The iterative proportional fitting procedure (IPFP) was introduced formally by Deming and Stephan in 1940. For bivariate densities, this procedure has been investigated by Kullback and Rüschendorf. It is well known that the IPFP is a sequence of successive I-projections onto sets of probability measures with fixed marginals. However, when finding the I-projection onto the intersection of arbitr...

Highlights • Orders-of-magnitude improvement in approximate Bayesian inference efficiency • Bitstream autocorrelation limits inference approximation accuracy • Autocorrelation successfully mitigated to improve Bayesian inference approximation • Approximate Bayesian inference efficiently performed in hardware 2 Abstract Advancements in autonomous robotic systems have been impeded by the lack of ...

We present an approach for flux analysis in process algebra models of biological systems. We perceive flux as the flow of resources in stochastic simulations. We resort to an established correspondence between event structures, a broadly recognised model of concurrency, and state transitions of process models, seen as Petri nets. We show that we can this way extract the causal resource dependen...

This paper analyses the operational integration between different multimodal transport services and proposes a slot allocation and pricing model for multimodal transport networks to maximize revenue and utilize capacity. The methodology entails a revenue-based optimal two-stage approach. Firstly, a slot allocation model is formulated by using stochastic integer programming for long-term contrac...

Synaptically generated subthreshold membrane potential (Vm) fluctuations can be characterized within the framework of stochastic calculus. It is possible to obtain analytic expressions for the steady-state Vm distribution, even in the case of conductance-based synaptic currents. However, as we show here, the analytic expressions obtained may substantially deviate from numerical solutions if the...

We consider a stochastic susceptible-exposed-infected-recovered (SEIR) epidemiological model. Through the use of a normal form coordinate transform, we are able to analytically derive the stochastic center manifold along with the associated, reduced set of stochastic evolution equations. The transformation correctly projects both the dynamics and the noise onto the center manifold. Therefore, t...

Stochastic noises have a great adverse effect on the prediction accuracy of electric power load. Modeling online and filtering real-time can effectively improve measurement accuracy. Firstly, pretreating and inspecting statistically the electric power load data is essential to characterize the stochastic noise of electric power load. Then, set order for the time series model by Akaike informati...

We introduce and analyze stochastic optimization methods where the input to each gradient updateis perturbed by bounded noise. We show that this framework forms the basis of a unified approachto analyze asynchronous implementations of stochastic optimization algorithms. In this framework,asynchronous stochastic optimization algorithms can be thought of as serial methods operatin...

We study the problem of optimally liquidating a large portfolio position in a limit order book market. We allow for both limit and market orders and the optimal solution is a combination of both types of orders. Market orders deplete the order book, making future trades more expensive, whereas limit orders can be entered at more favorable prices but are not guaranteed to be filled. We model the...