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Many probabilistic programming languages allow programs to be run under constraints in order to carry out Bayesian inference. Running programs under constraints could enable other uses such as rare event simulation and probabilistic…

Programming Languages · Computer Science 2015-01-19 Neil Toronto , Jay McCarthy , David Van Horn

As the amount and complexity of available data increases, the need for robust statistical learning becomes more pressing. To enhance resilience against model misspecification, the generalized posterior inference method adjusts the…

Computation · Statistics 2024-09-04 Masahiro Tanaka

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…

Logic in Computer Science · Computer Science 2015-05-13 Fedor Shmarov , Paolo Zuliani

Partially Observable Markov Decision Processes (POMDPs) are fundamental to decision-making under uncertainty. We introduce a novel scalable approach to accelerate upper bound estimation in Point-Based Value Iteration (PBVI) algorithms, the…

Optimization and Control · Mathematics 2025-03-13 Siqiong Zhou , Ashif S. Iquebal , Esma S. Gel

First order methods endowed with global convergence guarantees operate using global lower bounds on the objective. The tightening of the bounds has been shown to increase both the theoretical guarantees and the practical performance. In…

Optimization and Control · Mathematics 2024-04-30 Mihai I. Florea , Yurii Nesterov

The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…

Machine Learning · Statistics 2015-06-16 Pierre Alquier , James Ridgway , Nicolas Chopin

Bayesian neural network posterior distributions have a great number of modes that correspond to the same network function. The abundance of such modes can make it difficult for approximate inference methods to do their job. Recent work has…

Machine Learning · Statistics 2024-07-03 Tommy Rochussen

We introduce a graceful approach to probabilistic inference called bounded conditioning. Bounded conditioning monotonically refines the bounds on posterior probabilities in a belief network with computation, and converges on final…

Artificial Intelligence · Computer Science 2013-04-08 Eric J. Horvitz , Jaap Suermondt , Gregory F. Cooper

We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Methodology · Statistics 2023-02-14 David T. Frazier , Robert Kohn , Christopher Drovandi , David Gunawan

The purpose of unitary synthesis is to find a gate sequence that optimally approximates a target unitary transformation. A new synthesis approach, called probabilistic synthesis, has been introduced, and its superiority has been…

Quantum Physics · Physics 2024-05-03 Seiseki Akibue , Go Kato , Seiichiro Tani

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or…

Machine Learning · Computer Science 2016-01-06 Ulrich Schaechtle , Ben Zinberg , Alexey Radul , Kostas Stathis , Vikash K. Mansinghka

Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…

Machine Learning · Statistics 2023-10-20 Wenwen Si , Sangdon Park , Insup Lee , Edgar Dobriban , Osbert Bastani

Monte Carlo inference has asymptotic guarantees, but can be slow when using generic proposals. Handcrafted proposals that rely on user knowledge about the posterior distribution can be efficient, but are difficult to derive and implement.…

Artificial Intelligence · Computer Science 2018-01-16 Marco F. Cusumano-Towner , Vikash K. Mansinghka

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

We introduce a framework for representing a variety of interesting problems as inference over the execution of probabilistic model programs. We represent a "solution" to such a problem as a guide program which runs alongside the model…

Artificial Intelligence · Computer Science 2010-06-08 Georges Harik , Noam Shazeer

Multi-task reinforcement learning trains generalist policies that can execute multiple tasks. While recent years have seen significant progress, existing approaches rarely provide formal performance guarantees, which are indispensable when…

Machine Learning · Computer Science 2026-02-03 Yannik Schnitzer , Mathias Jackermeier , Alessandro Abate , David Parker

We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…

Machine Learning · Statistics 2024-08-27 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund