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Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…

Computation · Statistics 2020-06-17 Lawrence Middleton , George Deligiannidis , Arnaud Doucet , Pierre E. Jacob

We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…

Computation · Statistics 2025-04-08 Andrea Bertazzi , Giorgos Vasdekis

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Alessandro Abate , Nils Jansen , David Parker , Hasan A. Poonawala , Marielle Stoelinga

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

Inferring missing facts in temporal knowledge graphs (TKGs) is a fundamental and challenging task. Previous works have approached this problem by augmenting methods for static knowledge graphs to leverage time-dependent representations.…

Machine Learning · Computer Science 2020-10-09 Jiapeng Wu , Meng Cao , Jackie Chi Kit Cheung , William L. Hamilton

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…

Optimization and Control · Mathematics 2026-02-09 Nicole Bäuerle , Athanasios Vasileiadis

For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…

Statistics Theory · Mathematics 2021-11-08 James Hodgson , Adam M. Johansen , Murray Pollock

Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…

Computation · Statistics 2021-07-28 Saifuddin Syed , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Closely related to the laws of thermodynamics, the detection and quantification of disequilibria are crucial in unraveling the complexities of nature, particularly those beneath observable layers. Theoretical developments in nonequilibrium…

Statistical Mechanics · Physics 2024-07-23 Pedro E. Harunari

Events in the world may be caused by other, unobserved events. We consider sequences of events in continuous time. Given a probability model of complete sequences, we propose particle smoothing---a form of sequential importance…

Machine Learning · Computer Science 2019-05-15 Hongyuan Mei , Guanghui Qin , Jason Eisner

Autoregressive neural networks within the temporal point process (TPP) framework have become the standard for modeling continuous-time event data. Even though these models can expressively capture event sequences in a one-step-ahead…

Machine Learning · Computer Science 2024-02-21 David Lüdke , Marin Biloš , Oleksandr Shchur , Marten Lienen , Stephan Günnemann

We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might…

Machine Learning · Statistics 2015-04-01 Aditya Gopalan , Shie Mannor

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

Data Structures and Algorithms · Computer Science 2015-11-05 Siddhartha Banerjee , Peter Lofgren

Imbalanced problems can arise in different real-world situations, and to address this, certain strategies in the form of resampling or balancing algorithms are proposed. This issue has largely been studied in the context of classification,…

Machine Learning · Computer Science 2025-07-17 Juscimara G. Avelino , George D. C. Cavalcanti , Rafael M. O. Cruz

Intermediate-task transfer can benefit a wide range of NLP tasks with properly selected source datasets. However, it is computationally infeasible to experiment with all intermediate transfer combinations, making choosing a useful source…

Computation and Language · Computer Science 2022-10-24 Wangchunshu Zhou , Canwen Xu , Julian McAuley

A fundamental problem in modern supervised learning is computing reliable conditional prediction intervals in high-dimensional settings: existing methods often rely on restrictive modelling assumptions, do not scale as predictor dimension…

Machine Learning · Statistics 2026-02-24 Daniel Salnikov , Dan Leonte , Kevin Michalewicz

Detecting and resolving violations of temporal constraints in real-time systems is both, time-consuming and resource-intensive, particularly in complex software environments. Measurement-based approaches are widely used during development,…

Operating Systems · Computer Science 2025-07-31 Benno Bielmeier , Ralf Ramsauer , Takahiro Yoshida , Wolfgang Mauerer