Related papers: State Space LSTM Models with Particle MCMC Inferen…

Long Short-Term Memory (LSTM) is a special class of recurrent neural network, which has shown remarkable successes in processing sequential data. The typical architecture of an LSTM involves a set of states and gates: the states retain…

We present an original simulation-based method to estimate likelihood ratios efficiently for general state-space models. Our method relies on a novel use of the conditional Sequential Monte Carlo (cSMC) algorithm introduced in…

Long Short-Term Memory (LSTM) is a popular approach to boosting the ability of Recurrent Neural Networks to store longer term temporal information. The capacity of an LSTM network can be increased by widening and adding layers. However,…

Large Vision-Language Models (LVLMs) have demonstrated remarkable performance across a wide range of multimodal tasks. However, fine-tuning these models for domain-specific applications remains a computationally intensive challenge. This…

In this paper, we propose a novel method of model-based time series clustering with mixtures of general state space models (MSSMs). Each component of MSSMs is associated with each cluster. An advantage of the proposed method is that it…

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…

This paper studies sequence modeling for prediction tasks with long range dependencies. We propose a new formulation for state space models (SSMs) based on learning linear dynamical systems with the spectral filtering algorithm (Hazan et…

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs)…

Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…

The goal of this paper is to analyze Long Short Term Memory (LSTM) neural networks from a dynamical system perspective. The classical recursive equations describing the evolution of LSTM can be recast in state space form, resulting in a…

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

We propose a Markov chain Monte Carlo (MCMC) scheme to perform state inference in non-linear non-Gaussian state-space models. Current state-of-the-art methods to address this problem rely on particle MCMC techniques and its variants, such…

Sentence-level classification and sequential labeling are two fundamental tasks in language understanding. While these two tasks are usually modeled separately, in reality, they are often correlated, for example in intent classification and…

Long Short-Term Memory (LSTM) is a well-known method used widely on sequence learning and time series prediction. In this paper we deployed stacked LSTM model in an application of weather forecasting. We propose a 2-layer spatio-temporal…

Recently, there has been interest in multiplicative recurrent neural networks for language modeling. Indeed, simple Recurrent Neural Networks (RNNs) encounter difficulties recovering from past mistakes when generating sequences due to high…

In mobile communication scenarios, the acquired channel state information (CSI) rapidly becomes outdated due to fast-changing channels. Opportunistic transmitter selection based on current CSI for secrecy improvement may be outdated during…

Existing models encounter bottlenecks in balancing performance and computational efficiency when modeling long sequences. Although the state space model (SSM) has achieved remarkable success in handling long sequence tasks, it still faces…

State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applications, the state-space model is specified through a…

Many high dimensional optimization problems can be reformulated into a problem of finding theoptimal state path under an equivalent state space model setting. In this article, we present a general emulation strategy for developing a state…