Related papers: Non-asymptotic deviation inequalities for smoothed…
We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…
In this article we consider the smoothing problem for hidden Markov models (HMM). Given a hidden Markov chain $\{X_n\}_{n\geq 0}$ and observations $\{Y_n\}_{n\geq 0}$, our objective is to compute…
In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…
In this study, we develop an asymptotic theory of nonparametric regression for a locally stationary functional time series. First, we introduce the notion of a locally stationary functional time series (LSFTS) that takes values in a…
Markov state models (MSMs) have been broadly adopted for analyzing molecular dynamics trajectories, but the approximate nature of the models that results from coarse-graining into discrete states is a long-known limitation. We show…
We consider sparseness properties of adaptive time-frequency representations obtained using nonstationary Gabor frames (NSGFs). NSGFs generalize classical Gabor frames by allowing for adaptivity in either time or frequency. It is known that…
We consider the approximation of expectations with respect to the distribution of a latent Markov process given noisy measurements. This is known as the smoothing problem and is often approached with particle and Markov chain Monte Carlo…
The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…
We analyze the behavior of estimation errors evaluated by two loss functions, the Hilbert-Schmidt distance and infidelity, in one-qubit state tomography with finite data. We show numerically that there can be a large gap between the…
Stochastic non-smooth convex optimization constitutes a class of problems in machine learning and operations research. This paper considers minimization of a non-smooth function based on stochastic subgradients. When the function has a…
Since reinforcement learning algorithms are notoriously data-intensive, the task of sampling observations from the environment is usually split across multiple agents. However, transferring these observations from the agents to a central…
The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…
Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…
This paper investigates the asymptotic behavior of a forward-backward-forward (FBF) type differential equation and its discrete counterpart for solving quasimonotone variational inequalities (VIs). Building on recent continuous-time…
This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…
Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…
We study few-shot semantic segmentation that aims to segment a target object from a query image when provided with a few annotated support images of the target class. Several recent methods resort to a feature masking (FM) technique to…
Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and application of LFMs can be inhibited by their computational…
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…
Functional connectivity (FC) derived from resting-state fMRI plays a critical role in personalized predictions such as age and cognitive performance. However, applying foundation models(FM) to fMRI data remains challenging due to its high…