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This work reports the most relevant technical aspects in the problem of learning the \emph{Markov network structure} from data. Such problem has become increasingly important in machine learning, and many other application fields of machine…

Artificial Intelligence · Computer Science 2013-11-21 Federico Schlüter

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Information Theory · Computer Science 2016-11-15 Pascal Vallet , Philippe Loubaton , Xavier Mestre

Diffusion models have emerged as powerful generative frameworks by progressively adding noise to data through a forward process and then reversing this process to generate realistic samples. While these models have achieved strong…

Machine Learning · Computer Science 2025-03-04 Xingzhuo Guo , Yu Zhang , Baixu Chen , Haoran Xu , Jianmin Wang , Mingsheng Long

For spatial and network data, we consider models formed from a Markov random field (MRF) structure and the specification of a conditional distribution for each observation. Fast simulation from such MRF models is often an important…

Computation · Statistics 2019-11-18 Andee Kaplan , Mark S. Kaiser , Soumendra N. Lahiri , Daniel J. Nordman

In this paper, we investigate combining blocking and collapsing -- two widely used strategies for improving the accuracy of Gibbs sampling -- in the context of probabilistic graphical models (PGMs). We show that combining them is not…

Artificial Intelligence · Computer Science 2013-09-27 Deepak Venugopal , Vibhav Gogate

The first fully dynamic algorithm for maintaining a maximal independent set (MIS) with update time that is sublinear in the number of edges was presented recently by the authors of this paper [Assadi et.al. STOC'18]. The algorithm is…

Data Structures and Algorithms · Computer Science 2018-06-27 Sepehr Assadi , Krzysztof Onak , Baruch Schieber , Shay Solomon

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics. We propose a solution that leverages control theoretic tools…

Optimization and Control · Mathematics 2025-03-20 Shivanshu Tripathi , Abed AlRahman Al Makdah , Fabio Pasqualetti

Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…

Machine Learning · Computer Science 2023-12-08 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

We propose a method of approximating multivariate Gaussian probabilities using dynamic programming. We show that solving the optimization problem associated with a class of discrete-time finite horizon Markov decision processes with…

Optimization and Control · Mathematics 2018-02-08 Morgan Jones , Matthew M. Peet

With increasing demand for efficient image and video analysis, test-time cost of scene parsing becomes critical for many large-scale or time-sensitive vision applications. We propose a dynamic hierarchical model for anytime scene labeling…

Computer Vision and Pattern Recognition · Computer Science 2016-08-12 Buyu Liu , Xuming He

Markov Random Fields (MRFs), a formulation widely used in generative image modeling, have long been plagued by the lack of expressive power. This issue is primarily due to the fact that conventional MRFs formulations tend to use simplistic…

Computer Vision and Pattern Recognition · Computer Science 2016-09-08 Zhirong Wu , Dahua Lin , Xiaoou Tang

Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…

Instrumentation and Methods for Astrophysics · Physics 2016-03-16 Will Vousden , Will M. Farr , Ilya Mandel

Graphs are playing a crucial role in different fields since they are powerful tools to unveil intrinsic relationships among signals. In many scenarios, an accurate graph structure representing signals is not available at all and that…

Machine Learning · Computer Science 2021-05-14 Xiang Zhang , Yinfei Xu , Qinghe Liu , Zhicheng Liu , Jian Lu , Qiao Wang

In this paper, we design dynamic probabilistic caching for the scenario when the instantaneous content popularity may vary with time while it is possible to predict the average content popularity over a time window. Based on the average…

Networking and Internet Architecture · Computer Science 2020-02-18 Jie Gao , Shan Zhang , Lian Zhao , Xuemin , Shen

We study dynamic graph algorithms in the Massively Parallel Computation model, which was inspired by practical data processing systems. Our goal is to provide algorithms that can efficiently handle large batches of edge insertions and…

Data Structures and Algorithms · Computer Science 2021-01-12 Krzysztof Nowicki , Krzysztof Onak

The present paper studies local distributed graph problems in highly dynamic networks. Communication and changes of the graph happen in synchronous rounds and our algorithms always, i.e., in every round, satisfy non-trivial guarantees, no…

Data Structures and Algorithms · Computer Science 2018-12-10 Philipp Bamberger , Fabian Kuhn , Yannic Maus

Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…

We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…

Econometrics · Economics 2022-12-23 Karun Adusumilli , Dita Eckardt