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The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

Statistical Finance · Quantitative Finance 2024-08-30 Rubina Zadourian

A subjective expected utility policy making centre, managing complex, dynamic systems, needs to draw on the expertise of a variety of disparate panels of experts and integrate this information coherently. To achieve this, diverse supporting…

Methodology · Statistics 2015-12-21 Jim Q. Smith , Martine J. Barons , Manuele Leonelli

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

The full deployment of autonomous driving systems on a worldwide scale requires that the self-driving vehicle be operated in a provably safe manner, i.e., the vehicle must be able to avoid collisions in any possible traffic situation. In…

Robotics · Computer Science 2023-05-08 Ivo Batkovic , Ankit Gupta , Mario Zanon , Paolo Falcone

Using probabilities in the formal-methods-based development of safety-critical software has quickened interests in academia and industry. We address this area by our model-driven engineering method for reactive systems SPACE and its…

Software Engineering · Computer Science 2014-04-04 Fenglin Han , Jan Olaf Blech , Peter Herrmann , Heinz Schmidt

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

Reliable estimation of feature contributions in machine learning models is essential for trust, transparency and regulatory compliance, especially when models are proprietary or otherwise operate as black boxes. While permutation-based…

Machine Learning · Statistics 2025-12-24 Albert Dorador

Probabilistic programs are a powerful and convenient approach to formalise distributions over system executions. A classical verification problem for probabilistic programs is temporal inference: to compute the likelihood that the execution…

Logic in Computer Science · Computer Science 2025-02-21 Kazuki Watanabe , Sebastian Junges , Jurriaan Rot , Ichiro Hasuo

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Camilo Gonzalez , Houshyar Asadi , Lars Kooijman , Chee Peng Lim

Exhaustive formal verification for systems of systems (SoS) is impractical and cannot be applied on a large scale. In this paper we propose to use statistical model checking for efficient verification of SoS. We address three relevant…

Software Engineering · Computer Science 2013-11-15 Alessandro Mignogna , Leonardo Mangeruca , Benoît Boyer , Axel Legay , Alexandre Arnold

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

Uncertainty estimation is essential to make neural networks trustworthy in real-world applications. Extensive research efforts have been made to quantify and reduce predictive uncertainty. However, most existing works are designed for…

Machine Learning · Computer Science 2022-10-07 Myong Chol Jung , He Zhao , Joanna Dipnall , Belinda Gabbe , Lan Du

Probabilistic graphical models are a fundamental tool in probabilistic modeling, machine learning and artificial intelligence. They allow us to integrate in a natural way expert knowledge, physical modeling, heterogeneous and correlated…

Machine Learning · Statistics 2021-07-20 Panagiota Birmpa , Jinchao Feng , Markos A. Katsoulakis , Luc Rey-Bellet

This paper introduces a new technique for dynamic verification of component-based real-time systems based on statistical inference. Verifying such systems requires checking two types of properties: functional and real-time. For functional…

Software Engineering · Computer Science 2015-01-13 Chandrakana Nandi , Aurelien Monot , Manuel Oriol

ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…

Machine Learning · Statistics 2025-09-23 Xiaoping Du

Probabilistic model checking has been developed for verifying systems that have stochastic and nondeterministic behavior. Given a probabilistic system, a probabilistic model checker takes a property and checks whether or not the property…

Machine Learning · Computer Science 2022-01-11 Wen-Chi Yang , Jean-François Raskin , Luc De Raedt

We present a data-driven approach for producing policies that are provably robust across unknown stochastic environments. Existing approaches can learn models of a single environment as an interval Markov decision processes (IMDP) and…

Machine Learning · Computer Science 2025-03-25 Yannik Schnitzer , Alessandro Abate , David Parker

UCLID5 is a tool for the multi-modal formal modeling, verification, and synthesis of systems. It enables one to tackle verification problems for heterogeneous systems such as combinations of hardware and software, or those that have…

We introduce a framework for analyzing ordinary differential equation (ODE) models of biological networks using statistical model checking (SMC). A key aspect of our work is the modeling of single-cell variability by assigning a probability…

Quantitative Methods · Quantitative Biology 2018-12-05 Bing Liu , Benjamin M. Gyori , P. S. Thiagarajan

Models are often misspecified in practice, making model criticism a key part of Bayesian analysis. It is important to detect not only when a model is wrong, but which aspects are wrong, and to do so in a computationally convenient and…

Methodology · Statistics 2025-04-15 Christian T. Covington , Jeffrey W. Miller