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The hidden Markov model (HMM) is a generative model that treats sequential data under the assumption that each observation is conditioned on the state of a discrete hidden variable that evolves in time as a Markov chain. In this paper, we…

Artificial Intelligence · Computer Science 2011-09-07 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

The paper is devoted to a study of phase transitions in the Hermitian random matrix models with a polynomial potential. In an alternative equivalent language, we study families of equilibrium measures on the real line in a polynomial…

Classical Analysis and ODEs · Mathematics 2014-10-28 A. Martinez-Finkelshtein , R. Orive , E. A. Rakhmanov

Given a nonparametric Hidden Markov Model (HMM) with two states, the question of constructing efficient multiple testing procedures is considered, treating one of the states as an unknown null hypothesis. A procedure is introduced, based on…

Statistics Theory · Mathematics 2021-01-12 Kweku Abraham , Ismael Castillo , Elisabeth Gassiat

We introduce a machine-learning framework to learn the hyperparameter sequence of first-order methods (e.g., the step sizes in gradient descent) to quickly solve parametric convex optimization problems. Our computational architecture…

Optimization and Control · Mathematics 2024-12-23 Rajiv Sambharya , Bartolomeo Stellato

We present an asymptotic analysis of Viterbi Training (VT) and contrast it with a more conventional Maximum Likelihood (ML) approach to parameter estimation in Hidden Markov Models. While ML estimator works by (locally) maximizing the…

Machine Learning · Statistics 2013-12-18 Armen E. Allahverdyan , Aram Galstyan

Learning-based methods commonly treat state estimation in robotics as a sequence modeling problem. While this paradigm can be effective at maximizing end-to-end performance, models are often difficult to interpret and expensive to train,…

Robotics · Computer Science 2026-05-07 Lennart Röstel , Berthold Bäuml

Phase estimation is known to be a robust method for single-qubit gate calibration in quantum computers, while Bayesian estimation is widely used in devising optimal methods for learning in quantum systems. We present Bayesian phase…

Quantum Physics · Physics 2025-05-06 Brennan de Neeve , Andrey V. Lebedev , Vlad Negnevitsky , Jonathan P. Home

Phase estimation protocols provide a fundamental benchmark for the field of quantum metrology. The latter represents one of the most relevant applications of quantum theory, potentially enabling the capability of measuring unknown physical…

We present a parameter-free variant of the halo model that significantly improves the precision of matter clustering predictions, particularly in the challenging 1-halo to 2-halo transition regime, where standard halo models often fail.…

Cosmology and Nongalactic Astrophysics · Physics 2026-03-18 Samuel Brieden , Florian Beutler , Marcos Pellejero-Ibañez

We present a path planning framework that takes into account the human's safety perception in the presence of a flying robot. The framework addresses two objectives: (i) estimation of the uncertain parameters of the proposed safety…

We describe libhmm, a C++20 library for Hidden Markov Model parameter estimation, sequence decoding, and model selection. libhmm addresses two gaps in existing software: the absence of a well-maintained, zero-dependency C++ HMM library…

Mathematical Software · Computer Science 2026-05-29 Gary Wolfman

When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many…

Machine Learning · Statistics 2015-12-17 Yizhe Zhang , Ricardo Henao , Lawrence Carin , Jianling Zhong , Alexander J. Hartemink

We study detection of random signals corrupted by noise that over time switch their values (states) from a finite set of possible values, where the switchings occur at unknown points in time. We model such signals by means of a random…

Information Theory · Computer Science 2017-12-27 Dragana Bajović , Kanghang He , Lina Stanković , Dejan Vukobratović , Vladimir Stanković

Multi-object state estimation is a fundamental problem for robotic applications where a robot must interact with other moving objects. Typically, other objects' relevant state features are not directly observable, and must instead be…

Robotics · Computer Science 2022-12-15 Angad Singh , Omar Makhlouf , Maximilian Igl , Joao Messias , Arnaud Doucet , Shimon Whiteson

Machine learning techniques such as artificial neural networks are currently revolutionizing many technological areas and have also proven successful in quantum physics applications. Here we employ an artificial neural network and deep…

We propose a probabilistic modeling framework for learning the dynamic patterns in the collective behaviors of social agents and developing profiles for different behavioral groups, using data collected from multiple information sources.…

Machine Learning · Statistics 2016-06-28 Lin Li , Ananthram Swami , Anna Scaglione

In this paper, we investigate the feature encoding process in a prototypical energy-based generative model, the Restricted Boltzmann Machine (RBM). We start with an analytical investigation using simplified architectures and data…

Machine Learning · Computer Science 2025-02-11 Dimitrios Bachtis , Giulio Biroli , Aurélien Decelle , Beatriz Seoane

We identify a new "order parameter" for the disorder driven many-body localization (MBL) transition by leveraging artificial intelligence. This allows us to pin down the transition, as the point at which the physics changes qualitatively,…

Quantum Physics · Physics 2019-11-19 Patrick Huembeli , Alexandre Dauphin , Peter Wittek , Christian Gogolin

Since the early days of digital communication, Hidden Markov Models (HMMs) have now been routinely used in speech recognition, processing of natural languages, images, and in bioinformatics. An HMM $(X_i,Y_i)_{i\ge 1}$ assumes observations…

Statistics Theory · Mathematics 2009-02-06 J. Lember , A. Koloydenko

Heuristic tools from statistical physics have been used in the past to locate the phase transitions and compute the optimal learning and generalization errors in the teacher-student scenario in multi-layer neural networks. In this…

Machine Learning · Computer Science 2024-03-01 Benjamin Aubin , Antoine Maillard , Jean Barbier , Florent Krzakala , Nicolas Macris , Lenka Zdeborová