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We introduce Probabilistic Dependent Type Systems (PDTS) via a functional language based on a subsystem of intuitionistic type theory including dependent sums and products, which is expanded to include stochastic functions. We provide a…

Logic in Computer Science · Computer Science 2016-02-25 Jonathan H. Warrell

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

The aim of a probabilistic resource analysis is to derive a probability distribution of possible resource usage for a program from a probability distribution of its input. We present an automated multi- phase rewriting based method to…

Programming Languages · Computer Science 2016-12-16 Maja H. Kirkeby , Mads Rosendahl

Considering the problem of risk-sensitive parameter estimation, we propose a fairly wide family of lower bounds on the exponential moments of the quadratic error, both in the Bayesian and the non--Bayesian regime. This family of bounds,…

Information Theory · Computer Science 2017-03-02 Neri Merhav

Session types capture precise protocol structure in concurrent programming, but do not specify properties of the exchanged values beyond their basic type. Refinement types are a form of dependent types that can address this limitation,…

Logic in Computer Science · Computer Science 2012-11-20 Pedro Baltazar , Dimitris Mostrous , Vasco T. Vasconcelos

Most of the methods that produce space weather forecasts are based on deterministic models. In order to generate a probabilistic forecast, a model needs to be run several times sampling the input parameter space, in order to generate an…

Space Physics · Physics 2019-05-01 Enrico Camporeale , Xiangning Chu , Oleksiy Agapitov , Jacob Bortnik

Model predictive control is a control approach that minimizes a stage cost over a predicted system trajectory based on a model of the system and is capable of handling state and input constraints. For uncertain models, robust or adaptive…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Francisco Moreno-Mora , Lukas Beckenbach , Stefan Streif

We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…

Optimization and Control · Mathematics 2025-05-28 Francesco Cordiano , Matin Jafarian , Bart De Schutter

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

Forecasting project expenses is a crucial step for businesses to avoid budget overruns and project failures. Traditionally, this has been done by financial analysts or data science techniques such as time-series analysis. However, these…

Machine Learning · Computer Science 2023-10-25 Cheng Qian , Lucas Glass , Nikos Sidiropoulos

Neural networks are becoming a popular tool for solving many real-world problems such as object recognition and machine translation, thanks to its exceptional performance as an end-to-end solution. However, neural networks are complex…

Machine Learning · Computer Science 2020-09-29 Guoliang Dong , Jingyi Wang , Jun Sun , Yang Zhang , Xinyu Wang , Ting Dai , Jin Song Dong , Xingen Wang

Motion prediction and cost evaluation are vital components in the decision-making system of autonomous vehicles. However, existing methods often ignore the importance of cost learning and treat them as separate modules. In this study, we…

Robotics · Computer Science 2024-02-27 Zhiyu Huang , Peter Karkus , Boris Ivanovic , Yuxiao Chen , Marco Pavone , Chen Lv

We describe a machine learning method for predicting the value of a real-valued function, given the values of multiple input variables. The method induces solutions from samples in the form of ordered disjunctive normal form (DNF) decision…

Artificial Intelligence · Computer Science 2014-11-17 S. M. Weiss , N. Indurkhya

Recursive calls over recursive data are useful for generating probability distributions, and probabilistic programming allows computations over these distributions to be expressed in a modular and intuitive way. Exact inference is also…

Programming Languages · Computer Science 2023-03-28 David Chiang , Colin McDonald , Chung-chieh Shan

This work offers a broad perspective on probabilistic modeling and inference in light of recent advances in probabilistic programming, in which models are formally expressed in Turing-complete programming languages. We consider a typical…

Machine Learning · Statistics 2020-04-20 Lawrence M. Murray , Thomas B. Schön

Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages make possible to build unified frameworks to compute…

Machine Learning · Statistics 2016-07-15 Anh Tong , Jaesik Choi

First-order probabilistic models combine representational power of first-order logic with graphical models. There is an ongoing effort to design lifted inference algorithms for first-order probabilistic models. We analyze lifted inference…

Artificial Intelligence · Computer Science 2012-05-14 Jacek Kisynski , David L Poole

The aim of a probabilistic output analysis is to derive a probability distribution of possible output values for a program from a probability distribution of its input. We present a method for performing static output analysis, based on…

Programming Languages · Computer Science 2015-09-30 Mads Rosendahl , Maja H. Kirkeby

To support the understanding of declarative probabilistic programming languages, we introduce a lambda-calculus with a fair binary probabilistic choice that chooses between its arguments with equal probability. The reduction strategy of the…

Logic in Computer Science · Computer Science 2022-05-31 David Sabel , Manfred Schmidt-Schauß , Luca Maio

We present a novel static analysis technique to derive higher moments for program variables for a large class of probabilistic loops with potentially uncountable state spaces. Our approach is fully automatic, meaning it does not rely on…

Programming Languages · Computer Science 2022-12-21 Marcel Moosbrugger , Miroslav Stankovič , Ezio Bartocci , Laura Kovács