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

Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…

Predictable forward performance processes (PFPPs) are stochastic optimal control frameworks for an agent who controls a randomly evolving system but can only prescribe the system dynamics for a short period ahead. This is a common scenario…

Probabilistic Programming Languages (PPLs) allow users to encode statistical inference problems and automatically apply an inference algorithm to solve them. Popular inference algorithms for PPLs, such as sequential Monte Carlo (SMC) and…

Numerous capability and safety techniques of Large Language Models (LLMs), including RLHF, automated red-teaming, prompt engineering, and infilling, can be cast as sampling from an unnormalized target distribution defined by a given reward…

The computational burden of probabilistic inference remains a hurdle for applying probabilistic programming languages to practical problems of interest. In this work, we provide a semantic and algorithmic foundation for efficient exact…

Probabilistic databases play a crucial role in the management and understanding of uncertain data. However, incorporating probabilities into the semantics of incomplete databases has posed many challenges, forcing systems to sacrifice…

Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how…

We propose a global optimization algorithm based on the Sequential Monte Carlo (SMC) sampling framework. In this framework, the objective function is normalized to be a probabilistic density function (pdf), based on which a sequence of…

Automated methods for discovering mechanistic simulator models from observational data offer a promising path toward accelerating scientific progress. Such methods often take the form of agentic-style iterative workflows that repeatedly…

Probabilistic programs with mixed support (both continuous and discrete latent random variables) commonly appear in many probabilistic programming systems (PPSs). However, the existence of the discrete random variables prohibits many basic…

We present a computational framework for piecewise constant functions (PCFs) and use this for several types of computations that are useful in statistics, e.g., averages, similarity matrices, and so on. We give a linear-time,…

Hamiltonian Monte Carlo (HMC) is arguably the dominant statistical inference algorithm used in most popular "first-order differentiable" Probabilistic Programming Languages (PPLs). However, the fact that HMC uses derivative information…

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Particle filters (PFs) form a class of Monte Carlo algorithms that propagate over time a set of $N\geq 1$ particles which can be used to estimate, in an online fashion, the sequence of filtering distributions $(\hat{\eta}_t)_{t\geq 1}$…

Bayesian inference in the physical sciences faces a fundamental challenge: the imperative for high-fidelity physical modeling often clashes with the intrinsic limitations of stochastic sampling algorithms. Complex, high-dimensional…

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…

This thesis describes work on two applications of probabilistic programming: the learning of probabilistic program code given specifications, in particular program code of one-dimensional samplers; and the facilitation of sequential Monte…

Existing score-based methods for inverse problems often resort to approximate minimization of the KL divergence between the inversion distribution and the Bayesian posterior. Such an approximation leads to severe mode collapse and…

Parallel Markov Chain Monte Carlo (pMCMC) algorithms generate clouds of proposals at each step to efficiently resolve a target probability distribution. We build a rigorous foundational framework for pMCMC algorithms that situates these…

Probabilistic Logic Programming (PLP), exemplified by Sato and Kameya's PRISM, Poole's ICL, Raedt et al's ProbLog and Vennekens et al's LPAD, is aimed at combining statistical and logical knowledge representation and inference. A key…