Software tools for stochastic programming: A Stochastic Programming Integrated Environment (SPInE)

SP models combine the paradigm of dynamic linear programming with modelling of random parameters, providing optimal decisions which hedge against future uncertainties. Advances in hardware as well as software techniques and solution methods have made SP a viable optimisation tool. We identify a growing need for modelling systems which support the creation and investigation of SP problems. Our SPInE system integrates a number of components which include a flexible modelling tool (based on stochastic extensions of the algebraic modelling languages AMPL and MPL), stochastic solvers, as well as special purpose scenario generators and database tools. We introduce an asset/liability management model and illustrate how SPInE can be used to create and process this model as a multistage SP application

Learning probability distributions generated by finite-state machines

We review methods for inference of probability distributions generated by probabilistic automata and related models for sequence generation. We focus on methods that can be proved to learn in the inference in the limit and PAC formal models. The methods we review are state merging and state splitting methods for probabilistic deterministic automata and the recently developed spectral method for nondeterministic probabilistic automata. In both cases, we derive them from a high-level algorithm described in terms of the Hankel matrix of the distribution to be learned, given as an oracle, and then describe how to adapt that algorithm to account for the error introduced by a finite sample.Peer ReviewedPostprint (author's final draft

Experimental Biological Protocols with Formal Semantics

Both experimental and computational biology is becoming increasingly automated. Laboratory experiments are now performed automatically on high-throughput machinery, while computational models are synthesized or inferred automatically from data. However, integration between automated tasks in the process of biological discovery is still lacking, largely due to incompatible or missing formal representations. While theories are expressed formally as computational models, existing languages for encoding and automating experimental protocols often lack formal semantics. This makes it challenging to extract novel understanding by identifying when theory and experimental evidence disagree due to errors in the models or the protocols used to validate them. To address this, we formalize the syntax of a core protocol language, which provides a unified description for the models of biochemical systems being experimented on, together with the discrete events representing the liquid-handling steps of biological protocols. We present both a deterministic and a stochastic semantics to this language, both defined in terms of hybrid processes. In particular, the stochastic semantics captures uncertainties in equipment tolerances, making it a suitable tool for both experimental and computational biologists. We illustrate how the proposed protocol language can be used for automated verification and synthesis of laboratory experiments on case studies from the fields of chemistry and molecular programming

Rational stochastic languages

The goal of the present paper is to provide a systematic and comprehensive study of rational stochastic languages over a semiring K \in {Q, Q +, R, R+}. A rational stochastic language is a probability distribution over a free monoid \Sigma^* which is rational over K, that is which can be generated by a multiplicity automata with parameters in K. We study the relations between the classes of rational stochastic languages S rat K (\Sigma). We define the notion of residual of a stochastic language and we use it to investigate properties of several subclasses of rational stochastic languages. Lastly, we study the representation of rational stochastic languages by means of multiplicity automata.Comment: 35 page

Probabilistic abstract interpretation: From trace semantics to DTMC’s and linear regression

In order to perform probabilistic program analysis we need to consider probabilistic languages or languages with a probabilistic semantics, as well as a corresponding framework for the analysis which is able to accommodate probabilistic properties and properties of probabilistic computations. To this purpose we investigate the relationship between three different types of probabilistic semantics for a core imperative language, namely Kozen’s Fixpoint Semantics, our Linear Operator Semantics and probabilistic versions of Maximal Trace Semantics. We also discuss the relationship between Probabilistic Abstract Interpretation (PAI) and statistical or linear regression analysis. While classical Abstract Interpretation, based on Galois connection, allows only for worst-case analyses, the use of the Moore-Penrose pseudo inverse in PAI opens the possibility of exploiting statistical and noisy observations in order to analyse and identify various system properties

Toric grammars: a new statistical approach to natural language modeling

We propose a new statistical model for computational linguistics. Rather than trying to estimate directly the probability distribution of a random sentence of the language, we define a Markov chain on finite sets of sentences with many finite recurrent communicating classes and define our language model as the invariant probability measures of the chain on each recurrent communicating class. This Markov chain, that we call a communication model, recombines at each step randomly the set of sentences forming its current state, using some grammar rules. When the grammar rules are fixed and known in advance instead of being estimated on the fly, we can prove supplementary mathematical properties. In particular, we can prove in this case that all states are recurrent states, so that the chain defines a partition of its state space into finite recurrent communicating classes. We show that our approach is a decisive departure from Markov models at the sentence level and discuss its relationships with Context Free Grammars. Although the toric grammars we use are closely related to Context Free Grammars, the way we generate the language from the grammar is qualitatively different. Our communication model has two purposes. On the one hand, it is used to define indirectly the probability distribution of a random sentence of the language. On the other hand it can serve as a (crude) model of language transmission from one speaker to another speaker through the communication of a (large) set of sentences