Related papers: A Concise Information-Theoretic Derivation of the …
There is an increase in interest to model driving maneuver patterns via the automatic unsupervised clustering of naturalistic sequential kinematic driving data. The patterns learned are often used in transportation research areas such as…
We investigate a novel modeling approach for end-to-end neural network training using hidden Markov models (HMM) where the transition probabilities between hidden states are modeled and learned explicitly. Most contemporary…
Recent masked diffusion models (MDMs) have shown competitive performance compared to autoregressive models (ARMs) for language modeling. While most literature has focused on performance enhancing sampling procedures, efficient sampling from…
Sampling-based inference has seen a surge of interest in recent years. Hamiltonian Monte Carlo (HMC) has emerged as a powerful algorithm that leverages concepts from Hamiltonian dynamics to efficiently explore complex target distributions.…
Many different machine learning and deep learning techniques have been successfully employed for malware detection and classification. Examples of popular learning techniques in the malware domain include Hidden Markov Models (HMM), Random…
We present a lightweight approach to sequence classification using Ensemble Methods for Hidden Markov Models (HMMs). HMMs offer significant advantages in scenarios with imbalanced or smaller datasets due to their simplicity,…
Motivated by the problem of exploring discrete but very complex state spaces in Bayesian models, we propose a novel Markov Chain Monte Carlo search algorithm: the taxicab sampler. We describe the construction of this sampler and discuss how…
From a machine learning point of view, identifying a subset of relevant features from a real data set can be useful to improve the results achieved by classification methods and to reduce their time and space complexity. To achieve this…
Probabilistic programming uses programs to express generative models whose posterior probability is then computed by built-in inference engines. A challenging goal is to develop general purpose inference algorithms that work out-of-the-box…
In this note we provide detailed derivations of two versions of small-variance asymptotics for hierarchical Dirichlet process (HDP) mixture models and the HDP hidden Markov model (HDP-HMM, a.k.a. the infinite HMM). We include derivations…
We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…
Modeling of conservative systems with neural networks is an area of active research. A popular approach is to use Hamiltonian neural networks (HNNs) which rely on the assumptions that a conservative system is described with Hamilton's…
Nature, as far as we know, evolves continuously through space and time. Yet the ubiquitous hidden Markov model (HMM)--originally developed for discrete time and space analysis in natural language processing--remains a central tool in…
Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…
Bayesian nonparametric methods have recently transformed emerging areas within data science. One such promising method, the infinite hidden Markov model (iHMM), generalizes the HMM which itself has become a workhorse in single molecule data…
We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…
Decision trees have found widespread application within the machine learning community due to their flexibility and interpretability. This paper is directed towards learning decision trees from data using a Bayesian approach, which is…
Deep learning algorithms have recently gained significant attention due to their impressive performance. However, their high complexity and un-interpretable mode of operation hinders their confident deployment in real-world safety-critical…
Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…
Concept-bottleneck models (CBMs) are neural classifiers that compute predictions from high-level concepts extracted from the input. CBMs ensure stakeholders can understand the concepts -- and the predictions they entail -- by learning these…