Related papers: Perfect Memory Context Trees in time series modeli…
We design and study a Contextual Memory Tree (CMT), a learning memory controller that inserts new memories into an experience store of unbounded size. It is designed to efficiently query for memories from that store, supporting logarithmic…
This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…
The chain-structured long short-term memory (LSTM) has showed to be effective in a wide range of problems such as speech recognition and machine translation. In this paper, we propose to extend it to tree structures, in which a memory cell…
Linguistic structures exhibit a rich array of global phenomena, however commonly used Markov models are unable to adequately describe these phenomena due to their strong locality assumptions. We propose a novel hierarchical model for…
A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point detection and segmentation of discrete time series. Building…
Prediction suffix trees (PST) provide an effective tool for sequence modelling and prediction. Current prediction techniques for PSTs rely on exact matching between the suffix of the current sequence and the previously observed sequence. We…
Motivated by the evident success of context-tree based methods in lossless data compression, we explore, in this paper, methods of the same spirit in universal prediction of individual sequences. By context-tree prediction, we refer to a…
This paper proposes the soft Bayesian context tree model (Soft-BCT), which is a novel BCT model for real-valued time series. The Soft-BCT considers soft (probabilistic) splits of the context space, instead of hard (deterministic) splits of…
Because of their superior ability to preserve sequence information over time, Long Short-Term Memory (LSTM) networks, a type of recurrent neural network with a more complex computational unit, have obtained strong results on a variety of…
We present improved learning-augmented algorithms for finding an approximate minimum spanning tree (MST) for points in an arbitrary metric space. Our work follows a recent framework called metric forest completion (MFC), where the learned…
Stochastic chains with memory of variable length constitute an interesting family of stochastic chains of infinite order on a finite alphabet. The idea is that for each past, only a finite suffix of the past, called context, is enough to…
In several research problems we deal with probabilistic sequences of inputs (e.g., sequence of stimuli) from which an agent generates a corresponding sequence of responses and it is of interest to model the relation between them. A new…
Search trees on trees (STTs) are a far-reaching generalization of binary search trees (BSTs), allowing the efficient exploration of tree-structured domains. (BSTs are the special case in which the underlying domain is a path.) Trees on…
With a large proportion of people carrying location-aware smartphones, we have an unprecedented platform from which to understand individuals and predict their future actions. This work builds upon the Context Tree data structure that…
This paper is composed of two main results concerning chains of infinite order which are not necessarily continuous. The first one is a decomposition of the transition probability kernel as a countable mixture of unbounded probabilistic…
We present a new perfect simulation algorithm for stationary chains having unbounded variable length memory. This is the class of infnite memory chains for which the family of transition probabilities is represented by a probabilistic…
Recent years have witnessed a surge of biological interest in the minimum spanning tree (MST) problem for its relevance to automatic model construction using the distances between data points. Despite the increasing use of MST algorithms…
The Bayesian Context Trees (BCT) framework is a recently introduced, general collection of statistical and algorithmic tools for modelling, analysis and inference with discrete-valued time series. The foundation of this development is built…
Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…
The present paper investigates non-asymptotic properties of two popular procedures of context tree (or Variable Length Markov Chains) estimation: Rissanen's algorithm Context and the Penalized Maximum Likelihood criterion. First showing how…