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

Probabilistic Logic Programs (PLPs) generalize traditional logic programs and allow the encoding of models combining logical structure and uncertainty. In PLP, inference is performed by summarizing the possible worlds which entail the query…

Probabilistic programs are a powerful and convenient approach to formalise distributions over system executions. A classical verification problem for probabilistic programs is temporal inference: to compute the likelihood that the execution…

One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo (SMC) methods, such as the particle filter (introduced more…

We present a new algorithm for probabilistic planning with no observability. Our algorithm, called Probabilistic-FF, extends the heuristic forward-search machinery of Conformant-FF to problems with probabilistic uncertainty about both the…

We study weighted basic parallel processes (WBPP), a nonlinear recursive generalisation of weighted finite automata inspired from process algebra and Petri net theory. Our main result is an algorithm of 2-EXPSPACE complexity for the WBPP…

Probabilistic dependency graphs (PDGs) are a flexible class of probabilistic graphical models, subsuming Bayesian Networks and Factor Graphs. They can also capture inconsistent beliefs, and provide a way of measuring the degree of this…

This paper is concerned with sequential filtering based stochastic optimization (FSO) approaches that leverage a probabilistic perspective to implement the incremental proximity method (IPM). The present FSO methods are derived based on the…

We introduce novel results for approximate inference on planar graphical models using the loop calculus framework. The loop calculus (Chertkov and Chernyak, 2006b) allows to express the exact partition function Z of a graphical model as a…

For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification. Nevertheless, Monte Carlo simulations…

Practitioners have access to an abundance of language models and prompting strategies for solving many language modeling tasks; yet prior work shows that modeling performance is highly sensitive to both choices. Classical machine learning…

We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 2005, in: Proceedings of Uncertainty in Artificial…

We present a logical system CFP (Concurrent Fixed Point Logic) from whose proofs one can extract nondeterministic and concurrent programs that are provably total and correct with respect to the proven formula. CFP is an intuitionistic…

Renewal models are widely used in statistical epidemiology as semi-mechanistic models of disease transmission. While primarily used for estimating the instantaneous reproduction number, they can also be used for generating projections,…

Probabilistic programming is the idea of writing models from statistics and machine learning using program notations and reasoning about these models using generic inference engines. Recently its combination with deep learning has been…

Gaussian processes (GPs) offer a flexible class of priors for nonparametric Bayesian regression, but popular GP posterior inference methods are typically prohibitively slow or lack desirable finite-data guarantees on quality. We develop an…

Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code…

Models of complex systems are often formalized as sequential software simulators: computationally intensive programs that iteratively build up probable system configurations given parameters and initial conditions. These simulators enable…

In several implementations of Sequential Monte Carlo (SMC) methods it is natural, and important in terms of algorithmic efficiency, to exploit the information of the history of the samples to optimally tune their subsequent propagations. In…

Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the posterior normalising constant. In this work, we significantly…

Here several perfect simulation algorithms are brought under a single framework, and shown to derive from the same probabilistic result, called here the Fundamental Theorem of Perfect Simulation (FTPS). An exact simulation algorithm has…