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Sequential Monte Carlo (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a posteriori probability measures generated by state-space dynamical models. At any given time $t$,…

Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists of replacing intractable quantities required to run standard…

Linear and semidefinite programming (LP, SDP), regularisation through basis pursuit (BP) and Lasso have seen great success in mathematics, statistics, data science, computer-assisted proofs and learning. The success of LP is traditionally…

Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…

The emergence of tools based on artificial intelligence has also led to the need of producing explanations which are understandable by a human being. In most approaches, the system is considered a black box, making it difficult to generate…

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bayesian inference for these models typically relies on Markov…

Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…

Many practical techniques for probabilistic inference require a sequence of distributions that interpolate between a tractable distribution and an intractable distribution of interest. Usually, the sequences used are simple, e.g., based on…

#SMT, or model counting for logical theories, is a well-known hard problem that generalizes such tasks as counting the number of satisfying assignments to a Boolean formula and computing the volume of a polytope. In the realm of…

Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…

Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…

Large language models (LLMs) have shown strong performance in many reasoning benchmarks. However, recent studies have pointed to memorization, rather than generalization, as one of the leading causes for such performance. LLMs, in fact, are…

Dependency parsing research, which has made significant gains in recent years, typically focuses on improving the accuracy of single-tree predictions. However, ambiguity is inherent to natural language syntax, and communicating such…

Inference after model selection presents computational challenges when dealing with intractable conditional distributions. Markov chain Monte Carlo (MCMC) is a common method for sampling from these distributions, but its slow convergence…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Markov Chain Monte Carlo (MCMC) requires to evaluate the full data likelihood at different parameter values iteratively and is often computationally infeasible for large data sets. In this paper, we propose to approximate the log-likelihood…

Monte Carlo inference has asymptotic guarantees, but can be slow when using generic proposals. Handcrafted proposals that rely on user knowledge about the posterior distribution can be efficient, but are difficult to derive and implement.…

Probabilistic systems are an important theme in AI domain. As the specification language, the logic PCTL is now the default logic for reasoning about probabilistic properties. In this paper, we present a natural and succinct probabilistic…