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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…
Identifying important features linked to a response variable is a fundamental task in various scientific domains. This article explores statistical inference for simulated Markov random fields in high-dimensional settings. We introduce a…
Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…
We derive a robust update rule for the online infinite hidden Markov model (iHMM) for when the streaming data contains outliers and the model is misspecified. Leveraging recent advances in generalised Bayesian inference, we define…
We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspective of Generalized Bayesian Inference (GBI) to define…
Here, we explore the problem of error propagation mitigation in modular digital twins as a sequential decision process. Building on a companion study that used a Hidden Markov Model (HMM) to infer latent error regimes from surrogate-physics…
Inference in hidden Markov model has been challenging in terms of scalability due to dependencies in the observation data. In this paper, we utilize the inherent memory decay in hidden Markov models, such that the forward and backward…
We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…
Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…
This article deals with stochastic processes endowed with the Markov (memoryless) property and evolving over general (uncountable) state spaces. The models further depend on a non-deterministic quantity in the form of a control input, which…
Recursive list decoding of Reed-Muller (RM) codes, with moderate list size, is known to approach maximum-likelihood (ML) performance of short length $(\leq 256)$ RM codes. Recursive decoding employs the Plotkin construction to split the…
Hidden Markov models (HMMs) and conditional random fields (CRFs) are two popular techniques for modeling sequential data. Inference algorithms designed over CRFs and HMMs allow estimation of the state sequence given the observations. In…
In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…
Readout errors on near-term quantum computers can introduce significant error to the empirical probability distribution sampled from the output of a quantum circuit. These errors can be mitigated by classical postprocessing given the access…
Genomic data I used in many fields but, it has become known that most of the platforms used in the sequencing process produce significant errors. This means that the analysis and inferences generated from these data may have some errors…
We report an exact likelihood computation for Linear Gaussian Markov processes that is more scalable than existing algorithms for complex models and sparsely sampled signals. Better scaling is achieved through elimination of repeated…
Undetected errors are important for linear codes, which are the only type of errors after hard decision and automatic-repeat-request (ARQ), but do not receive much attention on their correction. In concatenated channel coding, suboptimal…
This paper presents a mathematical framework for causal nonlinear prediction in settings where observations are generated from an underlying hidden Markov model (HMM). Both the problem formulation and the proposed solution are motivated by…
We are interested in assessing the order of a finite-state Hidden Markov Model (HMM) with the only two assumptions that the transition matrix of the latent Markov chain has full rank and that the density functions of the emission…
This paper considers the average complexity of maximum likelihood (ML) decoding of convolutional codes. ML decoding can be modeled as finding the most probable path taken through a Markov graph. Integrated with the Viterbi algorithm (VA),…