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Resilience is emerging as a key requirement for next-generation wireless communication systems, requiring the ability to assess and control rare, path-dependent failure events arising from sequential degradation and delayed recovery. In…
Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…
This paper brings explicit considerations of distributed computing architectures and data structures into the rigorous design of Sequential Monte Carlo (SMC) methods. A theoretical result established recently by the authors shows that…
Bayesian optimization (BO) is a popular method for computationally expensive black-box optimization. However, traditional BO methods need to solve new problems from scratch, leading to slow convergence. Recent studies try to extend BO to a…
In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…
We present Doubly Robust Monte Carlo Tree Search (DR-MCTS), a novel algorithm that integrates Doubly Robust (DR) off-policy estimation into Monte Carlo Tree Search (MCTS) to enhance sample efficiency and decision quality in complex…
Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…
Symbolic regression aims to discover concise, interpretable mathematical expressions that satisfy desired objectives, such as fitting data, posing a highly combinatorial optimization problem. While genetic programming has been the dominant…
Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…
Few real-world hybrid systems are amenable to formal verification, due to their complexity and black box components. Optimization-based falsification---a methodology of search-based testing that employs stochastic optimization---is…
Bayesian Additive Regression Trees (BART) is a Bayesian approach to flexible non-linear regression which has been shown to be competitive with the best modern predictive methods such as those based on bagging and boosting. BART offers some…
Taking into account future risk is essential for an autonomously operating robot to find online not only the best but also a safe action to execute. In this paper, we build upon the recently introduced formulation of probabilistic…
We examine the zero-temperature Metropolis Monte Carlo algorithm as a tool for training a neural network by minimizing a loss function. We find that, as expected on theoretical grounds and shown empirically by other authors, Metropolis…
Graph theory is an interdisciplinary field of study that has various applications in mathematical modeling and computer science. Research in graph theory depends on the creation of not only theorems but also conjectures. Conjecture-refuting…
UCT, a state-of-the art algorithm for Monte Carlo tree sampling (MCTS), is based on UCB, a sampling policy for the Multi-armed Bandit Problem (MAB) that minimizes the accumulated regret. However, MCTS differs from MAB in that only the final…
Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in…
Sequential Monte Carlo has become a standard tool for Bayesian Inference of complex models. This approach can be computationally demanding, especially when initialized from the prior distribution. On the other hand, deter-ministic…
Approximate Bayesian computation (ABC) is a well-established family of Monte Carlo methods for performing approximate Bayesian inference in the case where an ``implicit'' model is used for the data: when the data model can be simulated, but…
Despite its groundbreaking success in Go and computer games, Monte Carlo Tree Search (MCTS) is computationally expensive as it requires a substantial number of rollouts to construct the search tree, which calls for effective…
Latent Space (LS) network models project the nodes of a network on a $d$-dimensional latent space to achieve dimensionality reduction of the network while preserving its relevant features. Inference is often carried out within a Markov…