Related papers: Static Analysis Under Non-Deterministic Program As…
In a world where Machine Learning (ML) is increasingly deployed to support decision-making in critical domains, providing decision-makers with explainable, stable, and relevant inputs becomes fundamental. Understanding how machine learning…
In this paper we focus on the problem of assigning uncertainties to single-point predictions generated by a deterministic model that outputs a continuous variable. This problem applies to any state-of-the-art physics or engineering models…
Active learning is typically used to label data, when the labeling process is expensive. Several active learning algorithms have been theoretically proved to perform better than their passive counterpart. However, these algorithms rely on…
We present a general model allowing static analysis based on abstract interpretation for systems of communicating processes. Our technique, inspired by Regular Model Checking, represents set of program states as lattice automata and…
Benefits of static type systems are well-known: they offer guarantees that no type error will occur during runtime and, inherently, inferred types serve as documentation on how functions are called. On the other hand, many type systems have…
In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…
Asynchrony has become an inherent element of JavaScript, as an effort to improve the scalability and performance of modern web applications. To this end, JavaScript provides programmers with a wide range of constructs and features for…
We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…
Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…
We consider regression in which one predicts a response $Y$ with a set of predictors $X$ across different experiments or environments. This is a common setup in many data-driven scientific fields and we argue that statistical inference can…
The problem of continuous machine learning is studied. Within the framework of the game-theoretic approach, when for calculating the next forecast, no assumptions about the stochastic nature of the source that generates the data flow are…
Motivated by recently emerging problems in machine learning and statistics, we propose data models which relax the familiar i.i.d. assumption. In essence, we seek to understand what it means for data to come from a set of probability…
Although in most cases class initialization works as expected, some static fields may be read before being initialized, despite being initialized in their corresponding class initializer. We propose an analysis which compute, for each…
A great variety of static analyses that compute safety properties of single-thread programs have now been developed. This paper presents a systematic method to extend a class of such static analyses, so that they handle programs with…
Leveraging concepts from state machine refinement proofs, we use prophecy variables, which predict information about the future program execution, to enable forward reasoning for backward dataflow analyses. Drawing prophecy and history…
We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…
This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…
In this paper, we propose a suboptimal moving horizon estimator for nonlinear systems. For the stability analysis we transfer the "feasibility-implies-stability/robustness" paradigm from model predictive control to the context of moving…
We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…
The weakest pre-expectation calculus has been proved to be a mature theory to analyze quantitative properties of probabilistic and nondeterministic programs. We present an automatic method for proving quantitative linear properties on any…