相关论文: Deep Synoptic Monte Carlo Planning in Reconnaissan…

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the…

Bayesian reinforcement learning (BRL) encodes prior knowledge of the world in a model and represents uncertainty in model parameters by maintaining a probability distribution over them. This paper presents Monte Carlo BRL (MC-BRL), a simple…

Deep learning models struggle with uncertainty estimation. Many approaches are either computationally infeasible or underestimate uncertainty. We investigate \textit{BatchEnsemble} as a general and scalable method for uncertainty estimation…

In this paper, a multi-state diagnosis and prognosis (MDP) framework is proposed for tool condition monitoring via a deep belief network based multi-state approach (DBNMS). For fault diagnosis, a cost-sensitive deep belief network (namely…

Partially observable Markov decision processes (POMDPs) offer a principled formalism for planning under state and transition uncertainty. Despite advances made towards solving large POMDPs, obtaining performant policies under limited…

The evaluation function for imperfect information games is always hard to define but owns a significant impact on the playing strength of a program. Deep learning has made great achievements these years, and already exceeded the top human…

We introduce CriticSMC, a new algorithm for planning as inference built from a composition of sequential Monte Carlo with learned Soft-Q function heuristic factors. These heuristic factors, obtained from parametric approximations of the…

This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the…

We introduce a sampling based machine learning approach, Monte Carlo physics informed neural networks (MC-PINNs), for solving forward and inverse fractional partial differential equations (FPDEs). As a generalization of physics informed…

In this paper, we address the problem of stochastic motion planning under partial observability, more specifically, how to navigate a mobile robot equipped with continuous range sensors such as LIDAR. In contrast to many existing robotic…

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching…

We study the problem of synthesizing a controller that maximizes the entropy of a partially observable Markov decision process (POMDP) subject to a constraint on the expected total reward. Such a controller minimizes the predictability of a…

In this paper, we approach the problem of uncertainty quantification in deep learning through a predictive framework, which captures uncertainty in model parameters by specifying our assumptions about the predictive distribution of unseen…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

This paper introduces a Bayesian inference framework for incomplete structural models, termed distribution-matching posterior inference (DMPI). Extending the minimal econometric interpretation (MEI), DMPI constructs a divergence-based…

The focus of this work is sample-efficient deep reinforcement learning (RL) with a simulator. One useful property of simulators is that it is typically easy to reset the environment to a previously observed state. We propose an algorithmic…

Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Mixup~\cite{zhang2017mixup} is a recently proposed method for training deep neural networks where additional samples are generated during training by convexly combining random pairs of images and their associated labels. While simple to…