Related papers: Approximate reasoning for real-time probabilistic …
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
Behavioural metrics provide a quantitative refinement of classical two-valued behavioural equivalences on systems with quantitative data, such as metric or probabilistic transition systems. In analogy to the linear-time/branching-time…
In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…
We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…
We consider metrics which are preserved under a $p$-Wasserstein transport map, up to a possible contraction. In the case $p=1$ this corresponds to a metric which is uniformly curved in the sense of coarse Ricci curvature. We investigate the…
An approximation method is presented for probabilistic inference with continuous random variables. These problems can arise in many practical problems, in particular where there are "second order" probabilities. The approximation, based on…
We introduce and investigate a new notion of the theory of approximation-the so-called degenerate approximation, i.e. approximation of the function of two (and more) variables (kernel) by means of degenerate function (kernel). We apply…
We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…
We introduce a simple method for nearly simultaneous computation of all moments needed for quasi maximum likelihood estimation of parameters in discretely observed stochastic differential equations commonly seen in finance. The method…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
Despite its prevalence, probabilistic bisimilarity suffers from a lack of robustness under minuscule perturbations of the transition probabilities. This can lead to discontinuities in the probabilistic bisimilarity distance function,…
This paper studies context bisimulation for higher-order processes, in the presence of parameterization (viz. abstraction). We show that the extension of higher-order processes with process parameterization retains the characterization of…
We establish the equivalence of the analytic and probabilistic notions of subharmonicity in the framework of general symmetric Hunt processes on locally compact separable metric spaces, extending an earlier work of the first named author on…
The framework of psi-calculi extends the pi-calculus with nominal datatypes for data structures and for logical assertions and conditions. These can be transmitted between processes and their names can be statically scoped as in the…
Many natural and engineered systems can be modeled as discrete state Markov processes. Often, only a subset of states are directly observable. Inferring the conditional probability that a system occupies a particular hidden state, given the…
We develop a new bisimulation (pseudo)metric for weighted finite automata (WFA) that generalizes Boreale's linear bisimulation relation. Our metrics are induced by seminorms on the state space of WFA. Our development is based on spectral…
The topological interpretation of modal logics provides descriptive languages and proof systems for reasoning about points of topological spaces. Recent work has been devoted to model checking of spatial logics on discrete spatial…
Energy-based probabilistic models learned by maximizing the likelihood of the data are limited by the intractability of the partition function. A widely used workaround is to maximize the pseudo-likelihood, which replaces the global…
We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…
Given a finite set $K$, we denote by $X=\Delta(K)$ the set of probabilities on $K$ and by $Z=\Delta_f(X)$ the set of Borel probabilities on $X$ with finite support. Studying a Markov Decision Process with partial information on $K$…