Related papers: Deep Stochastic Processes via Functional Markov Tr…

We introduce the Contextual Graph Markov Model, an approach combining ideas from generative models and neural networks for the processing of graph data. It founds on a constructive methodology to build a deep architecture comprising layers…

At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…

We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values. Our goal is…

We construct a large class of non-Markovian master equations that describe the dynamics of open quantum systems featuring strong memory effects, which relies on a quantum generalization of the concept of classical semi-Markov processes.…

Deep Convolutional Neural Networks (DCNNs) is currently the method of choice both for generative, as well as for discriminative learning in computer vision and machine learning. The success of DCNNs can be attributed to the careful…

Partial Bayesian neural networks (pBNNs) have been shown to perform competitively with fully Bayesian neural networks while only having a subset of the parameters be stochastic. Using sequential Monte Carlo (SMC) samplers as the inference…

Markov decision processes (MDP) are useful to model concurrent process optimisation problems, but verifying them with numerical methods is often intractable. Existing approximative approaches do not scale well and are limited to memoryless…

Inspired by biology, spiking neural networks (SNNs) process information via discrete spikes over time, offering an energy-efficient alternative to the classical computing paradigm and classical artificial neural networks (ANNs). In this…

A new class of Markov chain Monte Carlo (MCMC) algorithms, based on simulating piecewise deterministic Markov processes (PDMPs), have recently shown great promise: they are non-reversible, can mix better than standard MCMC algorithms, and…

Markov Decision Processes (MDPs), as a general-purpose framework, often overlook the benefits of incorporating the causal structure of the transition and reward dynamics. For a subclass of resource allocation problems, we introduce the…

We present a new model of neural networks called Min-Max-Plus Neural Networks (MMP-NNs) based on operations in tropical arithmetic. In general, an MMP-NN is composed of three types of alternately stacked layers, namely linear layers,…

A temporal point process is a stochastic process that predicts which type of events is likely to happen and when the event will occur given a history of a sequence of events. There are various examples of occurrence dynamics in the daily…

We propose a framework, called neural-progressive hedging (NP), that leverages stochastic programming during the online phase of executing a reinforcement learning (RL) policy. The goal is to ensure feasibility with respect to constraints…

Current concepts of neural networks have emerged over two centuries of progress beginning with the neural doctrine to the idea of neural cell assemblies. Presently the model of neural networks involves distributed neural circuits of nodes,…

Deep neural networks (DNNs) achieve remarkable performance on a wide range of tasks, yet their mathematical analysis remains fragmented: stability and generalization are typically studied in disparate frameworks and on a case-by-case basis.…

Compared with artificial neural networks (ANNs), spiking neural networks (SNNs) are promising to explore the brain-like behaviors since the spikes could encode more spatio-temporal information. Although pre-training from ANN or direct…

We consider problems in sequential decision making with natural multi-level structure, where sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure has remained a…

A temporal point process (TPP) is a stochastic process where its realization is a sequence of discrete events in time. Recent work in TPPs model the process using a neural network in a supervised learning framework, where a training set is…

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Contextual Markov decision processes (CMDPs) describe a class of reinforcement learning problems in which the transition kernels and reward functions can change over time with different MDPs indexed by a context variable. While CMDPs serve…