Paper uses dynamic analysis to detect malware with PHMMs.
problem Malware detection using static and dynamic analysis techniques.
method Hidden Markov Models (HMMs) and Profile Hidden Markov Models (PHMMs) trained on API call sequences.
result PHMMs outperform HMMs in malware detection.
LEGEND learns complex dynamics from aggregate data.
problem Learning nonlinear dynamics from aggregate data with missing individual-level trajectories.
method LEGEND models hidden stochastic processes via hidden variables and learns dynamics directly on aggregate observations.
result LEGEND outperforms state-of-the-art baselines on various synthetic and real-world datasets.
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.
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.
Expands Hidden Markov Model to include Markov chain observations.
problem Handling Markov chain observations in Hidden Markov Models.
method Developed Expectation-Maximization algorithm and Viterbi algorithm analogs.
result Estimates transition probabilities for hidden states and observations.
Investor selects portfolios based on news attention in a hidden Markov model.
problem Mean-variance portfolio selection in a dynamic attention context.
method Closed-loop equilibrium strategies via extended HJB equation and Markov chain approximation.
result Equilibrium strategies found through iterative algorithm and numerical examples.
The paper optimizes portfolios in a market with hidden drift and random expert opinions.
problem Optimizing portfolios in a market with hidden Gaussian drift and random expert signals.
method Modeling the hidden drift using Kalman filters and solving the utility maximization problem with dynamic programming.
result Derivation of optimal portfolio weights and utility maximization under the given market conditions.
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.
Study optimal adjustment sets for causal policies with hidden variables.
problem Estimating dynamic treatment regimes with hidden variables.
method Developed criteria for graphs without hidden variables to compare estimators, extended to dynamic policies and hidden variables.
result Existence and computation of optimal minimal and globally optimal adjustment sets.
Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning multivariate time series. However, in general, it is difficult to set the dimension of its hidden state space. A small number of hidden states may not be able to model the complexities of a time series, while a large number of …
DISTANA improves weather prediction by inferring hidden factors from temperature data.
problem Inferring hidden factors in spatiotemporal processes without supervision.
method Enhanced DISTANA architecture for spatiotemporal data, active tuning for latent state inference.
result DISTANA achieves more accurate predictions than other methods, inferring hidden factors from temperature data.
A new model captures diffusion dynamics in networks using hidden states.
problem Capturing temporal relationships and hidden content trajectories in network diffusion.
method A topological recurrent neural model that embeds diffusion history as hidden states.
result Good experimental performances for diffusion modeling and prediction.
The partially observable hidden Markov model is an extension of the hidden Markov Model in which the hidden state is conditioned on an independent Markov chain. This structure is motivated by the presence of discrete metadata, such as an event type, that may partially reveal the hidden state but itself emanates from a …
Direct approach for handling contextual bandits with latent state dynamics.
problem Handling contextual bandits with latent state dynamics, especially when rewards depend on posterior probabilities of hidden states.
method Direct reduction to standard linear contextual bandits, extended analysis of HMM parameters, periodic update of reward-model parameters.
result Periodic update of reward-model parameters allows handling complex dependencies in hidden states.
Optimizes e-commerce traffic sales by incorporating hidden costs into auction mechanisms.
problem Hidden costs from unexpected advertising items in search results.
method Dynamic reserve price design with distributed solving algorithm.
result Ensures a balanced relationship between revenue and user experience.
Study evaluates initialization strategies for infinite hidden Markov models.
problem Limited attention to initialization in infinite hidden Markov models.
method Systematically evaluated distance-based clustering, model-based, and uniform initializations.
result Distance-based clustering initializations consistently outperform other methods.
Improves memory robustness in RNNs for sequential data.
problem Improving memory robustness in RNNs for sequential data processing.
method Utilized various training protocols, datasets, and architectures to analyze hidden state dynamics and propose a regularization technique.
result Manipulating hidden state speeds improves memory robustness over time.
We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical systems to an interactive group scenario. Various individual processes interact a…
M-PHATE visualizes neural network learning dynamics.
problem Understanding neural network performance and learning dynamics.
method Multislice PHATE (M-PHATE) for visualizing neural network hidden representations.
result M-PHATE provides detailed summaries of learning dynamics without needing validation data.
Proposes DSW for unbiased ITE estimation with dynamic confounders.
problem Estimating ITE from dynamic observational data with time-varying confounders.
method Deep Sequential Weighting (DSW) infers hidden confounders using current treatment assignments and historical information.
result DSW generates unbiased and accurate treatment effects.
This study develops a dynamic inverse optimization framework to recover hidden, time-varying preferences from observed allocation trajectories.
problem The gap between classical optimization theory and real-world practice, especially in the presence of drift and shocks.
method Dynamic inverse optimization framework using a drift-aware estimator grounded in convex analysis and online learning theory.
result Sharp static and dynamic regret bounds for the framework, demonstrating its responsiveness to gradual drift and sudden shocks.
RL agents learn from a few tasks to generalize to new ones.
problem Creating efficient RL agents that can solve multiple tasks.
method GHP-MDPs model with latent variables for hidden parameters.
result State-of-the-art performance and sample-efficiency on new tasks.
Efficiently extracts linear dynamics from complex observations.
problem Learning policies directly from rich, high-dimensional observations.
method Modeling linear dynamics in a hidden subspace and developing an efficient algorithm.
result Successfully extracts linear dynamics from rich observations.
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.
UrbanRhythm reveals urban dynamics from mobility data.
problem Understanding changing urban activities over time.
method Extracting staying, leaving, arriving attributes; using Saak transform; clustering for city states; motif analysis for short-term regularity.
result Characterized urban dynamics as city state transformations over time.
Paper analyzes coexisting hidden and self-excited attractors in an economic system.
problem Existence of coexisting hidden and self-excited attractors in economic systems.
method Integer and fractional order analysis of an economic system.
result Integer-order system exhibits multiple combinations of coexisting hidden and self-excited attractors.
Deep learning models converge to Gaussian dynamics with mixed structured inputs.
problem Understanding neural network dynamics with complex input distributions.
method Extended hidden manifold model to Gaussian mixtures, analyzed via SGD.
result Learning dynamics with mixed inputs converge to Gaussian behavior.
New model predicts stochastic dynamics with hidden variables.
problem Predicting state transitions in stochastic dynamical systems.
method Hierarchical Bayesian linear regression with local features and variational EM algorithm.
result Parsimonious model structures and fast, accurate predictions.
New method learns chaotic dynamics from noisy, partial data.
problem Learning chaotic dynamics from noisy, partially observed data.
method Bayesian formulation, neural-network ODE representation, EM-like procedures, state-of-the-art assimilation schemes.
result Recover and reproduce chaotic dynamics, including Lyapunov exponents.
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.
Researchers analyze how RNNs solve intent detection tasks using dynamical systems theory.
problem Understanding the internal mechanisms of RNNs in intent detection.
method Investigating RNN architectures through a dynamical systems perspective.
result Identified fixed point topology and limited number of attractors in RNN dynamics.
Gradient Descent Ascent converges to von-Neumann solution in hidden zero-sum games.
problem Understanding dynamics of zero-sum games with hidden structure.
method Gradient Descent Ascent applied to hidden zero-sum games with specific convex-concave structure.
result Gradient Descent Ascent converges to von-Neumann solution in strictly convex-concave hidden games.
UNMIX identifies hidden buyers in darknet markets by clustering anonymized IDs.
problem Identifying hidden buyers in darknet markets where IDs are anonymized.
method UNMIX, a hidden buyer identification model using Dirichlet Hawkes Process.
result UNMIX successfully groups transactions from one hidden buyer into one cluster.
Learning and inferring features that generate sensory input is a task continuously performed by cortex. In recent years, novel algorithms and learning rules have been proposed that allow neural network models to learn such features from natural images, written text, audio signals, etc. These networks usually involve de…
New model combines physics and machine learning for ocean dynamics.
problem Discovering hidden laws governing ocean dynamics.
method Develops Deep Neural Numerical Models (DNNMs) to learn hidden variables of physical laws.
result Illustrates DNNMs applied to Sea Surface Height dynamics, connecting to QG model.
Softmax policy gradient achieves global optimality in wide neural networks with entropy regularization.
problem Optimizing softmax policies with neural networks in the mean-field regime.
method Modeling neural networks as Wasserstein gradient flows and proving global optimality of fixed points.
result Global optimality of softmax policy gradient in wide single hidden layer neural networks with entropy regularization.
We study the computational tractability of PAC reinforcement learning with rich observations. We present new provably sample-efficient algorithms for environments with deterministic hidden state dynamics and stochastic rich observations. These methods operate in an oracle model of computation -- accessing policy and va…
New method for analyzing brain dynamics using HMMs and graph models.
problem Limited ability of current brain models to explain spontaneous dynamic state changes.
method Hidden Markov Graph Models (HMGMs) and spatiotemporal random walks.
result Identification of important brain community structures.
The paper extends mean field results to three-layer neural networks using SGD.
problem Understanding the dynamics of training three-layer neural networks with SGD.
method Extending mean field results from two-layer networks to three-layer networks with two hidden layers, using non-linear partial differential equations.
result The distributions of weights in the two hidden layers are independent.
Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional nature of transition dynamics performing inference in the iHMM is difficult. In th…
Study reveals hidden infections and infection dynamics from early data.
problem Understanding early infection dynamics and hidden infections in COVID-19.
method Data-driven machine learning analysis focusing on infection counts over time.
result Significant asymptomatic infections, 10-day lag, and strong infectious force.
The objective of this paper is to investigate how noisy and incomplete observations can be integrated in the process of building a reduced-order model. This problematic arises in many scientific domains where there exists a need for accurate low-order descriptions of highly-complex phenomena, which can not be directly …
This paper solves a financial control problem with hidden factors using backward SDEs.
problem Non-Markov control problem in a financial market with hidden asset returns.
method Uses backward stochastic differential equations (BSDEs) and dual formulation.
result Solves the non-Markov control problem with hidden factors.
Robo-advisors use MPC to create dynamic investment strategies.
problem Static allocation methods limit robo-advisors' effectiveness.
method Combines MPC with Hidden Markov Model and Black-Litterman for dynamic asset allocation.
result MPC-based strategies outperform static approaches in dynamic and risk-budgeting criteria.
DCRNN improves LSTM for chaotic dynamical system forecasting.
problem Modeling chaotic dynamical systems with recurrent neural networks.
method DCRNN incorporates learnable skip-connections and a Lyapunov stability regularization term.
result DCRNN outperforms LSTM in 100 out of 100 experiments, reducing mean squared error by 80.0%.
Adaptive LASSO improves model selection for functional geostatistical data.
problem Modeling georeferenced data with spatiotemporal dynamics and functional coefficients.
method Penalized maximum likelihood estimator with adaptive LASSO penalty for simultaneous selection of spline basis functions and regressors.
result The penalized estimator outperforms the unpenalized estimator in all scenarios tested.
Improved recurrent neural networks learn long-term dependencies through multi-scale memory.
problem Capturing long-term dependencies in recurrent neural networks.
method Incremental training of a modular RNN architecture with multi-scale hidden states.
result Incremental training and multi-scale memory enhance RNNs' ability to learn long-term dependencies.
We present a machine learning framework for modeling protein dynamics. Our approach uses L1-regularized, reversible hidden Markov models to understand large protein datasets generated via molecular dynamics simulations. Our model is motivated by three design principles: (1) the requirement of massive scalability; (2) t…