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This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei

Unambiguous automata are nondeterministic automata in which every word has at most one accepting run. In this paper we give a polynomial-time algorithm for model checking discrete-time Markov chains against \omega-regular specifications…

Logic in Computer Science · Computer Science 2023-04-10 Christel Baier , Stefan Kiefer , Joachim Klein , David Müller , James Worrell

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Optimization and Control · Mathematics 2024-12-18 Fei Wu , Erik Demeulemeester , Jannik Matuschke

In this paper, we consider convergence properties of a second order Markov chain. Similar to a column stochastic matrix is associated to a Markov chain, a so called {\em transition probability tensor} $P$ of order 3 and dimension $n$ is…

Numerical Analysis · Mathematics 2013-07-29 Shenglong Hu , Liqun Qi

Markov decision processes (MDPs) with multi-dimensional weights are useful to analyze systems with multiple objectives that may be conflicting and require the analysis of trade-offs. We study the complexity of percentile queries in such…

Logic in Computer Science · Computer Science 2016-12-08 Mickael Randour , Jean-François Raskin , Ocan Sankur

This paper studies Markov Decision Processes (MDPs) with atomless initial state distributions and atomless transition probabilities. Such MDPs are called atomless. The initial state distribution is considered to be fixed. We show that for…

Optimization and Control · Mathematics 2018-10-26 Eugene A. Feinberg , Aleksey B. Piunovskiy

In this paper we investigate the tractability of robust Markov Decision Processes (RMDPs) under various structural assumptions on the uncertainty set. Surprisingly, we show that in all generality (i.e. without any assumption on the…

Optimization and Control · Mathematics 2024-11-14 Julien Grand-Clément , Nian Si , Shengbo Wang

We propose a simple technique for verifying probabilistic models whose transition probabilities are parametric. The key is to replace parametric transitions by nondeterministic choices of extremal values. Analysing the resulting…

Logic in Computer Science · Computer Science 2016-05-27 Tim Quatmann , Christian Dehnert , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen

The main goal of this paper is to discuss several approaches to formulation of distributionally robust counterparts of Markov Decision Processes, where the transition kernels are not specified exactly but rather are assumed to be elements…

Optimization and Control · Mathematics 2024-05-07 Yan Li , Alexander Shapiro

We establish the sharpness of the percolation phase transition for a class of infinite-range weighted random connection models. The vertex set is given by a marked Poisson point process on $\mathbb{R}^d$ with intensity $\lambda>0$, where…

Probability · Mathematics 2025-12-29 Alejandro Caicedo , Leonid Kolesnikov

We investigate the decidability of model-checking logics of time, knowledge and probability, with respect to two epistemic semantics: the clock and synchronous perfect recall semantics in partially observed discrete-time Markov chains.…

Logic in Computer Science · Computer Science 2016-06-29 R van der Meyden , M K Patra

Fueled by advances in both robust optimization theory and reinforcement learning (RL), robust Markov Decision Processes (RMDPs) have garnered increasing attention due to their powerful capability for sequential decision-making under…

Optimization and Control · Mathematics 2025-07-08 Wenfan Ou , Sheng Bi

Bayesian averaging over classification models allows the uncertainty of classification outcomes to be evaluated, which is of crucial importance for making reliable decisions in applications such as financial in which risks have to be…

We consider synchronizing properties of Markov decision processes (MDP), viewed as generators of sequences of probability distributions over states. A probability distribution is p-synchronizing if the probability mass is at least p in some…

Logic in Computer Science · Computer Science 2014-07-01 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

Tsetlin Machines (TMs) have emerged as a compelling alternative to conventional deep learning methods, offering notable advantages such as smaller memory footprint, faster inference, fault-tolerant properties, and interpretability. Although…

Machine Learning · Computer Science 2024-11-14 K. Darshana Abeyrathna , Sara El Mekkaoui , Andreas Hafver , Christian Agrell

We consider Markov chains that obey the following general non-linear state space model: $\Phi_{k+1} = F(\Phi_k, \alpha(\Phi_k, U_{k+1}))$ where the function $F$ is $C^1$ while $\alpha$ is typically discontinuous and $\{U_k: k \in…

Probability · Mathematics 2019-02-07 Alexandre Chotard , Anne Auger

Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…

Artificial Intelligence · Computer Science 2026-02-02 Ali Asadi , Krishnendu Chatterjee , Ehsan Goharshady , Mehrdad Karrabi , Alipasha Montaseri , Carlo Pagano

As a special example of piecewise deterministic Markov process, bouncy particle sampler is a rejection-free, irreversible Markov chain Monte Carlo algorithm and can draw samples from target distribution efficiently. We generalize bouncy…

Computation · Statistics 2017-06-20 Changye Wu , Christian P. Robert

Synthesising verifiably correct controllers for dynamical systems is crucial for safety-critical problems. To achieve this, it is important to account for uncertainty in a robust manner, while at the same time it is often of interest to…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Luke Rickard , Alessandro Abate , Kostas Margellos

The notion of non-deterministic logical matrix (where connectives are interpreted as multi-functions) preserves many good properties of traditional semantics based on logical matrices (where connectives are interpreted as functions) whilst…

Logic in Computer Science · Computer Science 2022-04-15 Pedro Filipe , Carlos Caleiro , Sérgio Marcelino