Related papers: Differentiable Filtering for Learning Hidden Marko…

We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspective of Generalized Bayesian Inference (GBI) to define…

Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper,…

Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical…

We propose masked particle modeling (MPM) as a self-supervised method for learning generic, transferable, and reusable representations on unordered sets of inputs for use in high energy physics (HEP) scientific data. This work provides a…

We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…

Suppose that we are given a time series where consecutive samples are believed to come from a probabilistic source, that the source changes from time to time and that the total number of sources is fixed. Our objective is to estimate the…

Conformal prediction is a widely used method to quantify the uncertainty of a classifier under the assumption of exchangeability (e.g., IID data). We generalize conformal prediction to the Hidden Markov Model (HMM) framework where the…

Standard practice in Hidden Markov Model (HMM) selection favors the candidate with the highest full-sequence likelihood, although this is equivalent to making a decision based on a single realization. We introduce a \emph{fragment-based}…

Shallow water environments create a challenging channel for communications. In this paper, we focus on the challenges posed by the frequency-selective signal distortion called the Doppler effect. We explore the design and performance of…

Deep Feedback Models (DFMs) are a new class of stateful neural networks that combine bottom up input with high level representations over time. This feedback mechanism introduces dynamics into otherwise static architectures, enabling DFMs…

Deep Learning has a hierarchical network architecture to represent the complicated feature of input patterns. We have developed the adaptive structure learning method of Deep Belief Network (DBN) that can discover an optimal number of…

Electric arc welding (EAW) exhibits strongly non stationary and temporally evolving behavior, making reliable assessment of arc stability difficult using conventional frame based approaches. In this study, arc dynamics are modeled as a…

Hierarchical Bayesian networks and neural networks with stochastic hidden units are commonly perceived as two separate types of models. We show that either of these types of models can often be transformed into an instance of the other, by…

We present a novel approach for learning an HMM whose outputs are distributed according to a parametric family. This is done by {\em decoupling} the learning task into two steps: first estimating the output parameters, and then estimating…

In the context of image classification, Concept Bottleneck Models (CBMs) first embed images into a set of human-understandable concepts, followed by an intrinsically interpretable classifier that predicts labels based on these intermediate…

In this study, we develop an approach to multivariate time series anomaly detection focused on the transformation of multivariate time series to univariate time series. Several transformation techniques involving Fuzzy C-Means (FCM)…

We present a meta-algorithm for learning a posterior-inference algorithm for restricted probabilistic programs. Our meta-algorithm takes a training set of probabilistic programs that describe models with observations, and attempts to learn…

State Space Models (SSMs) and Hidden Markov Models (HMMs) are foundational frameworks for modeling sequential data with latent variables and are widely used in signal processing, control theory, and machine learning. Despite their shared…

Hidden Markov models provide a natural statistical framework for the detection of the copy number variations (CNV) in genomics. In this paper, we consider a Hidden Markov Model involving several correlated hidden processes at the same time.…

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…