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Weighted finite automata (WFA) can expressively model functions defined over strings but are inherently linear models. Given the recent successes of nonlinear models in machine learning, it is natural to wonder whether ex-tending WFA to the…

Recurrent Neural Networks (RNNs) have achieved tremendous success in processing sequential data, yet understanding and analyzing their behaviours remains a significant challenge. To this end, many efforts have been made to extract finite…

Robustness to out-of-distribution data is crucial for deploying modern neural networks. Recently, Vision Transformers, such as SegFormer for semantic segmentation, have shown impressive robustness to visual corruptions like blur or noise…

Recurrent Neural Networks (RNNs) have achieved tremendous success in sequential data processing. However, it is quite challenging to interpret and verify RNNs' behaviors directly. To this end, many efforts have been made to extract finite…

In this work, we introduce DeepDFA, a novel approach to identifying Deterministic Finite Automata (DFAs) from traces, harnessing a differentiable yet discrete model. Inspired by both the probabilistic relaxation of DFAs and Recurrent Neural…

Weighted finite automata (WFA) are often used to represent probabilistic models, such as $n$-gram language models, since they are efficient for recognition tasks in time and space. The probabilistic source to be represented as a WFA,…

We present a method to extract a weighted finite automaton (WFA) from a recurrent neural network (RNN). Our algorithm is based on the WFA learning algorithm by Balle and Mohri, which is in turn an extension of Angluin's classic \lstar…

Aggregating information from features across different layers is an essential operation for dense prediction models. Despite its limited expressiveness, feature concatenation dominates the choice of aggregation operations. In this paper, we…

Probability density models based on deep networks have achieved remarkable success in modeling complex high-dimensional datasets. However, unlike kernel density estimators, modern neural models do not yield marginals or conditionals in…

The Neural Autoregressive Distribution Estimator (NADE) and its real-valued version RNADE are competitive density models of multidimensional data across a variety of domains. These models use a fixed, arbitrary ordering of the data…

Cluster-weighted factor analyzers (CWFA) are a versatile class of mixture models designed to estimate the joint distribution of a random vector that includes a response variable along with a set of explanatory variables. They are…

Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…

It is important to properly correct for measurement error when estimating density functions associated with biomedical variables. These estimators that adjust for measurement error are broadly referred to as density deconvolution…

We study parameter estimation in Nonlinear Factor Analysis (NFA) where the generative model is parameterized by a deep neural network. Recent work has focused on learning such models using inference (or recognition) networks; we identify a…

Conditional density estimation (CDE) is the task of estimating the probability of an event conditioned on some inputs. A neural network (NN) can also be used to compute the output distribution for continuous-domain, which can be viewed as…

In this paper, a new online method based on nonparametric weighted feature extraction (NWFE) is proposed. NWFE was introduced to enjoy optimum characteristics of linear discriminant analysis (LDA) and nonparametric discriminant analysis…

Standard system identification methods often provide inconsistent estimates with closed-loop data. With the prediction error method (PEM), this issue is solved by using a noise model that is flexible enough to capture the noise spectrum.…

In this paper, we propose a Network-Weighted Functional Regression (NWFR) model, an extension of Spatially Weighted Functional Regression (SWFR) to functional data defined on network-structured settings. To asses predictive uncertainity, we…

Multi-modal densities appear frequently in time series and practical applications. However, they cannot be represented by common state estimators, such as the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF), which…

Confirmatory factor analysis (CFA) is a statistical method for identifying and confirming the presence of latent factors among observed variables through the analysis of their covariance structure. Compared to alternative factor models, CFA…