Related papers: A linear memory algorithm for Baum-Welch training

Training large language models requires optimization algorithms that are not only statistically effective, but also computationally and memory efficient at extreme scale. Although Adam remains the dominant optimizer for large-scale…

Profile hidden Markov models (pHMMs) are widely employed in various bioinformatics applications to identify similarities between biological sequences, such as DNA or protein sequences. In pHMMs, sequences are represented as graph…

We develop a recursion for hidden Markov model of any order h, which allows us to obtain the posterior distribution of the latent state at every occasion, given the previous h states and the observed data. With respect to the well-known…

Restricted Boltzmann Machine (RBM) is a generative stochastic energy-based model of artificial neural network for unsupervised learning. Recently, RBM is well known to be a pre-training method of Deep Learning. In addition to visible and…

In part of speech tagging by Hidden Markov Model, a statistical model is used to assign grammatical categories to words in a text. Early work in the field relied on a corpus which had been tagged by a human annotator to train the model.…

We propose a new method for the estimation of parameters of hidden diffusion processes. Based on parametrization of the transition matrix, the Baum-Welch algorithm is improved. The algorithm is compared to the particle filter in application…

Hidden Markov models with observations in a Euclidean space play an important role in signal and image processing. Previous work extending to models where observations lie in Riemannian manifolds based on the Baum-Welch algorithm suffered…

We describe libhmm, a C++20 library for Hidden Markov Model parameter estimation, sequence decoding, and model selection. libhmm addresses two gaps in existing software: the absence of a well-maintained, zero-dependency C++ HMM library…

Hidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large data sets can be computationally demanding because most likelihood maximization techniques…

Large language models (LLMs) can often produce substantially better outputs when allowed to use additional test-time computation, such as sampling, chain of thought, backtracking, or revising partial solutions. Despite the growing empirical…

The Extreme Learning Machine (ELM) is a single-hidden layer feedforward neural network (SLFN) learning algorithm that can learn effectively and quickly. The ELM training phase assigns the input weights and bias randomly and does not change…

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…

We introduce an efficient method for training the linear ranking support vector machine. The method combines cutting plane optimization with red-black tree based approach to subgradient calculations, and has O(m*s+m*log(m)) time complexity,…

We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…

The Extreme Learning Machine (ELM) is a growing statistical technique widely applied to regression problems. In essence, ELMs are single-layer neural networks where the hidden layer weights are randomly sampled from a specific distribution,…

Memory data are ubiquitous in Large Language Model (LLM)-based agents (e.g., OpenClaw and Manus). A few recent works have attempted to exploit agents'memory for improving their performance on the question-answering (QA) task, but they lack…

In this paper, we describe a new type of match between a pattern and a text that aren't necessarily maximal in the query, but still contain useful matching information: locally maximal exact matches (LEMs). There are usually a large amount…

Jump Markov linear models consists of a finite number of linear state space models and a discrete variable encoding the jumps (or switches) between the different linear models. Identifying jump Markov linear models makes for a challenging…

Accurate channel models are of high importance for the design of upcoming mobile satellite systems. Nowadays most of the models for the LMSC are based on Markov chains and rely on measurement data, rather than on pure theoretical…

Large language models (LLMs) solve problems more accurately and interpretably when instructed to work out the answer step by step using a ``chain-of-thought'' (CoT) prompt. One can also improve LLMs' performance on a specific task by…