论文标题

概率回路的分布估计

Distribution Estimation for Probabilistic Loops

论文作者

Karimi, Ahmad, Moosbrugger, Marcel, Stankovič, Miroslav, Kovács, Laura, Bartocci, Ezio, Bura, Efstathia

论文摘要

我们提出了一种算法方法,以估计概率回路的随机变量的价值分布,其统计矩是(部分)已知的。基于这些时刻,我们应用两种统计方法:最大熵和革兰氏阴性级数,以估计环路随机变量的分布。我们通过使用概率环的精确和估计矩进行比较分布并进行统计测试来衡量分布估计的准确性。我们对几个概率循环的方法评估了我们的方法,其多项式更新对从共同概率分布中绘制的随机变量进行了评估,包括实施财务和生物学模型的示例。为此,我们利用符号方法来计算循环的精确高阶矩,并使用基于抽样的技术来估算循环执行的矩。我们的实验结果提供了我们方法估计概率环路输出分布的准确性的实际证据。

We present an algorithmic approach to estimate the value distributions of random variables of probabilistic loops whose statistical moments are (partially) known. Based on these moments, we apply two statistical methods, Maximum Entropy and Gram-Charlier series, to estimate the distributions of the loop's random variables. We measure the accuracy of our distribution estimation by comparing the resulting distributions using exact and estimated moments of the probabilistic loop, and performing statistical tests. We evaluate our method on several probabilistic loops with polynomial updates over random variables drawing from common probability distributions, including examples implementing financial and biological models. For this, we leverage symbolic approaches to compute exact higher-order moments of loops as well as use sampling-based techniques to estimate moments from loop executions. Our experimental results provide practical evidence of the accuracy of our method for estimating distributions of probabilistic loop outputs.

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