Related papers: A Concise Information-Theoretic Derivation of the …

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…

We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a…

With the rise of large-scale language models (LLMs), it is currently popular and effective to convert multimodal information into text descriptions for multimodal multi-hop question answering. However, we argue that the current methods of…

In part of speech tagging by Hidden Markov Model, a statistical model is used to assign grammatical categories to words in a text. Early work in the field relied on a corpus which had been tagged by a human annotator to train the model.…

We demonstrate the application of pattern recognition algorithms via hidden Markov models (HMM) for qubit readout. This scheme provides a state-path trajectory approach capable of detecting qubit state transitions and makes for a robust…

We present and analyse three online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare them with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalisation error we draw…

The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…

Industrial processes generate a massive amount of monitoring data that can be exploited to uncover hidden time losses in the system. This can be used to enhance the accuracy of maintenance policies and increase the effectiveness of the…

Black box variational inference allows researchers to easily prototype and evaluate an array of models. Recent advances allow such algorithms to scale to high dimensions. However, a central question remains: How to specify an expressive…

Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…

Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…

The Latent Block Model (LBM) is a prominent model-based co-clustering method, returning parametric representations of each block cluster and allowing the use of well-grounded model selection methods. The LBM, while adapted in literature to…

Large language models (LLMs) serve as giant information stores, often including personal or copyrighted data, and retraining them from scratch is not a viable option. This has led to the development of various fast, approximate unlearning…

With the symbolic framework of Probability Bracket Notation (PBN), the Markov Sequence Projector (MSP) is introduced to expand the evolution formula of Homogeneous Markov Chains (HMCs). The well-known weather example, a Visible Markov Model…

In this work, we extend the idea of Quantum Markov chains [S. Gudder. Quantum Markov chains. J. Math. Phys., 49(7), 2008] in order to propose Quantum Hidden Markov Models (QHMMs). For that, we use the notions of Transition Operation…

We introduce the Hamming Ball Sampler, a novel Markov Chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction…

We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the…

Lane determination and lane sequence determination are important components for many Connected and Automated Vehicle (CAV) applications. Lane determination has been solved using Hidden Markov Model (HMM) among other methods. The existing…

We consider learning parameters of Binomial Hidden Markov Models, which may be used to model DNA methylation data. The standard algorithm for the problem is EM, which is computationally expensive for sequences of the scale of the mammalian…

An algorithm used to extract HMM parameters is revisited. Most parts of the extraction process are taken from implemented Hidden Markov Toolkit (HTK) program under name HInit. The algorithm itself shows a few variations compared to another…