Related papers: Consistency Analysis of Replication-Based Probabil…
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…
This paper introduces an open-ended sequential algorithm for computing the p-value of a test using Monte Carlo simulation. It guarantees that the resampling risk, the probability of a different decision than the one based on the theoretical…
Maintaining causal consistency in distributed shared memory systems using vector timestamps has received a lot of attention from both theoretical and practical prospective. However, most of the previous literature focuses on full…
The partial least squares algorithm for dependent data realisations is considered. Consequences of ignoring the dependence for the algorithm performance are studied both theoretically and in simulations. It is shown that ignoring certain…
Over the years, different meanings have been associated to the word consistency in the distributed systems community. While in the '80s "consistency" typically meant strong consistency, later defined also as linearizability, in recent…
Agreement among a set of processes and in the presence of partial failures is one of the fundamental problems of distributed systems. In the most general case, many decisions must be agreed upon over the lifetime of a system with…
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…
This paper addresses finite sample stability properties of sequential Monte Carlo methods for approximating sequences of probability distributions. The results presented herein are applicable in the scenario where the start and end…
Latency is a key service factor for user satisfaction. Consistency is in a trade-off relation with operation latency in the distributed and replicated scenario. Existing NoSQL stores guarantee either strong or weak consistencies but none…
This paper examines the stability of the quantum random walk search algorithm, when the walk coin is constructed by generalized Householder reflection and additional phase shift, against inaccuracies in the phases used to construct the…
Due to the emergent adoption of distributed systems when building applications, demand for reliability and availability has increased. These properties can be achieved through replication techniques using middleware algorithms that must be…
Consider Least Squares Monte Carlo (LSM) algorithm, which is proposed by Longstaff and Schwartz (2001) for pricing American style securities. This algorithm is based on the projection of the value of continuation onto a certain set of basis…
Concurrent accesses to databases are typically encapsulated in transactions in order to enable isolation from other concurrent computations and resilience to failures. Modern databases provide transactions with various semantics…
We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation. The static parameter…
Distributed storage systems and databases are widely used by various types of applications. Transactional access to these storage systems is an important abstraction allowing application programmers to consider blocks of actions (i.e.,…
This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…
In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…
We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…
Transactions simplify concurrent programming by enabling computations on shared data that are isolated from other concurrent computations and are resilient to failures. Modern databases provide different consistency models for transactions…
Geo-replicated databases often operate under the principle of eventual consistency to offer high-availability with low latency on a simple key/value store abstraction. Recently, some have adopted commutative data types to provide seamless…