Related papers: Branch-and-bound method for calculating Viterbi pa…
We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…
We present a new lossy compressor for discrete sources. For coding a source sequence $x^n$, the encoder starts by assigning a certain cost to each reconstruction sequence. It then finds the reconstruction that minimizes this cost and…
Higher-order Markov chains play a very important role in many fields, ranging from multilinear PageRank to financial modeling. In this paper, we propose three accelerated higher-order power methods for computing the limiting probability…
In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objective exceeds a given number, assuming only knowledge of the…
To estimate the emission parameters in hidden Markov models one commonly uses the EM algorithm or its variation. Our primary motivation, however, is the Philips speech recognition system wherein the EM algorithm is replaced by the Viterbi…
We construct a hybrid quantum-classical Viterbi decoder for the classical error-correcting codes. Viterbi decoding is a trellis-based procedure for maximum likelihood decoding of classical error-correcting codes. In this article, we…
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…
We have a set of processors (or agents) and a set of graph networks defined over some vertex set. Each processor can access a subset of the graph networks. Each processor has a demand specified as a pair of vertices $<u, v>$, along with a…
Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…
In this paper, we study a Markov chain-based stochastic gradient algorithm in general Hilbert spaces, aiming at approximating the optimal solution of a quadratic loss function. We establish probabilistic upper bounds on its convergence. We…
We study merchant energy production modeled as a compound switching and timing option. The resulting Markov decision process is intractable. State-of-the-art approximate dynamic programming methods applied to realistic instances of this…
Constructing a shortest path between two network nodes is a fundamental task in distributed computing. This work develops schemes for the construction of shortest paths in randomized beeping networks between a predetermined source node and…
Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…
Consider a general path planning problem of a robot on a graph with edge costs, and where each node has a Boolean value of success or failure (with respect to some task) with a given probability. The objective is to plan a path for the…
Consider an undirected graph $G = (VG, EG)$ and a set of six \emph{terminals} $T = \set{s_1, s_2, s_3, t_1, t_2, t_3} \subseteq VG$. The goal is to find a collection $\calP$ of three edge-disjoint paths $P_1$, $P_2$, and $P_3$, where $P_i$…
Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…
Two-stage stochastic integer programs provide a powerful framework for modeling decision-making under uncertainty, but they are notoriously difficult to solve at scale due to their high dimensionality and intrinsic nonconvexity.…
VT (Viterbi training), or hard EM, is an efficient way of parameter learning for probabilistic models with hidden variables. Given an observation $y$, it searches for a state of hidden variables $x$ that maximizes $p(x,y \mid \theta)$ by…
The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a…
The performance of Maximum a posteriori (MAP) estimation is studied analytically for binary symmetric multi-channel Hidden Markov processes. We reduce the estimation problem to a 1D Ising spin model and define order parameters that…