A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
This paper tackles hidden state inference for HMMs using particle filtering.
Paper shows how to infer hidden states in neural networks analytically.
New method infers hidden states in continuous-time phenomena better than traditional models.
Paper presents a fast method for estimating hidden states in Bayesian models.
In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration hidden Markov models (EDHMM). EDHMMs are HMMs that have latent states consisting…
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…
We consider active maximum a posteriori (MAP) inference problem for Hidden Markov Models (HMM), where, given an initial MAP estimate of the hidden sequence, we select to label certain states in the sequence to improve the estimation accuracy of the remaining states. We develop an analytical approach to this problem for…
We search for digital biomarkers from Parkinson's Disease by observing approximate repetitive patterns matching hypothesized step and stride periodic cycles. These observations were modeled as a cycle of hidden states with randomness allowing deviation from a canonical pattern of transitions and emissions, under the hy…
New algorithm for collective Gaussian hidden Markov models inference.
DISTANA improves weather prediction by inferring hidden factors from temperature data.
New method estimates HMM hidden states efficiently.
As a new neural machine translation approach, Non-Autoregressive machine Translation (NAT) has attracted attention recently due to its high efficiency in inference. However, the high efficiency has come at the cost of not capturing the sequential dependency on the target side of translation, which causes NAT to suffer …
Modified asymmetric hidden Markov models for time series with autoregressive components.
This paper reviews recent advances in Bayesian nonparametric techniques for constructing and performing inference in infinite hidden Markov models. We focus on variants of Bayesian nonparametric hidden Markov models that enhance a posteriori state-persistence in particular. This paper also introduces a new Bayesian non…
Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to perform inference in HSMMs. Unlike expectation maximization (EM), our approach cor…
We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of inferring human mobility on sub-daily time scales from, for example, mobile phone …
New algorithm for aggregate inference in HMMs with continuous observations.
There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particul…
Estimating hidden processes from non-linear noisy observations is particularly difficult when the parameters of these processes are not known. This paper adopts a machine learning approach to devise variational Bayesian inference for such scenarios. In particular, a random process generated by the autoregressive moving…
Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Bayesian networks are a class of graphical models that allow to represent a collection of random variables and their condititional dependencies by directed acyclic graphs. In this paper, an inference algorithm for …
Factorial hidden Markov models (FHMMs) are powerful tools of modeling sequential data. Learning FHMMs yields a challenging simultaneous model selection issue, i.e., selecting the number of multiple Markov chains and the dimensionality of each chain. Our main contribution is to address this model selection issue by exte…
Study explores reinforcement learning in a complex game environment, analyzing rule inference and policy learning.
Controller-Augmented Hidden Markov Models (CHMMs) are a framework for constrained sequential inference.
QT improves inference in complex PGMs with hidden variables.
Combining Bayesian nonparametrics and a forward model selection strategy, we construct parsimonious Bayesian deep networks (PBDNs) that infer capacity-regularized network architectures from the data and require neither cross-validation nor fine-tuning when training the model. One of the two essential components of a PB…
Bayesian inference for biochemical reaction networks using jump-diffusion approximations.
New framework improves robust inference in HMMs under model misspecification.
This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e., mixture models), for time-dependent hidden variables. As with FAB in mixture model…
New methods for skill rating in sports using state-space models.
New method reduces state redundancy in HSMM for driving patterns.
Method infers MJPs from noisy observations without prior training.
Method infers causal structure from system behaviors using RKHS and kernel -machines.
We formalize the problem of learning interdomain correspondences in the absence of paired data as Bayesian inference in a latent variable model (LVM), where one seeks the underlying hidden representations of entities from one domain as entities from the other domain. First, we introduce implicit latent variable models,…
Deep neural network learns discrete state abstractions for efficient planning.
Study evaluates initialization strategies for infinite hidden Markov models.
DefogGAN predicts hidden RTS game information to aid strategic decision-making.
Quantum Fourier Transform aids machine learning inference.
We describe discrete restricted Boltzmann machines: probabilistic graphical models with bipartite interactions between visible and hidden discrete variables. Examples are binary restricted Boltzmann machines and discrete naive Bayes models. We detail the inference functions and distributed representations arising in th…
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 …
Hidden Markov Neural Networks balance adaptation and forgetting in time-series data.
A HMM for intraday momentum trading reduces lagging and incorporates side information.
We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian Structural Inference (BSI) relies on a set of candidate unifilar HMM (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of to…
TAGM models time-varying connections between variables.
Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence of most probable marg…
Recurrent neural networks' hidden state can be reconstructed from its past, providing a theoretical framework for stability and tracking.
We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty in the latent parameters and the state space. We also replace the original Gaussi…
There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations.…
A new method for efficient inference in sequential latent-variable models.