Related papers: On the accuracy of the Viterbi alignment
Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…
We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…
This paper presents new theory and methodology for the Bayesian estimation of overfitted hidden Markov models, with finite state space. The goal is then to achieve posterior emptying of extra states. A prior configuration is constructed…
De-interleaving of the mixtures of Hidden Markov Processes (HMPs) generally depends on its representation model. Existing representation models consider Markov chain mixtures rather than hidden Markov, resulting in the lack of robustness to…
We consider estimating the transition probability matrix of a finite-state finite-observation alphabet hidden Markov model with known observation probabilities. The main contribution is a two-step algorithm; a method of moments estimator…
Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…
Reparameterizing a probabilisitic system is common advice for improving the performance of a statistical algorithm like Markov chain Monte Carlo, even though in theory such reparameterizations should leave the system, and the performance of…
We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…
We consider the problem of sequential detection of a change in the statistical behavior of a hidden Markov model. By adopting a worst-case analysis with respect to the time of change and by taking into account the data that can be accessed…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…
Two standard models for probabilistic systems are Markov chains (MCs) and Markov decision processes (MDPs). Classic objectives for such probabilistic models for control and planning problems are reachability and stochastic shortest path.…
Hidden Markov models (HMMs) are characterized by an unobservable Markov chain and an observable process -- a noisy version of the hidden chain. Decoding the original signal from the noisy observations is one of the main goals in nearly all…
It is important to predict any adversarial attacks and their types to enable effective defense systems. Often it is hard to label such activities as malicious ones without adequate analytical reasoning. We propose the use of Hidden Markov…
VT (Viterbi training), or hard EM, is an efficient way of parameter learning for probabilistic models with hidden variables. Given an observation $y$, it searches for a state of hidden variables $x$ that maximizes $p(x,y \mid \theta)$ by…
A Markov decision process-based state switching is devised, implemented, and analyzed for proximity operations of various autonomous vehicles. The framework contains a pose estimator along with a multi-state guidance algorithm. The unified…
In this paper we introduce a new network reachability problem where the goal is to find the most reliable path between two nodes in a network, represented as a directed acyclic graph. Individual edges within this network may fail according…
When a large body of data from diverse experiments is analyzed using a theoretical model with many parameters, the standard error matrix method and the general tools for evaluating errors may become inadequate. We present an iterative…
Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…
Although data augmentation is a powerful technique for improving the performance of image classification tasks, it is difficult to identify the best augmentation policy. The optimal augmentation policy, which is the latent variable, cannot…