Gradient matching with Gaussian processes is a promising tool for learning parameters of ordinary differential equations (ODE's). The essence of gradient matching is to model the prior over state variables as a Gaussian process which implies that the joint distribution given the ODE's and GP kernels is also Gaussian di…
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48 results for “state variables”
We generalize to the finite-state case the notion of the extreme effect variable that accumulates all the effect of a variant variable observed in changes of another variable . We conduct theoretical analysis and turn the problem of finding of an effect variable into a problem of a simultaneous decomposition…
Improved DSSMs for easier interpretable latent variables.
problem Complex and hard-to-interpret latent variables in DSSMs.
method Simplified predictive decoder and shrinkage priors.
result Interpretable latent variables improve forecasting performance.
SiBBlInGS discovers interpretable building blocks across states in multi-way data.
problem Identifying interpretable units (Building Blocks) in multi-state, multi-way data.
method Graph-based dictionary learning approach for sparse BBs and temporal traces.
result Captures per-trial variability and state-specific vs. state-invariant components.
New model preserves symmetry in multivariate time series, improving performance.
problem Implicit ordering in MTS models violates inherent exchangeability.
method Permutation-equivariant 2D state space model with canonical architecture.
result Eliminates sequential dependency chains and simplifies stability analysis.
We introduce a novel mechanism to tighten the local polytope relaxation for MAP inference in Markov random fields with low state space variables. We consider a surjection of the variables to a set of hyper-variables and apply the local polytope relaxation over these hyper-variables. The state space of each individual h…
Exogenous state variables and rewards can slow down reinforcement learning by injecting uncontrolled variation into the reward signal. We formalize exogenous state variables and rewards and identify conditions under which an MDP with exogenous state can be decomposed into an exogenous Markov Reward Process involving on…
In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To …
New model captures state-dependent variability in partially observed systems.
problem Structured stochasticity not captured by constant-variance models.
method State-coupled stochastic volatility framework with particle expectation-maximization.
result Model consistently reduces recovery bias under partial observation.
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 …
Latent variable models improve RL by facilitating efficient learning and exploration.
problem Improving sample efficiency in reinforcement learning.
method Representation view of latent variable models for state-action value functions, incorporating kernel embeddings and UCB exploration.
result Established sample complexity of the proposed approach in online and offline settings, demonstrated superior performance in benchmarks.
A Recursive Partitioning Approach for Dynamic Discrete Choice Modeling in High Dimensional Settingsstat.ME
A new method reduces high-dimensional state space for dynamic choice models.
problem Estimation of dynamic discrete choice models is computationally intensive and infeasible in high-dimensional settings.
method Recursive partitioning algorithm to reduce dimensionality of high-dimensional state space.
result Our method reduces estimation bias and makes estimation feasible.
This paper describes Simpson's paradox, and explains its serious implications for randomised control trials. In particular, we show that for any number of variables we can simulate the result of a controlled trial which uniformly points to one conclusion (such as 'drug is effective') for every possible combination of t…
For recurrent neural networks trained on time series with target and exogenous variables, in addition to accurate prediction, it is also desired to provide interpretable insights into the data. In this paper, we explore the structure of LSTM recurrent neural networks to learn variable-wise hidden states, with the aim t…
We propose a K-sparse exhaustive search (ES-K) method and a K-sparse approximate exhaustive search method (AES-K) for selecting variables in linear regression. With these methods, K-sparse combinations of variables are tested exhaustively assuming that the optimal combination of explanatory variables is K-sparse. By co…
New invariants for RNA foldings and stuck links defined.
problem Defining invariants for RNA foldings and stuck links.
method Assigning Boltzmann weights at classical and stuck crossings.
result Explicit computations of new invariants provided.
We construct a 2-variable link polynomial, called , for classical links by considering simultaneously the Kauffman state models for the Alexander and for the Jones polynomials. We conjecture that this polynomial is the product of two 1-variable polynomials, one of which is the Alexander polynomial. We refine …
A Max-Product EM Algorithm for Reconstructing Markov-tree Sparse Signals from Compressive Samplesstat.ML
We propose a Bayesian expectation-maximization (EM) algorithm for reconstructing Markov-tree sparse signals via belief propagation. The measurements follow an underdetermined linear model where the regression-coefficient vector is the sum of an unknown approximately sparse signal and a zero-mean white Gaussian noise wi…
The paper tackles reinforcement learning with exogenous variables and rewards.
problem Exogenous state variables and rewards slow reinforcement learning by introducing uncontrolled variation.
method Formalizes exogenous state variables and rewards, decomposes MDP into exogenous and endogenous components, and introduces algorithms to discover these components.
result Optimal policies for the endogenous MDP are also optimal for the original MDP, but the endogenous MDP is easier to solve due to reduced variance.
A State-Augmented Approach for Learning Optimal Resource Management Decisions in Wireless Networkscs.LG
Optimizes wireless network resource management with state-augmented policies.
problem Optimizing network-wide utility with user performance constraints.
method State-augmented parameterization of RRM policy, using dual variables.
result Superior trade-off between mean, minimum, and 5th percentile rates.
We extend the state models for Jones and Alexander polynomials of classical links to state models of 2-variable polynomials in the case of singular links. Moreover, we extend both of them to polynomials with d+1 variables for long singular knots with exactly d double points. These extensions can detect non-invertibilit…
Black-box Mixed-Variable Optimisation using a Surrogate Model that Satisfies Integer Constraintscs.LG
MVRSM optimizes expensive functions with mixed variables, outperforming state-of-the-art methods.
problem Minimizing expensive functions with mixed continuous and integer variables.
method Mixed-Variable ReLU-based Surrogate Modelling (MVRSM) using rectified linear units.
result MVRSM outperforms state-of-the-art methods on synthetic and real-life benchmarks.
F. Jaeger presented the two-variable Kauffman polynomial of an unoriented link L as a weighted sum of HOMFLY-PT polynomials of oriented links associated with L. Murakami, Ohtsuki and Yamada (MOY) used planar graphs and a recursive evaluation of these graphs to construct a state model for the sl(n)-link invariant (a one…
SEEK algorithm selects minimal state in reinforcement learning for better policy learning.
problem Challenges in obtaining a state representation that is parsimonious and satisfies the Markov property.
method SEEK algorithm estimates the minimal sufficient state in reinforcement learning.
result The SEEK algorithm achieves selection consistency in large samples.
In this article, we advocate the ensemble approach for variable selection. We point out that the stochastic mechanism used to generate the variable-selection ensemble (VSE) must be picked with care. We construct a VSE using a stochastic stepwise algorithm, and compare its performance with numerous state-of-the-art algo…
Investigates fund separations and stability for long-term optimal investments.
problem Optimizing long-term investments in an incomplete market with risky and safe assets.
method Analyzes three market models with different state variable processes to find optimal portfolios and prove convergence stability.
result Dynamic optimal portfolios converge to static portfolios over time, with vanishing sensitivities in the long run.
Aggregated variables can mask causal effects, turning unconfounded into confounded relations.
problem Aggregated variables can mask causal effects, leading to paradoxical confounding.
method Analysis of how aggregated variables can change the definition of causality and the feasibility of causal relations.
result Macro causal relations are defined by micro states, not just aggregated variables.
This paper benchmarks speech LVMs against deterministic models and adapts a video model to speech.
problem Speech generation models are inferior to deterministic models.
method Developed a speech benchmark of LVMs and compared them against deterministic models.
result The Clockwork VAE outperforms previous LVMs and reduces the gap to deterministic models.
New method for efficient Bayesian inference in GPSSMs.
problem Challenges in inference for Gaussian process state-space models.
method Free-form variational inference with stochastic gradient Hamiltonian Monte Carlo.
result Our method learns transition dynamics and latent states more accurately than competing methods.
Deep generative models parameterized by neural networks have recently achieved state-of-the-art performance in unsupervised and semi-supervised learning. We extend deep generative models with auxiliary variables which improves the variational approximation. The auxiliary variables leave the generative model unchanged b…
Paper introduces multitask neural networks for efficient stochastic control problems.
problem Infeasibility of simulating state variables in some stochastic control problems.
method Multitask neural networks with dynamic task balancing.
result Multitask neural networks outperform state-of-the-art approaches in derivatives pricing problems.
Current economic theories miss most of economic dynamics.
problem Accuracy of economic theories and policies depend on economic variables and processes.
method Identify and analyze overlooked economic variables and processes.
result Many economic variables and processes not accounted for in current theories.
State variables are easily the most subtle dimension of sequential decision problems. This is especially true in the context of active learning problems (bandit problems") where decisions affect what we observe and learn. We describe our canonical framework that models {\it any} sequential decision problem, and present…
We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set map, from a given realization of a variable to a set of possible realizations of…
A new framework for time series analysis using state-space learning.
problem Ineffectiveness of traditional Kalman filtering in handling big data and multiple explanatory variables.
method State Space Learning (SSL) framework using statistical learning for high-dimensional regression.
result SSL outperforms traditional methods in subset selection and forecasting accuracy.
MIP-GNN uses graph neural networks to predict variable biases for MIP solvers.
problem Improving combinatorial optimization through data-driven insights.
method Encoding MILP interactions as graphs, training a graph neural network to predict variable biases, and guiding the MIP solver with these predictions.
result Significant improvements in solving binary MILPs compared to default settings of state-of-the-art solvers.
Develops a method for lossless compression using latent variable models.
problem Lossless compression of large datasets.
method Bits back with asymmetric numeral systems (BB-ANS) using latent variable models.
result Achieves state-of-the-art lossless compression of full-size colour images.
The paper proposes a machine learning approach for state-dependent asset allocation.
problem Market conditions cause performance deviations from long-term averages.
method Analyzes historical market states and asset returns to directly relate state variables to portfolio weights.
result The proposed approach generates a more efficient portfolio compared to traditional methods.
Develops a new method to discover causal relationships from nonstationary time series data.
problem Challenges in inferring causal relationships from observational data, especially for nonstationary time series.
method State-Dependent Causal Inference (SDCI) for conditionally stationary time series.
result SDCI can recover underlying causal dependencies with provable identifiability for state-dependent causal structures.
In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To th…
This paper develops a method to derive optimal portfolios and risk premia explicitly in a general diffusion model for an investor with power utility and a long horizon. The market has several risky assets and is potentially incomplete. Investment opportunities are driven by, and partially correlated with, state variabl…
We propose a nonparametric procedure to achieve fast inference in generative graphical models when the number of latent states is very large. The approach is based on iterative latent variable preselection, where we alternate between learning a 'selection function' to reveal the relevant latent variables, and use this …
Sparse Identification of Nonlinear Dynamical Systems via Reweighted -regularized Least Squaresstat.ML
Method improves SINDy for noisy nonlinear systems.
problem Recover nonlinear dynamical systems from noisy data.
method Reweighted -regularized least squares.
result Improved accuracy and robustness in noisy conditions.
Bayesian non-linear latent variable modeling for complex data.
problem Inference for GPLVMs is computationally limited and often leads to overfitting or underestimates uncertainty.
method Approximate Gaussian process mappings with random Fourier features for MCMC inference.
result Generalized RFLVMs perform well on various data types and applications.
How to model distribution of sequential data, including but not limited to speech and human motions, is an important ongoing research problem. It has been demonstrated that model capacity can be significantly enhanced by introducing stochastic latent variables in the hidden states of recurrent neural networks. Simultan…
Identifying critical residues of a protein using meaningfully-thresholded Random Geometric Graphsq-bio.BM
Researchers identify critical protein residues using advanced graph theory.
problem Identifying essential residues in proteins for function.
method Learning Random Geometric Graphs (RGG) with Cramer's V correlation and organic thresholding.
result Advanced RGG methods accurately identify critical residues compared to existing techniques.
Trimming the Independent Fat: Sufficient Statistics, Mutual Information, and Predictability from Effective Channel Statescond-mat.stat-mech
One of the most fundamental questions one can ask about a pair of random variables X and Y is the value of their mutual information. Unfortunately, this task is often stymied by the extremely large dimension of the variables. We might hope to replace each variable by a lower-dimensional representation that preserves th…
We produce a facial state sum on plane diagrams of a knot or a link which admits an invariant specialization under Polyak's recent set of generating of 4 Reidemeister moves. Thus an isotopy invariant of framed links is obtained. Each state is a complete coloring of the faces of the diagram into white and black faces so…