Related papers: The Model-Specific Markov Embedding Problem for Sy…
In this paper we describe a general probabilistic framework for modeling waveforms such as heartbeats from ECG data. The model is based on segmental hidden Markov models (as used in speech recognition) with the addition of random effects to…
Density matrix embedding theory (DMET) is a quantum embedding theory for strongly correlated systems. From a computational perspective, one bottleneck in DMET is the optimization of the correlation potential to achieve self-consistency,…
Model reduction of Markov processes is a basic problem in modeling state-transition systems. Motivated by the state aggregation approach rooted in control theory, we study the statistical state compression of a discrete-state Markov chain…
In this paper we study the problem of learning phylogenies and hidden Markov models. We call a Markov model nonsingular if all transition matrices have determinants bounded away from 0 (and 1). We highlight the role of the nonsingularity…
The Markov property is widely imposed in analysis of time series data. Correspondingly, testing the Markov property, and relatedly, inferring the order of a Markov model, are of paramount importance. In this article, we propose a…
In recent work, robust mixture modelling approaches using skewed distributions have been explored to accommodate asymmetric data. We introduce parsimony by developing skew-t and skew-normal analogues of the popular GPCM family that employ…
Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…
In a real life process evolving over time, the relationship between its relevant variables may change. Therefore, it is advantageous to have different inference models for each state of the process. Asymmetric hidden Markov models fulfil…
Many innovative applications require establishing correspondences among 3D geometric objects. However, the countless possible deformations of smooth surfaces make shape matching a challenging task. Finding an embedding to represent the…
In materials science, the challenge of rapid prototyping materials with desired properties often involves extensive experimentation to find suitable microstructures. Additionally, finding microstructures for given properties is typically an…
Finite order Markov models are theoretically well-studied models for dependent discrete data. Despite their generality, application in empirical work when the order is large is rare. Practitioners avoid using higher order Markov models…
The first part of the paper centers in the study of embeddability between partially commutative groups. In [KK], for a finite simplicial graph $\Gamma$, the authors introduce an infinite, locally infinite graph $\Gamma^e$, called the…
We propose a new scheme for selecting pool states for the embedded Hidden Markov Model (HMM) Markov Chain Monte Carlo (MCMC) method. This new scheme allows the embedded HMM method to be used for efficient sampling in state space models…
Embeddings are a basic initial feature extraction step in many machine learning models, particularly in natural language processing. An embedding attempts to map data tokens to a low-dimensional space where similar tokens are mapped to…
Quantum Markov models are employed ubiquitously in quantum physics and in quantum information theory due to their relative simplicity and analytical tractability. In particular, these models are known to give accurate approximations for a…
Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…
In pursuit of explainability, we develop generative models for sequential data. The proposed models provide state-of-the-art classification results and robust performance for speech phone classification. We combine modern neural networks…
We introduce a novel time-homogeneous Markov embedding of a class of time inhomogeneous Markov chains widely used in the context of Monte Carlo sampling algorithms which allows us to answer one of the most basic, yet hard, question about…
The aim of this work is to provide a rigorous mathematical analysis of a stochastic concatenation model presented by Sobottka and Hart (2011) which allows approximation of the first-order stochastic structure in bacterial DNA by means of a…
Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…