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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

Recurrent neural policies are widely used in partially observable control and meta-RL tasks. Their abilities to maintain internal memory and adapt quickly to unseen scenarios have offered them unparalleled performance when compared to…

Machine Learning · Computer Science 2026-02-03 Jin Li , Yue Wu , Mengsha Huang , Yuhao Sun , Hao He , Xianyuan Zhan

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-11-21 Viktoriya Krakovna , Finale Doshi-Velez

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

Recursive reasoning models such as Hierarchical Reasoning Model (HRM) and Tiny Recursive Model (TRM) show that small, weight-shared networks can solve compute-heavy and NP puzzles by iteratively refining latent states, but their training…

Artificial Intelligence · Computer Science 2026-03-18 Navid Hakimi

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-10-04 Viktoriya Krakovna , Finale Doshi-Velez

Parameterized state space models in the form of recurrent networks are often used in machine learning to learn from data streams exhibiting temporal dependencies. To break the black box nature of such models it is important to understand…

Machine Learning · Computer Science 2020-02-18 Peter Tino

This work considers identifying parameters characterizing a physical system's dynamic motion directly from a video whose rendering configurations are inaccessible. Existing solutions require massive training data or lack generalizability to…

Computer Vision and Pattern Recognition · Computer Science 2022-05-12 Pingchuan Ma , Tao Du , Joshua B. Tenenbaum , Wojciech Matusik , Chuang Gan

Pushdown systems (PDSs) and recursive state machines (RSMs), which are linearly equivalent, are standard models for interprocedural analysis. Yet RSMs are more convenient as they (a) explicitly model function calls and returns, and (b)…

Programming Languages · Computer Science 2020-01-13 Krishnendu Chatterjee , Bernhard Kragl , Samarth Mishra , Andreas Pavlogiannis

Nature, as far as we know, evolves continuously through space and time. Yet the ubiquitous hidden Markov model (HMM)--originally developed for discrete time and space analysis in natural language processing--remains a central tool in…

Biomolecules · Quantitative Biology 2025-06-09 Max Schweiger , Ayush Saurabh , Steve Pressé

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Statistical Mechanics · Physics 2015-11-13 John Bechhoefer

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

This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…

Applications · Statistics 2020-02-14 Ying Liao , Yisha Xiang , Min Wang

We investigate active learning in Gaussian Process state-space models (GPSSM). Our problem is to actively steer the system through latent states by determining its inputs such that the underlying dynamics can be optimally learned by a…

Machine Learning · Computer Science 2021-08-03 Hon Sum Alec Yu , Dingling Yao , Christoph Zimmer , Marc Toussaint , Duy Nguyen-Tuong

In this paper, we prove that finite state space non parametric hidden Markov models are identifiable as soon as the transition matrix of the latent Markov chain has full rank and the emission probability distributions are linearly…

Methodology · Statistics 2013-06-20 Elisabeth Gassiat , Alice Cleynen , Stéphane Robin

Reinforcement learning is a promising paradigm for solving sequential decision-making problems, but low data efficiency and weak generalization across tasks are bottlenecks in real-world applications. Model-based meta reinforcement learning…

Machine Learning · Computer Science 2021-02-17 Qi Wang , Herke van Hoof

Transformer LMs show emergent reasoning that resists mechanistic understanding. We offer a statistical physics framework for continuous-time chain-of-thought reasoning dynamics. We model sentence-level hidden state trajectories as a…

Artificial Intelligence · Computer Science 2025-06-06 Jack David Carson , Amir Reisizadeh

Developing foundational world models is a key research direction for embodied intelligence, with the ability to adapt to non-stationary environments being a crucial criterion. In this work, we introduce a new formalism, Hidden…

Machine Learning · Computer Science 2024-11-05 Emiliyan Gospodinov , Vaisakh Shaj , Philipp Becker , Stefan Geyer , Gerhard Neumann

The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) is a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from (spatio-)temporal data. A sticky HDP-HMM has been proposed to strengthen…

Machine Learning · Computer Science 2024-11-08 Mikołaj Słupiński , Piotr Lipiński

A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…

Computation · Statistics 2017-06-28 Arnab Bhattacharya , Simon Wilson
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