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We study the approximation of operators acting on probability measures on a product space with prescribed marginal. Let $I$ be a label space endowed with a reference measure $\lambda$, and define $\cal M_\lambda$ as the set of probability…
We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…
Sobol' sensitivity index estimators for stochastic models are functions of nested Monte Carlo estimators, which are estimators built from two nested Monte Carlo loops. The outer loop explores the input space and, for each of the…
Stochastic Network Calculus is a probabilistic method to compute performance bounds in networks, such as end-to-end delays. It relies on the analysis of stochastic processes using formalism of (Deterministic) Network Calculus. However,…
The asymptotic pseudo-trajectory approach to stochastic approximation of Benaim, Hofbauer and Sorin is extended for asynchronous stochastic approximations with a set-valued mean field. The asynchronicity of the process is incorporated into…
Neural operators have emerged as powerful tools for learning solution operators of partial differential equations. However, in time-dependent problems, standard training strategies such as teacher forcing introduce a mismatch between…
We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…
We study the task of learning from non-i.i.d. data. In particular, we aim at learning predictors that minimize the conditional risk for a stochastic process, i.e. the expected loss of the predictor on the next point conditioned on the set…
We present a deep layered architecture that generalizes convolutional neural networks (ConvNets). The architecture, called SimNets, is driven by two operators: (i) a similarity function that generalizes inner-product, and (ii) a…
We derive learning rules for finding the connections between units in stochastic dynamical networks from the recorded history of a ``visible'' subset of the units. We consider two models. In both of them, the visible units are binary and…
In a network of reinforced stochastic processes, for certain values of the parameters, all the agents' inclinations synchronize and converge almost surely toward a certain random variable. The present work aims at clarifying when the agents…
Let $\Omega\subset \mathbb{R}^d$ be a bounded domain. We consider the problem of how efficiently shallow neural networks with the ReLU$^k$ activation function can approximate functions from Sobolev spaces $W^s(L_p(\Omega))$ with error…
Neural Networks (NNs) are the method of choice for building learning algorithms. Their popularity stems from their empirical success on several challenging learning problems. However, most scholars agree that a convincing theoretical…
Activation functions are crucial for deep neural networks. This novel work frames the problem of training neural network with learnable polynomial activation functions as a polynomial optimization problem, which is solvable by the…
Patient trajectories from electronic health records are widely used to estimate conditional average potential outcomes (CAPOs) of treatments over time, which then allows to personalize care. Yet, existing neural methods for this purpose…
Auto encoding models have been extensively studied in recent years. They provide an efficient framework for sample generation, as well as for analysing feature learning. Furthermore, they are efficient in performing interpolations between…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
We present a formal measure-theoretical theory of neural networks (NN) built on probability coupling theory. Our main contributions are summarized as follows. * Built on the formalism of probability coupling theory, we derive an algorithm…
We develop a novel framework for uncertainty quantification in operator learning, the Stochastic Operator Network (SON). SON combines the stochastic optimal control concepts of the Stochastic Neural Network (SNN) with the DeepONet. By…
Neural combinatorial optimization (NCO) has gained significant attention due to the potential of deep learning to efficiently solve combinatorial optimization problems. NCO has been widely applied to job shop scheduling problems (JSPs) with…