SPMS 2024

Session

Dynamic Decision Making

21 Jun 2024, 13:30

Dobřichovice

Conveners

Dynamic Decision Making

• Miroslav Kárný (Institute of Information Theory and Automation)

Dynamic Decision Making

• František Gašpar

12. Mixture ratio modeling of dynamic systems

Marko Ruman

21/06/2024, 13:30

Finite mixtures of probability densities with components from exponential family serve as flexible parametric models of high-dimensional systems. However, with a few specialized exceptions, these dynamic models assume data-independent weights of mixture components. Their use is illogical and restricts the modelling applicability. The requirement for closeness with respect to conditioning, the...

14. Applications of computational and statistical techniques in experimental climate physics

Chi-Yu Huang (Imperial College London)

21/06/2024, 13:50

Computational and statistical techniques are imperative to experiments in physics. This presentation explores the potential applications of some computational methods. More specifically, I will focus on a recent ongoing project where we attempt to simulate the effect of cities on the surrounding environment mechanically, with the main aim being to study the extent of the effects of urban heat...

23. Probabilistic Modelling in Adaptive Portfolio Optimization

Tomáš Procházka

21/06/2024, 14:10

This contribution formulates the problem of portfolio management as a decision process and applies multivariate regression techniques on gathered real-world data. The aim is to determine whether this approach can yield a sufficiently accurate predictor for decision-making and later optimization.

21. Quantum-like Model of Uncertainty for Dynamic Decision Making

Mr Aleksej Gaj

21/06/2024, 14:30

Classical decision theory is in a strong conflict with the observed experimental data coming from cognitive and descriptive decision making research. This conflict yields different paradoxes and inconsistencies. It was shown that quantum-like approach to decision making solves these problems, but the reasons why it does so far stayed unknown.

This contribution presents new framework that i)...

7. Applicable Adaptive Discounted Fully Probabilistic Design of Decision Strategy

Soňa Molnárová

21/06/2024, 15:20

The work addresses the issue of decreased utility of future rewards, referred to as discounting, while utilizing fully probabilistic design (FPD) of decision strategies. FPD obtains the optimal strategy for decision tasks using only probability distributions, which is its main asset. The standard way of solving decision tasks is provided by Markov decision processes (MDP), which FPD covers as...

9. Bayesian methods in neural networks for inverse atmospheric modelling

Antonie Brožová

21/06/2024, 15:40

Recovering a source and an amount of an emitted substance from distant measurement is an ill-posed problem. In this contribution, two methods based on Bayes theorem will be compared on a realistic toy problem with microplastics. First of them is a Bayesian neural network pretrained to mimic a lognormal process and second one is hierarchical variational model, where the parameters of the...