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We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…
Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…
This study investigates computationally efficient algorithms for solving discrete-time infinite-horizon single-agent/multi-agent dynamic models with continuous actions. It shows that we can easily reduce the computational costs by slightly…
Writing accurate numerical software is hard because of many sources of unavoidable uncertainties, including finite numerical precision of implementations. We present a programming model where the user writes a program in a real-valued…
A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…
A body of recent work has focused on constructing a variational family of filtered distributions using Sequential Monte Carlo (SMC). Inspired by this work, we introduce Particle Smoothing Variational Objectives (SVO), a novel backward…
Singing voice synthesis (SVS) is a task that aims to generate audio signals according to musical scores and lyrics. With its multifaceted nature concerning music and language, producing singing voices indistinguishable from that of human…
We consider Markov decision processes (MDP) as generators of sequences of probability distributions over states. A probability distribution is p-synchronizing if the probability mass is at least p in a single state, or in a given set of…
In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set of objective values, and optimality is defined via set…
Planning problems where effects of actions are non-deterministic can be modeled as Markov decision processes. Planning problems are usually goal-directed. This paper proposes several techniques for exploiting the goal-directedness to…
Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…
The mean and variance of portfolio returns are the standard quantities to measure the expected return and risk of a portfolio. Efficient portfolios that provide optimal trade-offs between mean and variance warrant consideration. To express…
Stochastic first-order methods such as Stochastic Extragradient (SEG) or Stochastic Gradient Descent-Ascent (SGDA) for solving smooth minimax problems and, more generally, variational inequality problems (VIP) have been gaining a lot of…
Automatic speech recognition (ASR), audio quality, and loudness are key performance indicators (KPIs) in smart speakers. To improve all these KPIs, audio dynamics processing is a crucial component in related systems. Unfortunately,…
In this paper, we present IntervalMDP.jl, a Julia package for probabilistic analysis of interval Markov Decision Processes (IMDPs). IntervalMDP.jl facilitates the synthesis of optimal strategies and verification of IMDPs against…
The general sequential decision-making problem, which includes Markov decision processes (MDPs) and partially observable MDPs (POMDPs) as special cases, aims at maximizing a cumulative reward by making a sequence of decisions based on a…
Singing voice synthesis (SVS) has seen remarkable advancements in recent years. However, compared to speech and general audio data, publicly available singing datasets remain limited. In practice, this data scarcity often leads to…
This contribution combines a low-rank matrix approximation through Singular Value Decomposition (SVD) with second-order Krylov subspace-based Model Order Reduction (MOR), in order to efficiently propagate input uncertainties through a given…
Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…
The Randomized Singular Value Decomposition (RSVD) is a widely used algorithm for efficiently computing low-rank approximations of large matrices, without the need to construct a full-blown SVD. Of interest, of course, is the approximation…