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We consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph $G = (V, E)$, with local rewards $r: E \to \ZZ$, and three types of positions: black $V_B$, white $V_W$, and random…

Data Structures and Algorithms · Computer Science 2016-10-24 Endre Boros , Khaled Elbassioni , Vladimir Gurvich , Kazuhisa Makino

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…

Machine Learning · Statistics 2023-07-18 Chirag Modi , Charles Margossian , Yuling Yao , Robert Gower , David Blei , Lawrence Saul

Stein variational inference (SVI) is a sample-based approximate Bayesian inference technique that generates a sample set by jointly optimizing the samples' locations to minimize an information-theoretic measure of discrepancy with the…

Machine Learning · Computer Science 2024-10-22 Liam Pavlovic , David M. Rosen

We consider imperfect information stochastic games where we require the players to use pure (i.e. non randomised) strategies. We consider reachability, safety, B\"uchi and co-B\"uchi objectives, and investigate the existence of…

Formal Languages and Automata Theory · Computer Science 2018-03-28 Arnaud Carayol , Christof Löding , Olivier Serre

Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…

Machine Learning · Computer Science 2026-05-22 Minyoung Kim

We consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph $G = (V, E)$, with local rewards $r: E \to \ZZ$, and three types of positions: black $V_B$, white $V_W$, and random…

Computer Science and Game Theory · Computer Science 2017-03-27 Endre Boros , Khaled Elbassioni , Vladimir Gurvich , Kazuhisa Makino

Stochastic natural gradient variational inference (NGVI) is a popular and efficient algorithm for Bayesian inference. Despite empirical success, the convergence of this method is still not fully understood. In this work, we define and study…

Methodology · Statistics 2026-04-02 Thomas Guilmeau , Hadrien Hendrikx , Florence Forbes

Dynamic programming and heuristic search are at the core of state-of-the-art solvers for sequential decision-making problems. In partially observable or collaborative settings (\eg, POMDPs and Dec-POMDPs), this requires introducing an…

Computer Science and Game Theory · Computer Science 2022-11-16 Aurélien Delage , Olivier Buffet , Jilles Dibangoye

The beyond worst-case threshold problem (BWC), recently introduced by Bruy\`ere et al., asks given a quantitative game graph for the synthesis of a strategy that i) enforces some minimal level of performance against any adversary, and ii)…

Computer Science and Game Theory · Computer Science 2017-11-22 Lorenzo Clemente , Jean-François Raskin

Game-theoretic approaches are envisioned to bring human-like reasoning skills and decision-making processes for autonomous vehicles (AVs). However, challenges including game complexity and incomplete information still remain to be addressed…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Mushuang Liu , H. Eric Tseng , Dimitar Filev , Anouck Girard , Ilya Kolmanovsky

Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…

Optimization and Control · Mathematics 2023-10-27 Aurya S. Javeed , Drew P. Kouri , Thomas M. Surowiec

One practical requirement in solving dynamic games is to ensure that the players play well from any decision point onward. To satisfy this requirement, existing efforts focus on equilibrium refinement, but the scalability and applicability…

Multiagent Systems · Computer Science 2021-08-24 Weizhe Chen , Zihan Zhou , Yi Wu , Fei Fang

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

Methodology · Statistics 2017-03-22 Hachem Saddiki , Andrew C. Trapp , Patrick Flaherty

We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001). By studying the asymptotic behavior of its capital process, we…

Probability · Mathematics 2011-02-16 Masayuki Kumon , Akimichi Takemura , Kei Takeuchi

We present version 2.0 of the Partial Exploration Tool (PET), a tool for verification of probabilistic systems. We extend the previous version by adding support for stochastic games, based on a recent unified framework for sound value…

Systems and Control · Electrical Eng. & Systems 2024-05-14 Tobias Meggendorfer , Maximilian Weininger

A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

Modern neural network architectures have achieved remarkable accuracies but remain highly dependent on their training data, often lacking interpretability in their learned mappings. While effective on large datasets, they tend to overfit on…

Machine Learning · Computer Science 2025-03-19 Pavia Bera , Sanjukta Bhanja

We study repeated multi-player vector-valued games in which a player observes a payoff vector each round and evaluates outcomes through linear scalarizations of those vectors. Different from most prior works, the choice of scalarization is…

Computer Science and Game Theory · Computer Science 2026-05-12 Ehsan Asadollahi , Calvin Hawkins , Matthew Hale

Games on graphs provide the appropriate framework to study several central problems in computer science, such as the verification and synthesis of reactive systems. One of the most basic objectives for games on graphs is the liveness (or…

Data Structures and Algorithms · Computer Science 2016-11-17 Krishnendu Chatterjee , Wolfgang Dvořák , Monika Henzinger , Veronika Loitzenbauer

Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…

Machine Learning · Computer Science 2021-08-04 Minh-Ngoc Tran , Dang H. Nguyen , Duy Nguyen