interest in stochastic optimization and iterative estimation procedures. Stochastic approximations are at the forefront of this recent development as they yield…
We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…
Graded posets frequently arise throughout combinatorics, where it is natural to try to count the number of elements of a fixed rank. These counting problems are often $\#\textbf{P}$-complete, so we consider approximation algorithms for…