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Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g, stochastic optimization or sampling average approximation, fail to learn exploitable…

The maximal biclique enumeration problem in bipartite graphs is fundamental and has numerous applications in E-commerce and transaction networks. Most existing studies adopt a branch-and-bound framework, which recursively expands a partial…

We give polynomial time algorithms for deciding almost-sure and limit-sure reachability in Branching Concurrent Stochastic Games (BCSGs). These are a class of infinite-state imperfect-information stochastic games that generalize both…

Motivated by multi-user optimization problems and non-cooperative Nash games in uncertain regimes, we consider stochastic Cartesian variational inequalities (SCVI) where the set is given as the Cartesian product of a collection of component…

For min-max optimization and variational inequalities problems (VIP) encountered in diverse machine learning tasks, Stochastic Extragradient (SEG) and Stochastic Gradient Descent Ascent (SGDA) have emerged as preeminent algorithms. Constant…

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

Recent progress in randomized motion planners has led to the development of a new class of sampling-based algorithms that provide asymptotic optimality guarantees, notably the RRT* and the PRM* algorithms. Careful analysis reveals that the…

This paper develops methods of distributed Bayesian hypothesis tests for fault detection and diagnosis that are based on belief propagation and optimization in graphical models. The main challenges in developing distributed statistical…

We study the implementation of Automatic Differentiation Variational inference (ADVI) for Bayesian inference on regression models with bridge penalization. The bridge approach uses $\ell_{\alpha}$ norm, with $\alpha \in (0, +\infty)$ to…

We introduce an iterative optimization scheme for convex objectives consisting of a linear loss and a non-separable penalty, based on the expectation-consistent approximation and the vector approximate message-passing (VAMP) algorithm.…

Motivated by many application problems, we consider Markov decision processes (MDPs) with a general loss function and unknown parameters. To mitigate the epistemic uncertainty associated with unknown parameters, we take a Bayesian approach…

We derive a novel framework called Bi-Directional Grid Constrained (BGC) stochastic processes in which the further an Ito diffusion drifts away from the origin, then the further it will be constrained. By making suitable modifications to…

In many real-world planning tasks, agents must tackle uncertainty about the environment's state and variability in the outcomes induced by stochastic dynamics and rewards. Motivated by recent progress in world model approaches, where latent…

The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…

Max-product "belief propagation" is an iterative, local, message-passing algorithm for finding the maximum a posteriori (MAP) assignment of a discrete probability distribution specified by a graphical model. Despite the spectacular success…

We present VBPI-Mixtures, an algorithm designed to enhance the accuracy of phylogenetic posterior distributions, particularly for tree-topology and branch-length approximations. Despite the Variational Bayesian Phylogenetic Inference…

Betweenness Centrality (BC) is steadily growing in popularity as a metrics of the influence of a vertex in a graph. The BC score of a vertex is proportional to the number of all-pairs-shortest-paths passing through it. However, complete and…

Knowing the largest rate at which data can be sent on an end-to-end path such that the egress rate is equal to the ingress rate with high probability can be very practical when choosing transmission rates in video streaming or selecting…

We consider concurrent games played on graphs. At every round of a game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…