Related papers: Implementing spectral methods for hidden Markov mo…
We show that maximum entropy (maxent) models can be modeled with certain kinds of HMMs, allowing us to construct maxent models with hidden variables, hidden state sequences, or other characteristics. The models can be trained using the…
Accurate channel models are of high importance for the design of upcoming mobile satellite systems. Nowadays most of the models for the LMSC are based on Markov chains and rely on measurement data, rather than on pure theoretical…
Recent years have seen substantial advances in the development of biofunctional materials using synthetic polymers. The growing problem of elusive sequence-functionality relations for most biomaterials has driven researchers to seek more…
Scientific machine learning increasingly uses spectral methods to understand physical systems. Current spectral learning approaches provide only point estimates without uncertainty quantification, limiting their use in safety-critical…
It is of some interest to understand how statistically based mechanisms for signal processing might be integrated with biologically motivated mechanisms such as neural networks. This paper explores a novel hybrid approach for classifying…
We present a solution to scale spectral algorithms for learning sequence functions. We are interested in the case where these functions are sparse (that is, for most sequences they return 0). Spectral algorithms reduce the learning problem…
Understanding the reasons for the success of deep neural networks trained using stochastic gradient-based methods is a key open problem for the nascent theory of deep learning. The types of data where these networks are most successful,…
Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and…
Recommendation systems that automatically generate personalized music playlists for users have attracted tremendous attention in recent years. Nowadays, most music recommendation systems rely on item-based or user-based collaborative…
Spectral algorithms leverage spectral regularization techniques to analyze and process data, providing a flexible framework for addressing supervised learning problems. To deepen our understanding of their performance in real-world…
The objective is to study an on-line Hidden Markov model (HMM) estimation-based Q-learning algorithm for partially observable Markov decision process (POMDP) on finite state and action sets. When the full state observation is available,…
We propose a new scheme for selecting pool states for the embedded Hidden Markov Model (HMM) Markov Chain Monte Carlo (MCMC) method. This new scheme allows the embedded HMM method to be used for efficient sampling in state space models…
We consider probabilistic systems with hidden state and unobservable transitions, an extension of Hidden Markov Models (HMMs) that in particular admits unobservable {\epsilon}-transitions (also called null transitions), allowing state…
This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…
This paper presents enhancement strategies for the Hermitian and skew-Hermitian splitting method based on gradient iterations. The spectral properties are exploited for the parameter estimation, often resulting in a better convergence. In…
While Spectral Methods have long been used for Principal Component Analysis, this survey focusses on work over the last 15 years with three salient features: (i) Spectral methods are useful not only for numerical problems, but also discrete…
We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate…
Ecological systems can often be characterised by changes among a finite set of underlying states pertaining to individuals, populations, communities, or entire ecosystems through time. Owing to the inherent difficulty of empirical field…
We consider a Hidden Markov Model (HMM) where the integrated continuous-time Markov chain can be observed at discrete time points perturbed by a Brownian motion. The aim is to derive a filter for the underlying continuous-time Markov chain.…
Learning the manifold structure of remote sensing images is of paramount relevance for modeling and understanding processes, as well as to encapsulate the high dimensionality in a reduced set of informative features for subsequent…