Search Results for author: David Tolpin

Found 23 papers, 8 papers with code

Efficient Incremental Belief Updates Using Weighted Virtual Observations

no code implementations10 Feb 2024 David Tolpin

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs.

Probabilistic Programming

Monitoring Time Series With Missing Values: a Deep Probabilistic Approach

no code implementations9 Mar 2022 Oshri Barazani, David Tolpin

Systems are commonly monitored for health and security through collection and streaming of multivariate time series.

Novelty Detection Time Series +1

Bob and Alice Go to a Bar: Reasoning About Future With Probabilistic Programs

no code implementations9 Aug 2021 David Tolpin, Tomer Dobkin

Reinforcement learning via inference with stochastic preferences naturally describes agent behaviors, does not require introducing rewards and exponential weighing of trajectories, and allows to reason about agents using the solid foundation of Bayesian statistics.

Probabilistic Programming reinforcement-learning +1

How To Train Your Program: a Probabilistic Programming Pattern for Bayesian Learning From Data

no code implementations8 May 2021 David Tolpin

The posterior distribution of model parameters is then used to \textit{stochastically condition} a complementary model, such that inference on new data yields the same posterior distribution of latent parameters corresponding to the new data as inference on a hierachical model on the combination of both previously available and new data, at a lower computation cost.

Probabilistic Programming

Bayesian Policy Search for Stochastic Domains

no code implementations1 Oct 2020 David Tolpin, Yuan Zhou, Hongseok Yang

In this work, we cast policy search in stochastic domains as a Bayesian inference problem and provide a scheme for encoding such problems as nested probabilistic programs.

Probabilistic Programming Variational Inference

Probabilistic Programs with Stochastic Conditioning

1 code implementation1 Oct 2020 David Tolpin, Yuan Zhou, Tom Rainforth, Hongseok Yang

We tackle the problem of conditioning probabilistic programs on distributions of observable variables.

Probabilistic Programming

Stochastically Differentiable Probabilistic Programs

no code implementations2 Mar 2020 David Tolpin, Yuan Zhou, Hongseok Yang

Probabilistic programs with mixed support (both continuous and discrete latent random variables) commonly appear in many probabilistic programming systems (PPSs).

Probabilistic Programming

Stochastic Probabilistic Programs

1 code implementation8 Jan 2020 David Tolpin, Tomer Dobkin

We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them.

Probabilistic Programming

Warped Input Gaussian Processes for Time Series Forecasting

2 code implementations5 Dec 2019 David Tolpin

We introduce a Gaussian process-based model for handling of non-stationarity.

Gaussian Processes Time Series +1

Deployable probabilistic programming

no code implementations20 Jun 2019 David Tolpin

As a reference implementation, we introduce Infergo, a probabilistic programming facility for Go, a modern programming language of choice for server-side software development.

Decision Making Probabilistic Programming

Population Anomaly Detection through Deep Gaussianization

no code implementations5 May 2018 David Tolpin

A soft, or population, anomaly is characterized by a shift in the distribution of the data set, where certain elements appear with higher probability than anticipated.

Anomaly Detection

A Renewal Model of Intrusion

1 code implementation24 Sep 2017 David Tolpin

We present a probabilistic model of an intrusion in a renewal process.

Intrusion Detection

A Planning Approach to Monitoring Behavior of Computer Programs

1 code implementation11 Sep 2017 Alexandre Cukier, Ronen I. Brafman, Yotam Perkal, David Tolpin

Given a system call trace, we simulate the corresponding operators on our model and by observing the properties of the state reached, we learn about the nature of the original program and its behavior.

Process Monitoring on Sequences of System Call Count Vectors

1 code implementation12 Jul 2017 Michael Dymshits, Ben Myara, David Tolpin

We introduce a methodology for efficient monitoring of processes running on hosts in a corporate network.

Session Analysis using Plan Recognition

no code implementations20 Jun 2017 Reuth Mirsky, Ya'akov Gal, David Tolpin

This paper presents preliminary results of our work with a major financial company, where we try to use methods of plan recognition in order to investigate the interactions of a costumer with the company's online interface.

Black-Box Policy Search with Probabilistic Programs

1 code implementation16 Jul 2015 Jan-Willem van de Meent, Brooks Paige, David Tolpin, Frank Wood

In this work, we explore how probabilistic programs can be used to represent policies in sequential decision problems.

Maximum a Posteriori Estimation by Search in Probabilistic Programs

no code implementations26 Apr 2015 David Tolpin, Frank Wood

We introduce an approximate search algorithm for fast maximum a posteriori probability estimation in probabilistic programs, which we call Bayesian ascent Monte Carlo (BaMC).

Path Finding under Uncertainty through Probabilistic Inference

no code implementations25 Feb 2015 David Tolpin, Brooks Paige, Jan Willem van de Meent, Frank Wood

We introduce a new approach to solving path-finding problems under uncertainty by representing them as probabilistic models and applying domain-independent inference algorithms to the models.

Output-Sensitive Adaptive Metropolis-Hastings for Probabilistic Programs

1 code implementation22 Jan 2015 David Tolpin, Jan Willem van de Meent, Brooks Paige, Frank Wood

We introduce an adaptive output-sensitive Metropolis-Hastings algorithm for probabilistic models expressed as programs, Adaptive Lightweight Metropolis-Hastings (AdLMH).

Rational Deployment of Multiple Heuristics in IDA*

no code implementations24 Nov 2014 David Tolpin, Oded Betzalel, Ariel Felner, Solomon Eyal Shimony

Recent advances in metareasoning for search has shown its usefulness in improving numerous search algorithms.

Justifying and Improving Meta-Agent Conflict-Based Search

no code implementations23 Oct 2014 David Tolpin

We suggest a justification for the use of a fixed threshold on the number of conflicts based on the analysis of a model problem.

Multi-Agent Path Finding

Selecting Computations: Theory and Applications

no code implementations9 Aug 2014 Nicholas Hay, Stuart Russell, David Tolpin, Solomon Eyal Shimony

Sequential decision problems are often approximately solvable by simulating possible future action sequences.

Game of Go

Towards Rational Deployment of Multiple Heuristics in A*

no code implementations22 May 2013 David Tolpin, Tal Beja, Solomon Eyal Shimony, Ariel Felner, Erez Karpas

The obvious way to use several admissible heuristics in A* is to take their maximum.

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