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We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…

Methodology · Statistics 2017-03-07 Benjamin Frot , Luke Jostins , Gil McVean

Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…

Statistical Mechanics · Physics 2021-09-15 Alexandra M. Jurgens , James P. Crutchfield

Low-rank methods have shown success in accelerating simulations of a collisionless plasma described by the Vlasov equation, but still rely on computationally costly linear algebra every time step. We propose a data-driven factorization…

Numerical Analysis · Mathematics 2025-01-09 Bhavana Jonnalagadda , Stephen Becker

We present the convergence rates of synchronous and asynchronous Q-learning for average-reward Markov decision processes, where the absence of contraction poses a fundamental challenge. Existing non-asymptotic results overcome this…

Machine Learning · Computer Science 2026-01-30 Zijun Chen , Zaiwei Chen , Nian Si , Shengbo Wang

We consider the estimation of the transition matrix of a hidden Markovian process by using information geometry with respect to transition matrices. In this paper, only the histogram of $k$-memory data is used for the estimation. To…

Statistics Theory · Mathematics 2024-09-10 Masahito Hayashi

This paper presents an approach to semi-supervised learning for the classification of data using the Lipschitz Learning on graphs. We develop a graph-based semi-supervised learning framework that leverages the properties of the infinity…

Machine Learning · Computer Science 2024-11-06 Farid Bozorgnia , Yassine Belkheiri , Abderrahim Elmoataz

Inferring the infinitesimal rates of continuous-time Markov chains (CTMCs) is a central challenge in many scientific domains. This task is hindered by three factors: quadratic growth in the number of rates as the CTMC state space expands,…

Methodology · Statistics 2026-02-09 Filippo Monti , Xiang Ji , Marc A. Suchard

We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a…

Probability · Mathematics 2024-10-29 Alexey Kuznetsov , Yizao Wang

Transformer based models have shown remarkable capabilities in sequence learning across a wide range of tasks, often performing well on specific task by leveraging input-output examples. Despite their empirical success, a comprehensive…

Machine Learning · Computer Science 2025-06-03 Yifan Hao , Chenlu Ye , Chi Han , Tong Zhang

In this paper, we study a class of stochastic Generalized Linear Switched System (GLSS), which includes subclasses of jump-Markov, piecewide-linear and Linear Parameter-Varying (LPV) systems. We prove that the output of such systems can be…

Optimization and Control · Mathematics 2024-03-19 Elie Rouphael , Manas Mejari , Mihaly Petreczky , Lotfi Belkoura

A discrete analysis of the phase and dissipation errors of an explicit, semi-Lagrangian spectral element method is performed. The semi-Lagrangian method advects the Lagrange interpolant according the Lagrangian form of the transport…

Numerical Analysis · Mathematics 2023-02-08 Gustaaf B. Jacobs , Hareshram Natarajan , Pavel Popov , David A. Kopriva

Current transformer-based imitation learning approaches introduce discrete action representations and train an autoregressive transformer decoder on the resulting latent code. However, the initial quantization breaks the continuous…

Machine Learning · Computer Science 2025-12-09 Ziyad Sheebaelhamd , Michael Tschannen , Michael Muehlebach , Claire Vernade

A popular method to compute first-passage probabilities in continuous-time Markov chains is by numerically inverting their Laplace transforms. Past decades, the scientific computing community has developed excellent numerical methods for…

Numerical Analysis · Mathematics 2020-04-01 Debarati Bhaumik , Marko A. A. Boon , Daan Crommelin , Barry Koren , Bert Zwart

In many real-world scenarios, data to train machine learning models becomes available over time. Unfortunately, these models struggle to continually learn new concepts without forgetting what has been learnt in the past. This phenomenon is…

Computation and Language · Computer Science 2023-01-16 Beyza Ermis , Giovanni Zappella , Martin Wistuba , Aditya Rawal , Cedric Archambeau

This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…

Probability · Mathematics 2018-01-17 Gilles Pagès , Clément Rey

Recently, learned image compression methods have outperformed traditional hand-crafted ones including BPG. One of the keys to this success is learned entropy models that estimate the probability distribution of the quantized latent…

Image and Video Processing · Electrical Eng. & Systems 2022-07-22 Jun-Hyuk Kim , Byeongho Heo , Jong-Seok Lee

This paper studies computationally and theoretically attractive estimators called the Laplace type estimators (LTE), which include means and quantiles of Quasi-posterior distributions defined as transformations of general…

Econometrics · Economics 2023-01-20 Victor Chernozhukov , Han Hong

We develop a Machine-Learning Renormalization Group (MLRG) algorithm to explore and analyze many-body lattice models in statistical physics. Using the representation learning capability of generative modeling, MLRG automatically learns the…

Statistical Mechanics · Physics 2023-09-13 Wanda Hou , Yi-Zhuang You

Learning invariant graph representations for out-of-distribution (OOD) generalization remains challenging because the learned representations often retain spurious components. To address this challenge, this work introduces a new tool from…

Machine Learning · Computer Science 2025-12-09 Barproda Halder , Pasan Dissanayake , Sanghamitra Dutta

Multi-agent reinforcement learning (MARL) algorithms often suffer from an exponential sample complexity dependence on the number of agents, a phenomenon known as \emph{the curse of multiagents}. In this paper, we address this challenge by…

Machine Learning · Computer Science 2022-02-01 Weichao Mao , Lin F. Yang , Kaiqing Zhang , Tamer Başar