Related papers: Data-Driven Invariant Learning for Probabilistic P…
The automatic generation of loop invariants is a fundamental challenge in software verification. While this task is undecidable in general, it is decidable for certain restricted classes of programs. This work focuses on invariant…
Automatically generating invariants, key to computer-aided analysis of probabilistic and deterministic programs and compiler optimisation, is a challenging open problem. Whilst the problem is in general undecidable, the goal is settled for…
Missing data is an universal problem in statistics. We develop a unified framework for estimating parameters defined by general estimating equations under a missing-at-random (MAR) mechanism, based on generalized entropy calibration…
Probabilistic programming is a growing area that strives to make statistical analysis more accessible, by separating probabilistic modelling from probabilistic inference. In practice this decoupling is difficult. No single inference…
We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…
We propose a "formula slicing" method for finding inductive invariants. It is based on the observation that many loops in the program affect only a small part of the memory, and many invariants which were valid before a loop are still valid…
We present new techniques for automatically constructing probabilistic programs for data analysis, interpretation, and prediction. These techniques work with probabilistic domain-specific data modeling languages that capture key properties…
As artificial intelligence and machine learning tools become more accessible, and scientists face new obstacles to data collection (e.g., rising costs, declining survey response rates), researchers increasingly use predictions from…
We propose a data-driven method to establish probabilistic performance guarantees for parametric optimization problems solved via iterative algorithms. Our approach addresses two key challenges: providing convergence guarantees to…
We propose a novel unsupervised framework for \emph{Invariant Risk Minimization} (IRM), extending the concept of invariance to settings where labels are unavailable. Traditional IRM methods rely on labeled data to learn representations that…
This paper considers the permissive supervisor synthesis for probabilistic systems modeled as Markov Decision Processes (MDP). Such systems are prevalent in power grids, transportation networks, communication networks and robotics. Unlike…
Given an imprecise probabilistic model over a continuous space, computing lower/upper expectations is often computationally hard to achieve, even in simple cases. Because expectations are essential in decision making and risk analysis,…
Probabilistic programming is the idea of writing models from statistics and machine learning using program notations and reasoning about these models using generic inference engines. Recently its combination with deep learning has been…
We develop methodology for valid inference after variable selection in logistic regression when the responses are partially observed, that is, when one observes a set of error-prone testing outcomes instead of the true values of the…
We propose a novel framework of program and invariant synthesis called neural network-guided synthesis. We first show that, by suitably designing and training neural networks, we can extract logical formulas over integers from the weights…
Predictive modelling and supervised learning are central to modern data science. With predictions from an ever-expanding number of supervised black-box strategies - e.g., kernel methods, random forests, deep learning aka neural networks -…
Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…
We study optimization for data-driven decision-making when we have observations of the uncertain parameters within the optimization model together with concurrent observations of covariates. Given a new covariate observation, the goal is to…
The performance of machine learning models can be impacted by changes in data over time. A promising approach to address this challenge is invariant learning, with a particular focus on a method known as invariant risk minimization (IRM).…
These lecture notes aim at a post-Bachelor audience with a background at an introductory level in Applied Mathematics and Applied Statistics. They discuss the logic and methodology of the Bayes-Laplace approach to inductive statistical…