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Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…

Methodology · Statistics 2017-12-18 Karl Mosler , Pavel Bazovkin

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

Scientists often run experiments to distinguish competing theories. This requires patience, rigor, and ingenuity - there is often a large space of possible experiments one could run. But we need not comb this space by hand - if we represent…

Artificial Intelligence · Computer Science 2016-08-18 Long Ouyang , Michael Henry Tessler , Daniel Ly , Noah Goodman

In this work, we explore how probabilistic programs can be used to represent policies in sequential decision problems. In this formulation, a probabilistic program is a black-box stochastic simulator for both the problem domain and the…

Machine Learning · Statistics 2016-08-05 Jan-Willem van de Meent , Brooks Paige , David Tolpin , Frank Wood

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

Essential tasks for the verification of probabilistic programs include bounding expected outcomes and proving termination in finite expected runtime. We contribute a simple yet effective inductive synthesis approach for proving such…

Logic in Computer Science · Computer Science 2023-02-09 Kevin Batz , Mingshuai Chen , Sebastian Junges , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Christoph Matheja

We present a new symbolic execution semantics of probabilistic programs that include observe statements and sampling from continuous distributions. Building on Kozen's seminal work, this symbolic semantics consists of a countable collection…

Programming Languages · Computer Science 2023-07-20 Erik Voogd , Einar Broch Johnsen , Alexandra Silva , Zachary J. Susag , Andrzej Wąsowski

We present a domain-theoretic framework for probabilistic programming that provides a constructive definition of conditional probability and addresses computability challenges previously identified in the literature. We introduce a novel…

Logic in Computer Science · Computer Science 2025-02-04 Pietro Di Gianantonio , Abbas Edalat

Probabilistic programming (PP) is a programming paradigm that allows for writing statistical models like ordinary programs, performing simulations by running those programs, and analyzing and refining their statistical behavior using…

Programming Languages · Computer Science 2024-06-19 Martin Kuhn , Joscha Grüger , Christoph Matheja , Andrey Rivkin

Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models…

Machine Learning · Computer Science 2018-10-23 Ke Li , Jitendra Malik

We formalize the notion of nesting probabilistic programming queries and investigate the resulting statistical implications. We demonstrate that while query nesting allows the definition of models which could not otherwise be expressed,…

Machine Learning · Statistics 2018-07-31 Tom Rainforth

Probabilistic programming is becoming increasingly popular thanks to its ability to specify problems with a certain degree of uncertainty. In this work, we focus on term rewriting, a well-known computational formalism. In particular, we…

Programming Languages · Computer Science 2025-03-20 Germán Vidal

We explore the interplay between random and deterministic phenomena using a representation of uncertainty based on the measure-theoretic concept of outer measure. The meaning of the analogues of different probabilistic concepts is…

Methodology · Statistics 2020-04-21 Jeremie Houssineau

We explore the following question: Is a decision-making program fair, for some useful definition of fairness? First, we describe how several algorithmic fairness questions can be phrased as program verification problems. Second, we discuss…

Programming Languages · Computer Science 2016-10-20 Aws Albarghouthi , Loris D'Antoni , Samuel Drews , Aditya Nori

Recent work on loglinear models in probabilistic constraint logic programming is applied to first-order probabilistic reasoning. Probabilities are defined directly on the proofs of atomic formulae, and by marginalisation on the atomic…

Artificial Intelligence · Computer Science 2013-01-30 James Cussens

Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…

Optimization and Control · Mathematics 2021-09-24 Juyoung Wang , Mucahit Cevik , Merve Bodur

We consider the task of performing probabilistic inference with probabilistic logical models. Many algorithms for approximate inference with such models are based on sampling. From a logic programming perspective, sampling boils down to…

Artificial Intelligence · Computer Science 2015-03-19 Daan Fierens

The field of statistical relational learning aims at unifying logic and probability to reason and learn from data. Perhaps the most successful paradigm in the field is probabilistic logic programming: the enabling of stochastic primitives…

Machine Learning · Computer Science 2018-09-20 Stefanie Speichert , Vaishak Belle

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

Artificial intelligence has recently experienced remarkable advances, fueled by large models, vast datasets, accelerated hardware, and, last but not least, the transformative power of differentiable programming. This new programming…

Machine Learning · Computer Science 2025-06-25 Mathieu Blondel , Vincent Roulet
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