相关论文: Parallelizable Feynman-Kac Models for Universal Pr…

This paper introduces a new technique for quantifying the approximation error of a broad class of probabilistic inference programs, including ones based on both variational and Monte Carlo approaches. The key idea is to derive a subjective…

We present a theory for slicing probabilistic imperative programs -- containing random assignments, and ``observe'' statements (for conditioning) -- represented as probabilistic control-flow graphs (pCFGs) whose nodes modify probability…

This paper presents generalizations of semidefinite programming formulations of 1-norm optimization problems over infinite dictionaries of vectors of complex exponentials, which were recently proposed for superresolution, gridless…

We investigate the performance of a class of particle filters (PFs) that can automatically tune their computational complexity by evaluating online certain predictive statistics which are invariant for a broad class of state-space models.…

Inferential models (IMs) offer prior-free, Bayesian-like posterior degrees of belief designed for statistical inference, which feature a frequentist-like calibration property that ensures reliability of said inferences. The catch is that…

Multiproposal MCMC (MP-MCMC) algorithms use clouds of proposals to efficiently traverse state spaces and overcome complex target geometries. While MCMC methods are embarrassingly parallel by nature, the non-trivial forms of parallelism…

Parallel parameterized complexity theory studies how fixed-parameter tractable (fpt) problems can be solved in parallel. Previous theoretical work focused on parallel algorithms that are very fast in principle, but did not take into account…

A compiler's intermediate representation (IR) defines a program's execution plan by encoding its instructions and their relative order. Compiler optimizations aim to replace a given execution plan with a semantically-equivalent one that…

Particle Filtering (PF) methods are an established class of procedures for performing inference in non-linear state-space models. Resampling is a key ingredient of PF, necessary to obtain low variance likelihood and states estimates.…

We study the semantic foundation of expressive probabilistic programming languages, that support higher-order functions, continuous distributions, and soft constraints (such as Anglican, Church, and Venture). We define a metalanguage (an…

Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in high dimensions. We propose nested sequential Monte Carlo…

Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Programs that combine I/O and countable probabilistic choice, modulo either bisimilarity or trace equivalence, can be seen as describing a probabilistic strategy. For well-founded programs, we might expect to axiomatize bisimilarity via a…

Auxiliary particle filters (APFs) are a class of sequential Monte Carlo (SMC) methods for Bayesian inference in state-space models. In their original derivation, APFs operate in an extended state space using an auxiliary variable to improve…

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…

Parametric verification of linear temporal properties for stochastic models can be expressed as computing the satisfaction probability of a certain property as a function of the parameters of the model. Smoothed model checking (smMC) aims…

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity,…

In this work, we study the fully automated inference of expected result values of probabilistic programs in the presence of natural programming constructs such as procedures, local variables and recursion. While crucial, capturing these…