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Hidden Markov models (HMMs) are general purpose models for time-series data widely used across the sciences because of their flexibility and elegance. However fitting HMMs can often be computationally demanding and time consuming,…

Hyperparameter optimization (HPO) is critical for enhancing the performance of machine learning models, yet it often involves a computationally intensive search across a large parameter space. Traditional approaches such as Grid Search and…

We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…

Hidden Markov Models (HMMs) are a ubiquitous tool to model time series data, and have been widely used in two main tasks of Automatic Music Transcription (AMT): note segmentation, i.e. identifying the played notes after a multi-pitch…

Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition…

Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability…

Hidden Markov models (HMMs) and their variants were successfully used for several sequence annotation tasks. Traditionally, inference with HMMs is done using the Viterbi and posterior decoding algorithms. However, recently a variety of…

POMDPs capture a broad class of decision making problems, but hardness results suggest that learning is intractable even in simple settings due to the inherent partial observability. However, in many realistic problems, more information is…

Agent-based models (ABMs) have shown promise for modelling various real world phenomena incompatible with traditional equilibrium analysis. However, a critical concern is the manual definition of behavioural rules in ABMs. Recent…

In this paper, we establish a robustification of an on-line algorithm for modelling asset prices within a hidden Markov model (HMM). In this HMM framework, parameters of the model are guided by a Markov chain in discrete time, parameters of…

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

Large Language Models (LLMs) demonstrate robust capabilities across various fields, leading to a paradigm shift in LLM-enhanced Recommender System (RS). Research to date focuses on point-wise and pair-wise recommendation paradigms, which…

Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…

Hidden Markov models (HMMs) are commonly used to model animal movement data and infer aspects of animal behavior. An HMM assumes that each data point from a time series of observations stems from one of $N$ possible states. The states are…

Variational inference algorithms have proven successful for Bayesian analysis in large data settings, with recent advances using stochastic variational inference (SVI). However, such methods have largely been studied in independent or…

Continual learning has emerged as a pivotal area of research, primarily due to its advantageous characteristic that allows models to persistently acquire and retain information. However, catastrophic forgetting can severely impair model…

We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…

Automatic continuous speech recognition (CSR) is sufficiently mature that a variety of real world applications are now possible including large vocabulary transcription and interactive spoken dialogues. This paper reviews the evolution of…

Large Language Models (LLMs) based on the pre-trained fine-tuning paradigm have become pivotal in solving natural language processing tasks, consistently achieving state-of-the-art performance. Nevertheless, the theoretical understanding of…