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Python's dynamic type system, while offering significant flexibility and expressiveness, poses substantial challenges for static analysis and automated tooling, particularly in unannotated or partially annotated codebases. Existing type…
In this paper, we apply the recently developed generalized parameter estimation-based observer design technique for state-affine systems to the practically important case of linear time-varying descriptor systems with uncertain parameters.…
Graph partitioning has long been seen as a viable approach to address Graph DBMS scalability. A partitioning, however, may introduce extra query processing latency unless it is sensitive to a specific query workload, and optimised to…
The rapidly changing landscapes of modern optimization problems require algorithms that can be adapted in real-time. This paper introduces an Adaptive Metaheuristic Framework (AMF) designed for dynamic environments. It is capable of…
We describe the design and the implementation of PAGAI, a new static analyzer working over the LLVM compiler infrastructure, which computes inductive invariants on the numerical variables of the analyzed program. PAGAI implements various…
In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…
We face the problems of correctness, optimality and precision for the static analysis of logic programs, using the theory of abstract interpretation. We propose a framework with a denotational, goal-dependent semantics equipped with two…
Recent work by Hermanns et al. and Kattenbelt et al. has extended counterexample-guided abstraction refinement (CEGAR) to probabilistic programs. These approaches are limited to predicate abstraction. We present a novel technique, based on…
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…
Markov automata combine continuous time, probabilistic transitions, and nondeterminism in a single model. They represent an important and powerful way to model a wide range of complex real-life systems. However, such models tend to be large…
As modern software systems are increasingly developed for running in distributed environments, it is crucial to provide fundamental techniques such as dependence analysis for checking, diagnosing, and evolving those systems. However,…
Parameter-efficient finetuning (PEFT) has become the standard approach for adapting large language models, yet evaluations largely emphasize downstream accuracy while overlooking the retention of pretrained capabilities. We argue that PEFT…
Exponential growth in the scale of modern foundation models has led to the widespread adoption of Low-Rank Adaptation (LoRA) as a parameter-efficient fine-tuning technique. However, standard LoRA implementations disregard the varying…
We present a new approach to automatic amortized inference in universal probabilistic programs which improves performance compared to current methods. Our approach is a variation of inference compilation (IC) which leverages deep neural…
Masked autoregressive flow (MAF) is a state-of-the-art non-parametric density estimation technique. It is based on the idea (known as a normalizing flow) that a simple base probability distribution can be mapped into a complicated target…
Parameter-efficient fine-tuning (PEFT) is an effective methodology to unleash the potential of large foundation models in novel scenarios with limited training data. In the computer vision community, PEFT has shown effectiveness in image…
We propose a method for conducting algebraic program analysis (APA) incrementally in response to changes of the program under analysis. APA is a program analysis paradigm that consists of two distinct steps: computing a path expression that…
Many regression and classification procedures fit a parameterized function $f(x;w)$ of predictor variables $x$ to data $\{x_{i},y_{i}\}_1^N$ based on some loss criterion $L(y,f)$. Often, regularization is applied to improve accuracy by…
Offline policy improvement faces an inherent conflict between maximizing value and fitting the data distribution. While in-sample weighted regression is stable, it suffers from over-conservatism that suppresses high-value actions in the…
This paper is concerned with particle filtering for $\alpha$-stable stochastic volatility models. The $\alpha$-stable distribution provides a flexible framework for modeling asymmetry and heavy tails, which is useful when modeling financial…