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Unnormalized probability distributions are central to modeling complex physical systems across various scientific domains. Traditional sampling methods, such as Markov Chain Monte Carlo (MCMC), often suffer from slow convergence, critical…
In real-world scenario, many phenomena produce a collection of events that occur in continuous time. Point Processes provide a natural mathematical framework for modeling these sequences of events. In this survey, we investigate…
Accurate and efficient estimation of rare events probabilities is of significant importance, since often the occurrences of such events have widespread impacts. The focus in this work is on precisely quantifying these probabilities, often…
Foundational marked temporal point process (MTPP) models, such as the Hawkes process, often use inexpressive model families in order to offer interpretable parameterizations of event data. On the other hand, neural MTPPs models forego this…
Asynchronous event sequence clustering aims to group similar event sequences in an unsupervised manner. Mixture models of temporal point processes have been proposed to solve this problem, but they often suffer from overfitting, leading to…
Power distribution networks, especially in North America, are often unbalanced but are designed to keep unbalance levels within the limits specified by IEEE, IEC, and NEMA standards. However, rapid integration of unbalanced devices, such as…
Continuous-time event sequences, i.e., sequences consisting of continuous time stamps and associated event types ("marks"), are an important type of sequential data with many applications, e.g., in clinical medicine or user behavior…
This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…
Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…
Multi-task learning (MTL) has emerged as a promising approach for deploying deep learning models in real-life applications. Recent studies have proposed optimization-based learning paradigms to establish task-shared representations in MTL.…
In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach…
Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for…
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…
In high-stakes systems such as healthcare, it is critical to understand the causal reasons behind unusual events, such as sudden changes in patient's health. Unveiling the causal reasons helps with quick diagnoses and precise treatment…
This paper presents a time-optimal Model Predictive Control (MPC) scheme for linear discrete-time systems subject to multiplicative uncertainties represented by interval matrices. To render the uncertainty propagation computationally…
Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…
In this paper a method based on a Markov chain Monte Carlo (MCMC) algorithm is proposed to compute the probability of a rare event. The conditional distribution of the underlying process given that the rare event occurs has the probability…
Previously, using forward-flux sampling (FFS) and machine learning (ML), we developed multivariate alarm systems to counter rare un-postulated abnormal events. Our alarm systems utilized ML-based predictive models to quantify committer…
We present a system for online probabilistic event forecasting. We assume that a user is interested in detecting and forecasting event patterns, given in the form of regular expressions. Our system can consume streams of events and forecast…
We study probabilistic protocols for concurrent threshold-based load balancing in networks. There are n resources or machines represented by nodes in an undirected graph and m >> n users that try to find an acceptable resource by moving…