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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…
Sign-Perturbed Sum (SPS) is a powerful finite-sample system identification algorithm which can construct confidence regions for the true data generating system with exact coverage probabilities, for any finite sample size. SPS was developed…
Recently, some mixture algorithms of pointwise and pairwise learning (PPL) have been formulated by employing the hybrid error metric of "pointwise loss + pairwise loss" and have shown empirical effectiveness on feature selection, ranking…
In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…
We apply a probabilistic approach to study the computational complexity of analog computers which solve linear programming problems. We analyze numerically various ensembles of linear programming problems and obtain, for each of these…
Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…
Implicit Computational Complexity (ICC) drives better understanding of complexity classes, but it also guides the development of resources-aware languages and static source code analyzers. Among the methods developed, the mwp-flow analysis…
We present a novel probabilistic programming framework that couples directly to existing large-scale simulators through a cross-platform probabilistic execution protocol, which allows general-purpose inference engines to record and control…
Predictive coding (PC) accounts of perception now form one of the dominant computational theories of the brain, where they prescribe a general algorithm for inference and learning over hierarchical latent probabilistic models. Despite this,…
Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for…
We extend the Longstaff-Schwartz algorithm for approximately solving optimal stopping problems on high-dimensional state spaces. We reformulate the optimal stopping problem for Markov processes in discrete time as a generalized statistical…
Regularized empirical risk minimization including support vector machines plays an important role in machine learning theory. In this paper regularized pairwise learning (RPL) methods based on kernels will be investigated. One example is…
Recently maximum pseudo-likelihood (MPL) inference method has been successfully applied to statistical physics models with intractable likelihoods. We use information theory to derive a relation between the pseudo-likelihood and likelihood…
Slicing is a program analysis technique originally developed for imperative languages. It facilitates understanding of data flow and debugging. This paper discusses slicing of Constraint Logic Programs. Constraint Logic Programming (CLP) is…
In this paper we propose a methodology for the efficient implementation of Machine Learning (ML)-based methods in particle-in-cell (PIC) codes, with a focus on Monte-Carlo or statistical extensions to the PIC algorithm. The presented…
This work, shows how propositional resolution can be generalized to obtain a resolution proof system for constrained pseudo-propositional logic (CPPL), which is an extension resulted from inserting the natural numbers with few constraints…
We present a neural program synthesis approach integrating components which write, execute, and assess code to navigate the search space of possible programs. We equip the search process with an interpreter or a read-eval-print-loop (REPL),…
We consider the constrained sampling problem where the goal is to sample from a target distribution $\pi(x)\propto e^{-f(x)}$ when $x$ is constrained to lie on a convex body $\mathcal{C}$. Motivated by penalty methods from continuous…
Average-case analysis computes the complexity of an algorithm averaged over all possible inputs. Compared to worst-case analysis, it is more representative of the typical behavior of an algorithm, but remains largely unexplored in…
Probabilistic independence is a useful concept for describing the result of random sampling---a basic operation in all probabilistic languages---and for reasoning about groups of random variables. Nevertheless, existing verification methods…