Related papers: Self-Organizing State-Space Models with Artificial…
Agent-based modelling is a valuable approach for systems whose behaviour is driven by the interactions between distinct entities. They have shown particular promise as a means of modelling crowds of people in streets, public transport…
Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…
State space models (SSMs) have shown remarkable empirical performance on many long sequence modeling tasks, but a theoretical understanding of these models is still lacking. In this work, we study the learning dynamics of linear SSMs to…
Model merging has emerged as an efficient strategy for constructing multitask models by integrating the strengths of multiple available expert models, thereby reducing the need to fine-tune a pre-trained model for all the tasks from…
Selection of perefect parameters for low-pass filters can sometimes be an expensive problem with no analytical solution or differentiability of cost function. In this paper, we introduce a new PSO-inspired algorithm, that incorporates the…
We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…
We provide a systematic approach for testing self-organization (SO) algorithms. The main challenges for such a testing domain are the strongly ramified state space, the possible error masking, the interleaving of mechanisms, and the oracle…
One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo (SMC) methods, such as the particle filter (introduced more…
Modeling dynamical systems, both for control purposes and to make predictions about their behavior, is ubiquitous in science and engineering. Predictive state representations (PSRs) are a recently introduced class of models for…
Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…
State Space Models (SSMs) are powerful tools for modeling sequential data in computer vision and time series analysis domains. However, traditional SSMs are limited by fixed, one-dimensional sequential processing, which restricts their…
Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…
As synthetic data proliferates across the Internet, it is often reused to train successive generations of generative models. This creates a ``self-consuming loop" that can lead to training instability or \textit{model collapse}. Common…
As one of Bayesian analysis tools, Hidden Markov Model (HMM) has been used to in extensive applications. Most HMMs are solved by Baum-Welch algorithm (BWHMM) to predict the model parameters, which is difficult to find global optimal…
A central challenge in sequence modeling is efficiently handling tasks with extended contexts. While recent state-space models (SSMs) have made significant progress in this area, they often lack input-dependent filtering or require…
This paper presents an online method that learns optimal decisions for a discrete time Markov decision problem with an opportunistic structure. The state at time $t$ is a pair $(S(t),W(t))$ where $S(t)$ takes values in a finite set…
We present local distributed, stochastic algorithms for \emph{alignment} in self-organizing particle systems (SOPS) on two-dimensional lattices, where particles occupy unique sites on the lattice, and particles can make spatial moves to…
In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…
In most contemporary approaches to decision making, a decision problem is described by a sets of states and set of outcomes, and a rich set of acts, which are functions from states to outcomes over which the decision maker (DM) has…
State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…