Related papers: Gene Hunting with Knockoffs for Hidden Markov Mode…

A number of statistical models have been successfully developed for the analysis of high-throughput data from a single source, but few methods are available for integrating data from different sources. Here we focus on integrating gene…

We consider Markov models of stochastic processes where the next-step conditional distribution is defined by a kernel density estimator (KDE), similar to Markov forecast densities and certain time-series bootstrap schemes. The KDE Markov…

Predictive modeling often uses black box machine learning methods, such as deep neural networks, to achieve state-of-the-art performance. In scientific domains, the scientist often wishes to discover which features are actually important…

Knockoffs provide a general framework for controlling the false discovery rate when performing variable selection. Much of the Knockoffs literature focuses on theoretical challenges and we recognize a need for bringing some of the current…

Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance…

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Cause-effect analysis is crucial to understand the underlying mechanism of a system. We propose to exploit model invariance through interventions on the predictors to infer causality in nonlinear multivariate systems of time series. We…

Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or…

Hidden Markov Models, HMM's, are mathematical models of Markov processes with state that is hidden, but from which information can leak. They are typically represented as 3-way joint-probability distributions. We use HMM's as denotations of…

We consider problems where many, somewhat redundant, hypotheses are tested and we are interested in reporting the most precise rejections, with false discovery rate (FDR) control. This is the case, for example, when researchers are…

We propose the group knockoff filter, a method for false discovery rate control in a linear regression setting where the features are grouped, and we would like to select a set of relevant groups which have a nonzero effect on the response.…

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…

Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…

Variational inference algorithms have proven successful for Bayesian analysis in large data settings, with recent advances using stochastic variational inference (SVI). However, such methods have largely been studied in independent or…

Hidden Markov models (HMMs) are widely applied in studies where a discrete-valued process of interest is observed indirectly. They have for example been used to model behaviour from human and animal tracking data, disease status from…

Model stealing, where a learner tries to recover an unknown model via carefully chosen queries, is a critical problem in machine learning, as it threatens the security of proprietary models and the privacy of data they are trained on. In…

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…

We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in…

Consider $n$ random variables forming a Markov random field (MRF). The true model of the MRF is unknown, and it is assumed to belong to a binary set. The objective is to sequentially sample the random variables (one-at-a-time) such that the…

Deep learning models benefit from rich (e.g., multi-modal) input features. However, multimodal models might be challenging to deploy, because some inputs may be missing at inference. Current popular solutions include marginalization,…