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Latent variable models are widely used to perform unsupervised segmentation of time series in different context such as robotics, speech recognition, and economics. One of the most widely used latent variable model is the Auto-Regressive…

Robotics · Computer Science 2023-08-11 Michele Ginesi , Paolo Fiorini

I describe a new Markov chain method for sampling from the distribution of the state sequences in a non-linear state space model, given the observation sequence. This method updates all states in the sequence simultaneously using an…

Probability · Mathematics 2007-05-23 Radford M. Neal

We study the compression of LLM-generated text across lossless and lossy regimes, characterizing a compression-compute frontier where more compression is possible at the cost of more compute. For lossless compression, domain-adapted LoRA…

Machine Learning · Computer Science 2026-04-06 Roy Rinberg , Annabelle Michael Carrell , Simon Henniger , Nicholas Carlini , Keri Warr

State-space models (SSMs) are a class of networks for sequence learning that benefit from fixed state size and linear complexity with respect to sequence length, contrasting the quadratic scaling of typical attention mechanisms. Inspired…

Machine Learning · Computer Science 2025-10-02 Jared Boyer , T. Konstantin Rusch , Daniela Rus

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional…

Machine Learning · Statistics 2015-06-10 Nilesh Tripuraneni , Shane Gu , Hong Ge , Zoubin Ghahramani

Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or…

Machine Learning · Statistics 2016-09-22 Kirthevasan Kandasamy , Maruan Al-Shedivat , Eric P. Xing

This paper starts with a simple lossless ~1.5:1 compression algorithm for the weights of the Large Language Model (LLM) Llama2 7B [1] that can be implemented in ~200 LUTs in AMD FPGAs, processing over 800 million bfloat16 numbers per…

Computer Vision and Pattern Recognition · Computer Science 2024-04-18 Vincenzo Liguori

Learning-based lossy image compression usually involves the joint optimization of rate-distortion performance. Most existing methods adopt spatially invariant bit length allocation and incorporate discrete entropy approximation to constrain…

Computer Vision and Pattern Recognition · Computer Science 2019-04-02 Mu Li , Wangmeng Zuo , Shuhang Gu , Jane You , David Zhang

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…

Machine Learning · Statistics 2023-05-16 Carlos Puerto-Santana , Concha Bielza , Pedro Larrañaga , Gustav Eje Henter

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Methodology · Statistics 2015-05-01 Michalis K. Titsias , Christopher Yau , Christopher C. Holmes

Hidden Quantum Markov Models (HQMMs) can be thought of as quantum probabilistic graphical models that can model sequential data. We extend previous work on HQMMs with three contributions: (1) we show how classical hidden Markov models…

Machine Learning · Statistics 2017-10-26 Siddarth Srinivasan , Geoff Gordon , Byron Boots

Time series account for a large proportion of the data stored in financial, medical and scientific databases. The efficient storage of time series is important in practical applications. In this paper, we propose a novel compression scheme…

Neural and Evolutionary Computing · Computer Science 2017-08-17 Daniel Hsu

Learned image compression (LIC) has recently benefited from Transformer- and state space models (SSM)- based backbones for modeling long-range dependencies. However, the former typically incurs quadratic complexity, whereas the latter often…

Computer Vision and Pattern Recognition · Computer Science 2026-04-13 Haodong Pan , Hao Wei , Yusong Wang , Nanning Zheng , Caigui Jiang

Consider the problem of predicting the next symbol given a sample path of length n, whose joint distribution belongs to a distribution class that may have long-term memory. The goal is to compete with the conditional predictor that knows…

Statistics Theory · Mathematics 2024-04-25 Yanjun Han , Tianze Jiang , Yihong Wu

[This paper was initially published in PHME conference in 2016, selected for further publication in International Journal of Prognostics and Health Management.] This paper describes an Autoregressive Partially-hidden Markov model (ARPHMM)…

Machine Learning · Statistics 2021-05-04 Pablo Juesas , Emmanuel Ramasso , Sébastien Drujont , Vincent Placet

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…

Machine Learning · Computer Science 2021-09-13 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis

The well-established methodology for the estimation of hidden semi-Markov models (HSMMs) as hidden Markov models (HMMs) with extended state spaces is further developed to incorporate covariate influences across all aspects of the state…

Methodology · Statistics 2024-05-24 Jan-Ole Koslik

We present a new algorithm for discovering patterns in time series and other sequential data. We exhibit a reliable procedure for building the minimal set of hidden, Markovian states that is statistically capable of producing the behavior…

Machine Learning · Computer Science 2007-05-23 Cosma Rohilla Shalizi , Kristina Lisa Shalizi , James P. Crutchfield

Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however,…

Machine Learning · Statistics 2013-02-18 John A. Quinn , Masashi Sugiyama