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In this paper, we address the issue of model specification in probabilistic latent variable models (PLVMs) using an infinite-horizon optimal control approach. Traditional PLVMs rely on joint distributions to model complex data, but…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Zhichao Chen , Hao Wang , Licheng Pan , Yiran Ma , Yunfei Teng , Jiaze Ma , Le Yao , Zhiqiang Ge , Zhihuan Song

An increasing number of applications require real-time reasoning under uncertainty with streaming input. The temporal (dynamic) Bayes net formalism provides a powerful representational framework for such applications. However, existing…

Artificial Intelligence · Computer Science 2013-01-07 Masami Takikawa , Bruce D'Ambrosio , Ed Wright

In multivariate statistics, the question of finding direct interactions can be formulated as a problem of network inference - or network reconstruction - for which the Gaussian graphical model (GGM) provides a canonical framework.…

Methodology · Statistics 2018-06-11 Julien Chiquet , Mahendra Mariadassou , Stéphane Robin

Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Bayesian networks are a class of graphical models that allow to represent a collection of random variables and their condititional…

Artificial Intelligence · Computer Science 2019-01-08 Robert Leppert , Karl-Heinz Zimmermann

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling

We test four fast mean field type algorithms on Hopfield networks as an inverse Ising problem. The equilibrium behavior of Hopfield networks is simulated through Glauber dynamics. In the low temperature regime, the simulated annealing…

Disordered Systems and Neural Networks · Physics 2013-05-29 Haiping Huang

In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…

Machine Learning · Statistics 2023-03-06 Alfredo Garbuno-Inigo , Tapio Helin , Franca Hoffmann , Bamdad Hosseini

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

Methodology · Statistics 2021-11-30 Shiv Agrawal , Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

The maximum independent set (MIS) problem is a well-studied combinatorial optimization problem that naturally arises in many applications, such as wireless communication, information theory and statistical mechanics. MIS problem is NP-hard,…

Discrete Mathematics · Computer Science 2015-04-20 Rémi Varloot , Ana Bušić , Anne Bouillard

Ising machines (IM) have recently been proposed as unconventional hardware-based computation accelerators for solving NP-hard problems. In this work, we present a model for a time-multiplexed IM based on the nonlinear oscillations in a…

Mathematical Physics · Physics 2024-06-12 Roman V. Ovcharov , Victor H. González , Artem Litvinenko , Johan Åkerman , Roman S. Khymyn

We propose a new and computationally efficient algorithm for maximizing the observed log-likelihood for a multivariate normal data matrix with missing values. We show that our procedure based on iteratively regressing the missing on the…

Methodology · Statistics 2012-11-21 Nicolas Städler , Daniel J. Stekhoven , Peter Bühlmann

This paper considers properties of an optimization based sampler for targeting the posterior distribution when the likelihood is intractable and auxiliary statistics are used to summarize information in the data. Our reverse sampler…

Methodology · Statistics 2015-12-02 Jean-Jacques Forneron , Serena Ng

As a problem in data science the inverse Ising (or Potts) problem is to infer the parameters of a Gibbs-Boltzmann distributions of an Ising (or Potts) model from samples drawn from that distribution. The algorithmic and computational…

Other Statistics · Statistics 2020-02-14 Hong-Li Zeng , Erik Aurell

In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our…

Machine Learning · Computer Science 2019-11-07 Zhisheng Xiao , Qing Yan , Yali Amit

Our goal is to recover time-delayed latent causal variables and identify their relations from measured temporal data. Estimating causally-related latent variables from observations is particularly challenging as the latent variables are not…

Machine Learning · Statistics 2022-02-10 Weiran Yao , Yuewen Sun , Alex Ho , Changyin Sun , Kun Zhang

Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…

Machine Learning · Statistics 2018-01-08 Keisuke Yamazaki

Generalized linear mixed models (GLMM) encompass large class of statistical models, with a vast range of applications areas. GLMM extends the linear mixed models allowing for different types of response variable. Three most common data…

Applications · Statistics 2017-04-25 Wagner Hugo Bonat , Paulo Justiniano Ribeiro , Silvia emiko Shimakura

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

We present a probabilistic model for learning from dynamic relational data, wherein the observed interactions among networked nodes are modeled via the Bernoulli Poisson link function, and the underlying network structure are characterized…

Social and Information Networks · Computer Science 2018-05-29 Sikun Yang , Heinz Koeppl

The notion of duality -- that a given physical system can have two different mathematical descriptions -- is a key idea in modern theoretical physics. Establishing a duality in lattice statistical mechanics models requires the construction…

Statistical Mechanics · Physics 2024-11-08 Andrea E. V. Ferrari , Prateek Gupta , Nabil Iqbal