相关论文: An Abstract Monte-Carlo Method for the Analysis of…

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

The idea of rare event sampling is applied to the estimation of the performance of error-correcting codes. The essence of the idea is importance sampling of the pattern of noises in the channel by Multicanonical Monte Carlo, which enables…

With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+\lambda)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes…

We are concerned with the average case runtime complexity analysis of a prototypical imperative language endowed with primitives for sampling and probabilistic choice. Taking inspiration from known approaches from to the modular resource…

In this article, we introduce the parametrix technique in order to construct fundamental solutions as a general method based on semigroups and their generators. This leads to a probabilistic interpretation of the parametrix method that is…

Consider a process, stochastic or deterministic, obtained by using a numerical integration scheme, or from Monte-Carlo methods involving an approximation to an integral, or a Newton-Raphson iteration to approximate the root of an equation.…

Software packages usually report the results of statistical tests using p-values. Users often interpret these by comparing them to standard thresholds, e.g. 0.1%, 1% and 5%, which is sometimes reinforced by a star rating (***, **, *). We…

This paper reviews the basic ideas behind a Bayesian unfolding published some years ago and improves their implementation. In particular, uncertainties are now treated at all levels by probability density functions and their propagation is…

We consider two classes of computations which admit taking linear combinations of execution runs: probabilistic sampling and generalized animation. We argue that the task of program learning should be more tractable for these architectures…

We present a novel static analysis technique to derive higher moments for program variables for a large class of probabilistic loops with potentially uncountable state spaces. Our approach is fully automatic, meaning it does not rely on…

In applications of imprecise probability, analysts must compute lower (or upper) expectations, defined as the infimum of an expectation over a set of parameter values. Monte Carlo methods consistently approximate expectations at fixed…

The randomized $p$-value, (nonrandomized) mid-$p$-value and abstract randomized $p$-value have all been recommended for testing a null hypothesis whenever the test statistic has a discrete distribution. This paper provides a unifying…

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

To put static program analysis at the fingertips of the software developer, we propose a framework for interactive abstract interpretation. While providing sound analysis results, abstract interpretation in general can be quite costly. To…

Testing algorithms across a wide range of problem instances is crucial to ensure the validity of any claim about one algorithm's superiority over another. However, when it comes to inference algorithms for probabilistic logic programs,…

Usually, probabilistic automata and probabilistic grammars have crisp symbols as inputs, which can be viewed as the formal models of computing with values. In this paper, we first introduce probabilistic automata and probabilistic grammars…

In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In…

The Reduced-Basis Control-Variate Monte-Carlo method was introduced recently in [S. Boyaval and T. Leli\`evre, CMS, 8 2010] as an improved Monte-Carlo method, for the fast estimation of many parametrized expected values at many parameter…