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Continual pre-training is widely used to adapt LLMs to target languages and domains, yet the mixture ratio of training data remains a sensitive hyperparameter that is expensive to tune: they must be fixed before training begins, and a…
This report describes a new technique for inducing the structure of Hidden Markov Models from data which is based on the general `model merging' strategy (Omohundro 1992). The process begins with a maximum likelihood HMM that directly…
This paper shows a novel machine learning model for realized volatility (RV) prediction using a normalizing flow, an invertible neural network. Since RV is known to be skewed and have a fat tail, previous methods transform RV into values…
Eye Movement analysis with Hidden Markov Models (EMHMM) is a method for modeling eye fixation sequences using hidden Markov models (HMMs). In this report, we run a simulation study to investigate the estimation error for learning HMMs with…
This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…
Motivated by the unceasing interest in hidden Markov models (HMMs), this paper re-examines hidden path inference in these models, using primarily a risk-based framework. While the most common maximum a posteriori (MAP), or Viterbi, path…
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…
Effective and efficient malware detection is at the forefront of research into building secure digital systems. As with many other fields, malware detection research has seen a dramatic increase in the application of machine learning…
Hidden Markov models (HMMs) are commonly used for disease progression modeling when the true patient health state is not fully known. Since HMMs typically have multiple local optima, incorporating additional patient covariates can improve…
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…
This work deals with the analysis of longitudinal ordinal responses. The novelty of the proposed approach is in modeling simultaneously the temporal dynamics of a latent trait of interest, measured via the observed ordinal responses, and…
Aligning Large Language Models (LLMs) with human preferences is crucial, but standard methods like Reinforcement Learning from Human Feedback (RLHF) are often complex and unstable. In this work, we propose a new, simpler approach that…
Learning skills by imitation is a promising concept for the intuitive teaching of robots. A common way to learn such skills is to learn a parametric model by maximizing the likelihood given the demonstrations. Yet, human demonstrations are…
We propose a new neural sequence model training method in which the objective function is defined by $\alpha$-divergence. We demonstrate that the objective function generalizes the maximum-likelihood (ML)-based and reinforcement learning…
Restricted Boltzmann Machines (RBM) have attracted a lot of attention of late, as one the principle building blocks of deep networks. Training RBMs remains problematic however, because of the intractibility of their partition function. The…
Stochastic volatility models are the backbone of financial engineering. We study both continuous time diffusions as well as discrete time models. We propose two novel approaches to estimating stochastic volatility diffusions, one using…
Extending classical probabilistic reasoning using the quantum mechanical view of probability has been of recent interest, particularly in the development of hidden quantum Markov models (HQMMs) to model stochastic processes. However, there…
We present a path planning framework that takes into account the human's safety perception in the presence of a flying robot. The framework addresses two objectives: (i) estimation of the uncertain parameters of the proposed safety…
In this paper, we are interested in optimal decisions in a partially observable Markov universe. Our viewpoint departs from the dynamic programming viewpoint: we are directly approximating an optimal strategic tree depending on the…
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…