no code implementations • 10 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.
no code implementations • 9 Mar 2022 • Oshri Barazani, David Tolpin
Systems are commonly monitored for health and security through collection and streaming of multivariate time series.
no code implementations • 9 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.
no code implementations • 8 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.
no code implementations • 1 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.
1 code implementation • 1 Oct 2020 • David Tolpin, Yuan Zhou, Tom Rainforth, Hongseok Yang
We tackle the problem of conditioning probabilistic programs on distributions of observable variables.
no code implementations • 2 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).
1 code implementation • 8 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.
2 code implementations • 5 Dec 2019 • David Tolpin
We introduce a Gaussian process-based model for handling of non-stationarity.
no code implementations • 20 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.
no code implementations • 5 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.
1 code implementation • 24 Sep 2017 • David Tolpin
We present a probabilistic model of an intrusion in a renewal process.
1 code implementation • 11 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.
1 code implementation • 12 Jul 2017 • Michael Dymshits, Ben Myara, David Tolpin
We introduce a methodology for efficient monitoring of processes running on hosts in a corporate network.
no code implementations • 20 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.
1 code implementation • 16 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.
no code implementations • 26 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).
no code implementations • 25 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.
1 code implementation • 22 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).
no code implementations • 24 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.
no code implementations • 23 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.
no code implementations • 9 Aug 2014 • Nicholas Hay, Stuart Russell, David Tolpin, Solomon Eyal Shimony
Sequential decision problems are often approximately solvable by simulating possible future action sequences.
no code implementations • 22 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.