Related papers: Efficient Local Computation of Differential Bisimu…

Alignment algorithms usually rely on simplified models of gaps for computational efficiency. Based on an isomorphism between alignments and physical helix-coil models, we show in statistical mechanics that alignments with realistic laws for…

Coupling is a widely used technique in the theoretical study of interacting stochastic processes. In this paper I present an example demonstrating its usefulness also in the efficient computer simulation of such processes. I first describe…

We construct explicit easily implementable polynomial approximations of sufficiently high accuracy for locally constant functions on the union of disjoint segments. This problem has important applications in several areas of numerical…

Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…

There has been a great deal of recent interest in methods for performing lifted inference; however, most of this work assumes that the first-order model is given as input to the system. Here, we describe lifted inference algorithms that…

We study bisimulation and context equivalence in a probabilistic $\lambda$-calculus. The contributions of this paper are threefold. Firstly we show a technique for proving congruence of probabilistic applicative bisimilarity. While the…

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

We propose polynomial-time algorithms to minimise labelled Markov chains whose transition probabilities are not known exactly, have been perturbed, or can only be obtained by sampling. Our algorithms are based on a new notion of an…

We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…

Particle-in-cell merging algorithms aim to resample dynamically the six-dimensional phase space occupied by particles without distorting substantially the physical description of the system. Whereas various approaches have been proposed in…

We establish efficient approximate counting algorithms for several natural problems in local lemma regimes. In particular, we consider the probability of intersection of events and the dimension of intersection of subspaces. Our approach is…

Particle filters provide Monte Carlo approximations of intractable quantities such as point-wise evaluations of the likelihood in state space models. In many scenarios, the interest lies in the comparison of these quantities as some…

We propose a computationally efficient method to solve the dynamics of operators of bosonic quantum systems coupled to their environments. The method maps the operator under interest to a set of complex-valued functions, and its adjoint…

Bisimulation is a concept that captures behavioural equivalence. It has been studied extensively on nonprobabilistic systems and on discrete-time Markov processes and on so-called continuous-time Markov chains. In the latter time is…

This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…

We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the…

Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…

Structural network embedding is a crucial step in enabling effective downstream tasks for complex systems that aims to project a network into a lower-dimensional space while preserving similarities among nodes. We introduce a simple and…

Probabilistic applicative bisimulation is a recently introduced coinductive methodology for program equivalence in a probabilistic, higher-order, setting. In this paper, the technique is applied to a typed, call-by-value, lambda-calculus.…

Bisimulation metrics are powerful tools for measuring similarities between stochastic processes, and specifically Markov chains. Recent advances have uncovered that bisimulation metrics are, in fact, optimal-transport distances, which has…