Generalizes moment-matching for exponential families with conditioning or hidden data.
problem Generalizing moment-matching conditions for exponential families with conditioning or hidden data.
method First-principles explanation and self-contained derivation of generalized moment-matching conditions.
result Derives generalized moment-matching conditions for conditional exponential families and hidden data.
Hidden Markov Neural Networks balance adaptation and forgetting in time-series data.
problem Balancing adaptation to new data and forgetting outdated information in time-series forecasting.
method Modeling weights as hidden states of a Hidden Markov model, using a filtering algorithm for learning a variational approximation of the posterior distribution over weights, and employing sequential Bayes by Backprop with variational DropConnect for regularization.
result Achieves strong predictive performance and effective uncertainty quantification on various tasks.
Detect hidden confounding in observational data using multiple environments.
problem Detect hidden confounding in observational data.
method Theoretical framework and simulation studies to test for hidden confounding.
result The proposed procedure correctly predicts hidden confounding, especially when bias is large.
New method accounts for hidden context in preference learning for RLHF models.
problem Incomplete data with hidden context affects RLHF model outcomes.
method Distributional Preference Learning (DPL) methods estimate hidden context distributions.
result DPL methods reduce RLHF vulnerabilities by accounting for hidden context.
New MBL hidden Born machine learns various tasks.
problem Learning from quantum many-body systems.
method MBL dynamics and hidden units for training.
result Enhanced trainability and stability in learning.
This paper compares HMM and LSTM for time series forecasting.
problem Comparing HMM and LSTM for time series forecasting.
method Discretization techniques and various training methods.
result HMM can outperform LSTM with limited labeled data.
This paper tackles hidden state inference for HMMs using particle filtering.
problem Inference for hidden states under HMMs is challenging due to unavailable true labels.
method Adaptive conformal inference framework using particle filtering.
result The framework produces prediction sets with specific aggregated coverage levels.
New method models unknown systems with hidden parameters using neural networks.
problem Modeling unknown dynamical systems with hidden parameters.
method Training a deep neural network (DNN) model using trajectory data of the unknown system.
result DNN model accurately predicts unknown dynamical systems with new initial conditions.
Neural networks learn more efficiently with hidden factorial structures.
problem Challenges in high-dimensional statistical learning.
method Controlled experimental framework to test neural networks' ability to exploit hidden factorial structures.
result Neural networks can leverage hidden factorial structures to learn discrete distributions more efficiently.
This work speeds up fHMM analysis by tensor algebra.
problem Scalability issues in analyzing factorial hidden Markov models.
method Tensorized algorithms and scalable filtering methods.
result Significant improvement in computational performance.
Deep networks have achieved impressive results across a variety of important tasks. However a known weakness is a failure to perform well when evaluated on data which differ from the training distribution, even if these differences are very small, as is the case with adversarial examples. We propose Fortified Networks,…
A new HMM model captures kernel dependencies using context-specific Bayesian networks.
problem Traditional HMMs struggle with non-Gaussian data and independence assumptions.
method Kernel density estimation with context-specific Bayesian networks.
result The proposed model outperforms related HMMs in likelihood and classification accuracy.
We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain Monte Carlo to move between solutions. In contrast, we assume that the number of hi…
Identifying causal direction in location-scale noise models with hidden variables
problem Causal discovery in location-scale noise models with hidden variables
method ADMGs satisfying a bow-free condition
result First identifiability result for causally insufficient models beyond noise additivity
Multi-view data are becoming common in real-world modeling tasks and many multi-view data clustering algorithms have thus been proposed. The existing algorithms usually focus on the cooperation of different views in the original space but neglect the influence of the hidden information among these different visible vie…
Since learning is typically very slow in Boltzmann machines, there is a need to restrict connections within hidden layers. However, the resulting states of hidden units exhibit statistical dependencies. Based on this observation, we propose using l1/l2 regularization upon the activation possibilities of hidden unit…
Estimates effects of multiple interventions with hidden confounders using single-variable interventions.
problem Estimating effects of multiple interventions in the presence of hidden confounders.
method Identifiability under nonlinear structural causal model with additive Gaussian noise; pooling and joint likelihood maximization.
result Proven identifiability and superior performance compared to baseline.
To infer multilayer deep representations of high-dimensional discrete and nonnegative real vectors, we propose an augmentable gamma belief network (GBN) that factorizes each of its hidden layers into the product of a sparse connection weight matrix and the nonnegative real hidden units of the next layer. The GBN's hidd…
CONE evaluates treatment assignment functions using networked observational data to mitigate hidden confounding bias.
problem Evaluate treatment assignment functions using networked observational data with hidden confounders.
method CONE framework that learns partial representations of latent confounders and combines them for counterfactual evaluation.
result Network information mitigates hidden confounding bias in counterfactual evaluation.
As the multi-view data grows in the real world, multi-view clus-tering has become a prominent technique in data mining, pattern recognition, and machine learning. How to exploit the relation-ship between different views effectively using the characteristic of multi-view data has become a crucial challenge. Aiming at th…
Paper tackles causal effect estimation in observational data with hidden variables.
problem Estimating causal effects in observational data with hidden confounders.
method Developed a theorem for local search to find superset of adjustment variables, proposing a data-driven algorithm.
result Proposed algorithm produces more accurate causal effect estimates than existing methods.
A serious problem in learning probabilistic models is the presence of hidden variables. These variables are not observed, yet interact with several of the observed variables. Detecting hidden variables poses two problems: determining the relations to other variables in the model and determining the number of states of …
New method learns graph structure with hidden causes from observational data.
problem Learning the structure of linear non-Gaussian models with hidden causes.
method Augments hidden variable structure by learning multidirected edges and uses higher order cumulants.
result Correct structure recovery for bow-free acyclic mixed graphs with multi-directed edges.
New algorithm for collective Gaussian hidden Markov models inference.
problem Inference of collective Gaussian hidden Markov models from aggregate data.
method Collective Gaussian forward-backward algorithm, extending Sinkhorn belief propagation.
result Convergence guarantee and applicability to single individual Kalman filter.
Hidden Quantum Markov Models (HQMMs) can be thought of as quantum probabilistic graphical models that can model sequential data. We extend previous work on HQMMs with three contributions: (1) we show how classical hidden Markov models (HMMs) can be simulated on a quantum circuit, (2) we reformulate HQMMs by relaxing th…
The concept of SCN offers a fast framework with universal approximation guarantee for lifelong learning of non-stationary data streams. Its adaptive scope selection property enables for proper random generation of hidden unit parameters advancing conventional randomized approaches constrained with a fixed scope of rand…
New methods for estimating causal effects in hidden variable DAGs.
problem Estimating causal effects in models with hidden variables.
method Influence function based estimators for causal effects in hidden variable DAGs.
result Achieves semiparametric efficiency bounds for identifiable effects.
Permutation of any two hidden units yields invariant properties in typical deep generative neural networks. This permutation symmetry plays an important role in understanding the computation performance of a broad class of neural networks with two or more hidden units. However, a theoretical study of the permutation sy…
A new model separates persistence and transition priors in HDP-HMM.
problem Limitation of sticky HDP-HMM in expressing different persistence strengths.
method Developed a disentangled sticky HDP-HMM (DS-HDP-HMM) with novel Gibbs sampling algorithms.
result DS-HDP-HMM outperforms sticky HDP-HMM and HDP-HMM on synthetic and real data.
Polynomial delay algorithm tests causal models with hidden variables.
problem Testing causal models with hidden variables in polynomial delay.
method c-component local Markov property (C-LMP) and polynomial delay algorithm.
result First algorithm for poly-delay testing of CIs in causal graphs with hidden variables.
CgNN uses network structure as IVs to estimate causal effects in networks.
problem Hidden confounders complicate causal effect estimation in network data.
method CgNN combines GNNs and attention mechanisms to leverage network structure as IVs.
result CgNN effectively mitigates hidden confounder bias and improves causal effect estimation.
FEALM learns features for better nonlinear DR of hidden patterns.
problem DR misses important patterns on distorted manifolds.
method FEALM generates optimized projections using an optimization algorithm and neighbor-shape dissimilarity.
result FEALM captures important patterns on hidden manifolds.
The paper introduces FMCI and hybrid decoding for hidden Markov models.
problem Computing distributions and decoding hidden state sequences in HMMs.
method Finite Markov chain imbedding (FMCI) and hybrid decoding.
result Hybrid decoding improves performance over traditional methods.
Observational data is increasingly used as a means for making individual-level causal predictions and intervention recommendations. The foremost challenge of causal inference from observational data is hidden confounding, whose presence cannot be tested in data and can invalidate any causal conclusion. Experimental dat…
Self-regularizing RBMs learn optimal hidden units efficiently.
problem Learning optimal number of hidden units in RBMs.
method Grand-canonical extension of RBMs with varying hidden units, using chemical potential to control size.
result Efficiently deduces optimal number of hidden units with small generalization error.
FactorGCL uses hypergraph learning to predict stock returns by mining hidden factors.
problem Mining effective factors in data-driven models is challenging due to low signal-to-noise ratio in market data.
method FactorGCL employs a hypergraph structure and temporal residual contrastive learning to extract hidden factors.
result FactorGCL outperforms existing methods and mines effective hidden factors for predicting stock returns.
Modified asymmetric hidden Markov models for time series with autoregressive components.
problem Dynamic relationships between variables in time series data.
method Introducing an asymmetric autoregressive component to recent asymmetric hidden Markov models.
result The model can choose the optimal autoregressive order for better likelihood.
Hierarchical hidden Markov models predict market trends in financial time series.
problem Misinterpretation of short-term price fluctuations as long-term trend changes.
method Hierarchical hidden Markov models to capture both short- and long-term trends.
result Hierarchical models provide a comprehensive picture of financial markets.
Universal MLPs with a single hidden layer can learn any function.
problem Learning on various data structures like sequences, images, sets, and graphs.
method Using group theory, the paper proves the universality of a broad class of equivariant MLPs with a single hidden layer.
result Having a hidden layer on which the group acts regularly is sufficient for universal equivariance (invariance).
Method estimates CATE using RCT data to handle hidden confounders.
problem Estimating CATE in the presence of hidden confounders.
method Pseudo-confounder generator and CATE model alignment.
result Method reduces bias in CATE estimation.
Mathematical methods characterize RNNs' asymptotics as hidden units and data grow.
problem Characterize recurrent neural networks' behavior as hidden units and data grow.
method Developed mathematical methods to analyze RNNs' convergence to an infinite-dimensional ODE coupled with a fixed point of a random algebraic equation.
result RNNs converge to an infinite-dimensional ODE coupled with a fixed point of a random algebraic equation.
Hidden tree Markov models allow learning distributions for tree structured data while being interpretable as nondeterministic automata. We provide a concise summary of the main approaches in literature, focusing in particular on the causality assumptions introduced by the choice of a specific tree visit direction. We w…
Machine learning promises methods that generalize well from finite labeled data. However, the brittleness of existing neural net approaches is revealed by notable failures, such as the existence of adversarial examples that are misclassified despite being nearly identical to a training example, or the inability of recu…
Develops a more flexible HDP-HMM for temporal data segmentation.
problem Limited expressiveness of sticky HDP-HMM due to stationary self-persistence probability.
method Introduces recurrent sticky HDP-HMM with a novel Gibbs sampling strategy.
result RS-HDP-HMM outperforms other models in segmentation tasks.
We extend the Bayesian Information Criterion (BIC), an asymptotic approximation for the marginal likelihood, to Bayesian networks with hidden variables. This approximation can be used to select models given large samples of data. The standard BIC as well as our extension punishes the complexity of a model according to …
Extends causal inference to hidden mediators with proxies.
problem Identifying causal effects with hidden mediators and error-prone proxies.
method Established causal hidden mediation analysis and hidden front-door criterion.
result Identification of population intervention indirect effect possible with hidden mediators.
Learning nonlinear dynamics from diffusion data is a challenging problem since the individuals observed may be different at different time points, generally following an aggregate behaviour. Existing work cannot handle the tasks well since they model such dynamics either directly on observations or enforce the availabi…
Two case studies reveal hidden biases and confounders in machine learning models of biomedical data.
problem Hidden biases and confounders in machine learning models of biomedical data.
method Two case studies examining biases and confounders in machine learning models of biomedical data.
result Prediction models performed well but hidden biases and confounders were revealed.