Related papers: Fundamental limits for learning hidden Markov mode…
Lane determination and lane sequence determination are important components for many Connected and Automated Vehicle (CAV) applications. Lane determination has been solved using Hidden Markov Model (HMM) among other methods. The existing…
The problem of identifiability of model parameters for open quantum systems is considered by investigating two-level dephasing systems. We discuss under which conditions full information about the Hamiltonian and dephasing parameters can be…
This paper considers hidden Markov models where the observations are given as the sum of a latent state which lies in a general state space and some independent noise with unknown distribution. It is shown that these fully nonparametric…
Hidden Markov models (HMMs) are popular time series model in many fields including ecology, economics and genetics. HMMs can be defined over discrete or continuous time, though here we only cover the former. In the field of movement ecology…
Hidden parameters are latent variables in reinforcement learning (RL) environments that are constant over the course of a trajectory. Understanding what, if any, hidden parameters affect a particular environment can aid both the development…
Cognitive Diagnosis Models (CDMs) are a special family of discrete latent variable models that are widely used in modern educational, psychological, social and biological sciences. A key component of CDMs is a binary $Q$-matrix…
Hidden Markov models (HMMs) have been successfully applied to automatic speech recognition for more than 35 years in spite of the fact that a key HMM assumption -- the statistical independence of frames -- is obviously violated by speech…
Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…
We develop a latent variable model and an efficient spectral algorithm motivated by the recent emergence of very large data sets of chromatin marks from multiple human cell types. A natural model for chromatin data in one cell type is a…
The Metropolis algorithm is one of the Markov chain Monte Carlo (MCMC) methods that realize sampling from the target probability distribution. In this paper, we are concerned with the sampling from the distribution in non-identifiable cases…
We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in…
Automatic estimation of piano fingering is important for understanding the computational process of music performance and applicable to performance assistance and education systems. While a natural way to formulate the quality of fingerings…
The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and, in general, tracking it over a period of time. Toward this goal, a $d$-state…
Recurrent neural networks (RNNs) provide a powerful approach in neuroscience to infer latent dynamics in neural populations and to generate hypotheses about the neural computations underlying behavior. However, past work has focused on…
Large language models (LLMs) serve as giant information stores, often including personal or copyrighted data, and retraining them from scratch is not a viable option. This has led to the development of various fast, approximate unlearning…
We present a lightweight approach to sequence classification using Ensemble Methods for Hidden Markov Models (HMMs). HMMs offer significant advantages in scenarios with imbalanced or smaller datasets due to their simplicity,…
This paper studies the problem of ergodicity of transition probability matrices in Markovian models, such as hidden Markov models (HMMs), and how it makes very difficult the task of learning to represent long-term context for sequential…
We consider two-state Non-Homogeneous Hidden Markov Models (NHHMMs) for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive regressions with state dependent coefficients and time-varying…
In most (weakly interacting) extensions of the Standard Model the relation mapping the parameter values onto experimentally measurable quantities can be computed (with some uncertainties), but the inverse relation is usually not known. In…
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…