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

Lecture notes: Semidefinite programs and harmonic analysis

Lecture notes for the tutorial at the workshop HPOPT 2008 - 10th International Workshop on High Performance Optimization Techniques (Algebraic Structure in Semidefinite Programming), June 11th to 13th, 2008, Tilburg University, The Netherlands.Comment: 31 page

Four lectures on probabilistic methods for data science

Methods of high-dimensional probability play a central role in applications for statistics, signal processing theoretical computer science and related fields. These lectures present a sample of particularly useful tools of high-dimensional probability, focusing on the classical and matrix Bernstein's inequality and the uniform matrix deviation inequality. We illustrate these tools with applications for dimension reduction, network analysis, covariance estimation, matrix completion and sparse signal recovery. The lectures are geared towards beginning graduate students who have taken a rigorous course in probability but may not have any experience in data science applications.Comment: Lectures given at 2016 PCMI Graduate Summer School in Mathematics of Data. Some typos, inaccuracies fixe

Optimal Placement of Valves in a Water Distribution Network with CLP(FD)

This paper presents a new application of logic programming to a real-life problem in hydraulic engineering. The work is developed as a collaboration of computer scientists and hydraulic engineers, and applies Constraint Logic Programming to solve a hard combinatorial problem. This application deals with one aspect of the design of a water distribution network, i.e., the valve isolation system design. We take the formulation of the problem by Giustolisi and Savic (2008) and show how, thanks to constraint propagation, we can get better solutions than the best solution known in the literature for the Apulian distribution network. We believe that the area of the so-called hydroinformatics can benefit from the techniques developed in Constraint Logic Programming and possibly from other areas of logic programming, such as Answer Set Programming.Comment: Best paper award at the 27th International Conference on Logic Programming - ICLP 2011; Theory and Practice of Logic Programming, (ICLP'11) Special Issue, volume 11, issue 4-5, 201