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We propose DenseHMM - a modification of Hidden Markov Models (HMMs) that allows to learn dense representations of both the hidden states and the observables. Compared to the standard HMM, transition probabilities are not atomic but composed…

Machine Learning · Computer Science 2020-12-18 Joachim Sicking , Maximilian Pintz , Maram Akila , Tim Wirtz

Likelihood-free inference methods based on neural conditional density estimation were shown to drastically reduce the simulation burden in comparison to classical methods such as ABC. When applied in the context of any latent variable…

Machine Learning · Statistics 2024-05-06 Sanmitra Ghosh , Paul J. Birrell , Daniela De Angelis

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…

Machine Learning · Statistics 2023-05-16 Carlos Puerto-Santana , Concha Bielza , Pedro Larrañaga , Gustav Eje Henter

We consider Markov models of stochastic processes where the next-step conditional distribution is defined by a kernel density estimator (KDE), similar to Markov forecast densities and certain time-series bootstrap schemes. The KDE Markov…

Machine Learning · Computer Science 2018-07-31 Gustav Eje Henter , Arne Leijon , W. Bastiaan Kleijn

The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…

Computation and Language · Computer Science 2020-11-10 Justin T. Chiu , Alexander M. Rush

Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

Machine Learning · Statistics 2012-03-29 Dean P. Foster , Jordan Rodu , Lyle H. Ungar

Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…

Machine Learning · Computer Science 2012-07-10 Daniel Hsu , Sham M. Kakade , Tong Zhang

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…

Machine Learning · Statistics 2015-07-24 Robert Mattila , Cristian R. Rojas , Bo Wahlberg

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-11-21 Viktoriya Krakovna , Finale Doshi-Velez

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…

Applications · Statistics 2023-01-26 Patrick Aschermayr , Konstantinos Kalogeropoulos

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…

Machine Learning · Statistics 2016-03-01 Igor Melnyk , Arindam Banerjee

We consider the task of learning mappings from sequential data to real-valued responses. We present and evaluate an approach to learning a type of hidden Markov model (HMM) for regression. The learning process involves inferring the…

Machine Learning · Computer Science 2012-06-18 Keith Noto , Mark Craven

We test the robustness of a maximum-likelihood (ML) based classifier where sequential data as observation is corrupted by noise. The hypothesis is that a generative model, that combines the state transitions of a hidden Markov model (HMM)…

Machine Learning · Computer Science 2021-02-16 Anubhab Ghosh , Antoine Honoré , Dong Liu , Gustav Eje Henter , Saikat Chatterjee

Structured distributions, i.e. distributions over combinatorial spaces, are commonly used to learn latent probabilistic representations from observed data. However, scaling these models is bottlenecked by the high computational and memory…

Computation and Language · Computer Science 2022-01-11 Justin T. Chiu , Yuntian Deng , Alexander M. Rush

Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or…

Machine Learning · Statistics 2016-09-22 Kirthevasan Kandasamy , Maruan Al-Shedivat , Eric P. Xing

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-10-04 Viktoriya Krakovna , Finale Doshi-Velez

Labeling of sequential data is a prevalent meta-problem for a wide range of real world applications. While the first-order Hidden Markov Models (HMM) provides a fundamental approach for unsupervised sequential labeling, the basic model does…

Machine Learning · Computer Science 2019-04-08 Maoying Qiao , Wei Bian , Richard Yida Xu , Dacheng Tao

In pursuit of explainability, we develop generative models for sequential data. The proposed models provide state-of-the-art classification results and robust performance for speech phone classification. We combine modern neural networks…

Machine Learning · Computer Science 2021-07-05 Anubhab Ghosh , Antoine Honoré , Dong Liu , Gustav Eje Henter , Saikat Chatterjee

Language models based on deep neural networks and traditional stochastic modelling have become both highly functional and effective in recent times. In this work, a general survey into the two types of language modelling is conducted. We…

Machine Learning · Computer Science 2021-03-02 Larkin Liu , Yu-Chung Lin , Joshua Reid

Estimating the difficulty of input questions as perceived by large language models (LLMs) is essential for accurate performance evaluation and adaptive inference. Existing methods typically rely on repeated response sampling, auxiliary…

Computation and Language · Computer Science 2025-09-17 Yubo Zhu , Dongrui Liu , Zecheng Lin , Wei Tong , Sheng Zhong , Jing Shao
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