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This article surveys computational methods for posterior inference with intractable likelihoods, that is where the likelihood function is unavailable in closed form, or where evaluation of the likelihood is infeasible. We review recent…

Computation · Statistics 2020-04-10 Matthew T. Moores , Anthony N. Pettitt , Kerrie Mengersen

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

Statistics Theory · Mathematics 2009-08-25 Ao Yuan

In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…

Artificial Intelligence · Computer Science 2013-04-05 Gerhard Paaß

In this paper we provide a new analysis of the SEM algorithm. Unlike previous work, we focus on the analysis of a single run of the algorithm. First, we discuss the algorithm for general mixture distributions. Second, we consider Gaussian…

Machine Learning · Computer Science 2014-07-03 Johannes Blömer , Kathrin Bujna , Daniel Kuntze

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

Machine Learning · Statistics 2016-04-11 Jesus Fernandez-Bes , Víctor Elvira , Steven Van Vaerenbergh

We study a game where one player selects a random function, and the other has to guess that function, and show that with high probability the second player can correctly guess most of the random function. We apply this analysis to…

Optimization and Control · Mathematics 2023-11-28 Catherine Rainer , Eilon Solan

Sequential decision tasks with incomplete information are characterized by the exploration problem; namely the trade-off between further exploration for learning more about the environment and immediate exploitation of the accrued…

Artificial Intelligence · Computer Science 2013-02-21 Grigoris I. Karakoulas

Known as two cornerstones of problem solving by search, exploitation and exploration are extensively discussed for implementation and application of evolutionary algorithms (EAs). However, only a few researches focus on evaluation and…

Neural and Evolutionary Computing · Computer Science 2020-01-30 Yu Chen , Jun He

Exploring in environments with high-dimensional observations is hard. One promising approach for exploration is to use intrinsic rewards, which often boils down to estimating "novelty" of states, transitions, or trajectories with deep…

Machine Learning · Computer Science 2023-05-17 Toru Lin , Allan Jabri

Evolutionary algorithms have been frequently used for dynamic optimization problems. With this paper, we contribute to the theoretical understanding of this research area. We present the first computational complexity analysis of…

Data Structures and Algorithms · Computer Science 2015-04-27 Frank Neumann , Carsten Witt

The escape mechanism of the four hill potential is explored. A thorough numerical investigation takes place in several types of two-dimensional planes and also in a three-dimensional subspace of the entire four-dimensional phase space in…

Chaotic Dynamics · Physics 2017-09-28 Euaggelos E. Zotos

We describe a framework for inducing probabilistic grammars from corpora of positive samples. First, samples are {\em incorporated} by adding ad-hoc rules to a working grammar; subsequently, elements of the model (such as states or…

cmp-lg · Computer Science 2022-02-28 Andreas Stolcke , Stephen M. Omohundro

We compute the exponential decay of the probability that a given multi-dimensional random walk stays in a convex cone up to time $n$, as $n$ goes to infinity. We show that the latter equals the minimum, on the dual cone, of the Laplace…

Probability · Mathematics 2019-11-11 Rodolphe Garbit , Kilian Raschel

We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it with an algorithm based on the optimistic paradigm and on…

Machine Learning · Computer Science 2013-04-02 Sebastien Bubeck , Damien Ernst , Aurelien Garivier

We introduce and consider a certain probability question involving elementary number theory and the likelihood that a fixed prime will appear in a certain recursively defined factorization of an integer. We derive several convergent…

Number Theory · Mathematics 2014-06-17 Patrick Devlin , Edinah Gnang

Based on probability density evolution method (PDEM) and Bayes law, a new filter strategy is proposed, in which the prior probability of system state of interest is predicted by solving the general density evolution equation (GDEE), the…

Signal Processing · Electrical Eng. & Systems 2021-07-21 Yazhou Xu

Motivated by queueing applications, we consider a certain class of two-dimensional random walks for which their invariant measure is written as a linear combination of a finite number of product-form terms. In this work, we investigate…

Probability · Mathematics 2023-04-18 Ivo J. B. F. Adan , Ioannis Dimitriou

We propose a quantum algorithm for solving combinatorial search problems that uses only a sequence of measurements. The algorithm is similar in spirit to quantum computation by adiabatic evolution, in that the goal is to remain in the…

We propose an abductive diagnosis theory that integrates probabilistic, causal and taxonomic knowledge. Probabilistic knowledge allows us to select the most likely explanation; causal knowledge allows us to make reasonable independence…

Artificial Intelligence · Computer Science 2013-04-05 Dekang Lin , Randy Goebel

Higher-order mutation has the potential for improving major drawbacks of traditional first-order mutation, such as by simulating more realistic faults or improving test optimization techniques. Despite interest in studying promising…

Software Engineering · Computer Science 2020-04-07 Chu-Pan Wong , Jens Meinicke , Leo Chen , João P. Diniz , Christian Kästner , Eduardo Figueiredo