Related papers: Joint estimation of intersecting context tree mode…
The Bayesian Context Trees (BCT) framework is a recently introduced, general collection of statistical and algorithmic tools for modelling, analysis and inference with discrete-valued time series. The foundation of this development is built…
The present paper investigates non-asymptotic properties of two popular procedures of context tree (or Variable Length Markov Chains) estimation: Rissanen's algorithm Context and the Penalized Maximum Likelihood criterion. First showing how…
We find upper bounds for the probability of underestimation and overestimation errors in penalized likelihood context tree estimation. The bounds are explicit and applies to processes of not necessarily finite memory. We allow for general…
The context tree source is a source model in which the occurrence probability of symbols is determined from a finite past sequence, and is a broader class of sources that includes i.i.d. and Markov sources. The proposed source model in this…
We develop a new Bayesian modelling framework for the class of higher-order, variable-memory Markov chains, and introduce an associated collection of methodological tools for exact inference with discrete time series. We show that a version…
We study a variable length Markov chain model associated with a group of stationary processes that share the same context tree but each process has potentially different conditional probabilities. We propose a new model selection and…
A common approach to aggregate classification estimates in an ensemble of decision trees is to either use voting or to average the probabilities for each class. The latter takes uncertainty into account, but not the reliability of the…
We introduce Joint Probability Trees (JPT), a novel approach that makes learning of and reasoning about joint probability distributions tractable for practical applications. JPTs support both symbolic and subsymbolic variables in a single…
This paper describes the Context Tree Switching technique, a modification of Context Tree Weighting for the prediction of binary, stationary, n-Markov sources. By modifying Context Tree Weighting's recursive weighting scheme, it is possible…
Real-valued time series are ubiquitous in the sciences and engineering. In this work, a general, hierarchical Bayesian modelling framework is developed for building mixture models for times series. This development is based, in part, on the…
We propose a new architecture for adapting a sentence-level sequence-to-sequence transformer by incorporating multiple pretrained document context signals and assess the impact on translation performance of (1) different pretraining…
We evaluate four computational models of explanation in Bayesian networks by comparing model predictions to human judgments. In two experiments, we present human participants with causal structures for which the models make divergent…
We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove…
This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…
The past two decades have seen a growing interest in combining causal information, commonly represented using causal graphs, with machine learning models. Probability trees provide a simple yet powerful alternative representation of causal…
The success of large generative models has driven a paradigm shift, leveraging massive multi-source data to enhance model capabilities. However, the interaction among these sources remains theoretically underexplored. This paper takes the…
Many efficient algorithms with strong theoretical guarantees have been proposed for the contextual multi-armed bandit problem. However, applying these algorithms in practice can be difficult because they require domain expertise to build…
With a large proportion of people carrying location-aware smartphones, we have an unprecedented platform from which to understand individuals and predict their future actions. This work builds upon the Context Tree data structure that…
Predicting undesirable events during the execution of a business process instance provides the process participants with an opportunity to intervene and keep the process aligned with its goals. Few approaches for tackling this challenge…
Probability trees are one of the simplest models of causal generative processes. They possess clean semantics and -- unlike causal Bayesian networks -- they can represent context-specific causal dependencies, which are necessary for e.g.…