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In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…

Machine Learning · Statistics 2024-04-25 Joe D. Longbottom , Max D. Champneys , Timothy J. Rogers

Sequential sampling occurs when the entire population is not known in advance and data are obtained one at a time or in groups of units. This manuscript proposes a new algorithm to sequentially select a balanced sample. The algorithm…

Methodology · Statistics 2023-01-04 Raphaël Jauslin , Bardia Panahbehagh , Yves Tillé

Well-calibrated probabilistic regression models are a crucial learning component in robotics applications as datasets grow rapidly and tasks become more complex. Unfortunately, classical regression models are usually either probabilistic…

Machine Learning · Computer Science 2023-09-12 Hany Abdulsamad , Peter Nickl , Pascal Klink , Jan Peters

Probabilistic programs extend classical imperative programs with real-valued random variables and random branching. The most basic liveness property for such programs is the termination property. The qualitative (aka almost-sure)…

Programming Languages · Computer Science 2017-09-14 Sheshansh Agrawal , Krishnendu Chatterjee , Petr Novotný

Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…

Computation · Statistics 2015-09-11 Nikolas Kantas , Arnaud Doucet , Sumeetpal S. Singh , Jan Maciejowski , Nicolas Chopin

Probabilistic program analysis aims to quantify the probability that a given program satisfies a required property. It has many potential applications, from program understanding and debugging to computing program reliability, compiler…

Programming Languages · Computer Science 2017-09-08 Aleksandar S. Dimovski

Models of complex systems are often formalized as sequential software simulators: computationally intensive programs that iteratively build up probable system configurations given parameters and initial conditions. These simulators enable…

Machine Learning · Statistics 2015-06-02 Ardavan Saeedi , Vlad Firoiu , Vikash Mansinghka

In this paper, a modified formulation of generalized probabilistic theories that will always give rise to the structure of Hilbert space of quantum mechanics, in any finite outcome space, is presented and the guidelines to how to extend…

General Physics · Physics 2022-09-19 Raed M. Shaiia

In combinatorics, the probabilistic method is a very powerful tool to prove the existence of combinatorial objects with interesting and useful properties. Explicit constructions of objects with such properties are often very difficult, or…

Computational Complexity · Computer Science 2007-05-23 Luca Trevisan

This article proposes a performance analysis of kernel least squares support vector machines (LS-SVMs) based on a random matrix approach, in the regime where both the dimension of data $p$ and their number $n$ grow large at the same rate.…

Machine Learning · Statistics 2016-09-09 Zhenyu Liao , Romain Couillet

Finite frames can be viewed as mass points distributed in $N$-dimensional Euclidean space. As such they form a subclass of a larger and rich class of probability measures that we call probabilistic frames. We derive the basic properties of…

Probability · Mathematics 2017-09-04 Martin Ehler , Kasso A. Okoudjou

Probability metrics have become an indispensable part of modern statistics and machine learning, and they play a quintessential role in various applications, including statistical hypothesis testing and generative modeling. However, in a…

Machine Learning · Statistics 2020-03-02 Soheil Kolouri , Kimia Nadjahi , Umut Simsekli , Shahin Shahrampour

Process Management Systems (PMSs) are currently more and more used as a supporting tool for cooperative processes in pervasive and highly dynamic situations, such as emergency situations, pervasive healthcare or domotics/home automation.…

Software Engineering · Computer Science 2009-06-24 Massimiliano de Leoni

Selective State-Space Models (SSMs) such as Mamba have emerged as an alternative architecture to self-attention based transformers in sequence modeling tasks. Recent works have demonstrated the use of transformers in some filtering and…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Alex Tang , M. Emrullah Ildiz , Batin Kurt , Samet Oymak , Necmiye Ozay

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

Optimization and Control · Mathematics 2024-05-28 Peter Richtárik , Abdurakhmon Sadiev , Yury Demidovich

In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…

We formalize the notion of nesting probabilistic programming queries and investigate the resulting statistical implications. We demonstrate that while query nesting allows the definition of models which could not otherwise be expressed,…

Machine Learning · Statistics 2018-07-31 Tom Rainforth

This work discusses simple examples how quantum systems are obtained as subsystems of classical statistical systems. For a single qubit with arbitrary Hamiltonian and for the quantum particle in a harmonic potential we provide explicitly…

Quantum Physics · Physics 2024-08-14 C. Wetterich

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

Statistical shape modeling (SSM) directly from 3D medical images is an underutilized tool for detecting pathology, diagnosing disease, and conducting population-level morphology analysis. Deep learning frameworks have increased the…

Computer Vision and Pattern Recognition · Computer Science 2022-05-17 Jadie Adams , Shireen Elhabian