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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…

Computation · Statistics 2012-06-25 James S. Martin , Ajay Jasra , Sumeetpal S. Singh , Nick Whiteley , Emma McCoy

We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger

We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…

Applications · Statistics 2015-01-27 Gianluca Mastrantonio , Antonello Maruotti , Giovanna Jona Lasinio

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

Machine Learning · Computer Science 2012-07-19 Iain Murray , Zoubin Ghahramani

We propose an extension of the Contextual Graph Markov Model, a deep and probabilistic machine learning model for graphs, to model the distribution of edge features. Our approach is architectural, as we introduce an additional Bayesian…

Machine Learning · Computer Science 2023-08-21 Daniele Atzeni , Federico Errica , Davide Bacciu , Alessio Micheli

The problem of detecting the Out-of-Distribution (OoD) inputs is of paramount importance for Deep Neural Networks. It has been previously shown that even Deep Generative Models that allow estimating the density of the inputs may not be…

Machine Learning · Statistics 2023-01-02 Misha Glazunov , Apostolis Zarras

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Jean-Yves Tourneret

This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…

In Bayesian inference, predictive distributions are typically in the form of samples generated via Markov chain Monte Carlo (MCMC) or related algorithms. In this paper, we conduct a systematic analysis of how to make and evaluate…

Methodology · Statistics 2020-06-25 Fabian Krüger , Sebastian Lerch , Thordis L. Thorarinsdottir , Tilmann Gneiting

Traditionally, the performance of ocr algorithms and systems is based on the recognition of isolated characters. When a system classifies an individual character, its output is typically a character label or a reject marker that corresponds…

Networking and Internet Architecture · Computer Science 2016-09-08 B. S. Saritha , S. Hemanth

Bayesian network models with latent variables are widely used in statistics and machine learning. In this paper we provide a complete algebraic characterization of Bayesian network models with latent variables when the observed variables…

Statistics Theory · Mathematics 2022-12-20 Robin J. Evans

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

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…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Understanding how different classes are distributed in an unlabeled data set is an important challenge for the calibration of probabilistic classifiers and uncertainty quantification. Approaches like adjusted classify and count, black-box…

Machine Learning · Statistics 2024-06-19 Albert Ziegler , Paweł Czyż

This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is inspired by recent developments on Bradley-Terry models in…

Statistics Theory · Mathematics 2018-08-27 Sylvain Le Corff , Matthieu Lerasle , Elodie Vernet

Bottom-Up Hidden Tree Markov Model is a highly expressive model for tree-structured data. Unfortunately, it cannot be used in practice due to the intractable size of its state-transition matrix. We propose a new approximation which lies on…

Machine Learning · Computer Science 2019-06-03 Daniele Castellana , Davide Bacciu

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

Applications · Statistics 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami

In Bayesian networks, exact belief propagation is achieved through message passing algorithms. These algorithms (ex: inward and outward) provide only a recursive definition of the corresponding messages. In contrast, when working on hidden…

Probability · Mathematics 2012-01-24 G. Nuel

This paper proposes a novel statistical approach that aims at the identification of valid and useful patterns in handwriting examination via Bayesian modeling. Starting from a sample of characters selected among 13 French native writers, an…

Applications · Statistics 2026-01-13 Lampis Tzai , Ioannis Ntzoufras , Silvia Bozza

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick