Related papers: Adjusted Viterbi training

In this work we present a flexible, probabilistic and reference-free method of error correction for high throughput DNA sequencing data. The key is to exploit the high coverage of sequencing data and model short sequence outputs as…

Traditional approaches in mental health research apply General Linear Models (GLM) to describe the longitudinal dynamics of observed psycho-behavioral measurements (questionnaire summary scores). Similarly, GLMs are also applied to…

This paper presents algorithms for parallelization of inference in hidden Markov models (HMMs). In particular, we propose parallel backward-forward type of filtering and smoothing algorithm as well as parallel Viterbi-type…

Visual Prompt Tuning (VPT) has proven effective for parameter-efficient adaptation of pre-trained vision models to downstream tasks by inserting task-specific learnable prompt tokens. Despite its empirical success, a comprehensive…

In this paper, we consider the filtering and smoothing recursions in nonparametric finite state space hidden Markov models (HMMs) when the parameters of the model are unknown and replaced by estimators. We provide an explicit and time…

Hidden Markov models are traditionally decoded by the Viterbi algorithm which finds the highest probability state path in the model. In recent years, several limitations of the Viterbi decoding have been demonstrated, and new algorithms…

A hidden Markov model (HMM) solved recursively by the Viterbi algorithm can be configured to search for persistent, quasimonochromatic gravitational radiation from an isolated or accreting neutron star, whose rotational frequency is unknown…

Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data…

This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…

The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…

In pursuit of explainability, we develop generative models for sequential data. The proposed models provide state-of-the-art classification results and robust performance for speech phone classification. We combine modern neural networks…

We demonstrate the application of pattern recognition algorithms via hidden Markov models (HMM) for qubit readout. This scheme provides a state-path trajectory approach capable of detecting qubit state transitions and makes for a robust…

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

We consider probabilistic systems with hidden state and unobservable transitions, an extension of Hidden Markov Models (HMMs) that in particular admits unobservable {\epsilon}-transitions (also called null transitions), allowing state…

Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…

We present a novel algorithm for learning the parameters of hidden Markov models (HMMs) in a geometric setting where the observations take values in Riemannian manifolds. In particular, we elevate a recent second-order method of moments…

In this paper, we advance a recently-proposed uncertainty decoding scheme for DNN-HMM (deep neural network - hidden Markov model) hybrid systems. This numerical sampling concept averages DNN outputs produced by a finite set of feature…

Visual Prompt Tuning (VPT) of pre-trained Vision Transformers (ViTs) has proven highly effective as a parameter-efficient fine-tuning technique for adapting large models to downstream tasks with limited data. Its parameter efficiency makes…

The current modus operandi in adapting pre-trained models involves updating all the backbone parameters, ie, full fine-tuning. This paper introduces Visual Prompt Tuning (VPT) as an efficient and effective alternative to full fine-tuning…

Time Series Forecasting (TSF) is a widely researched topic with broad applications in weather forecasting, traffic control, and stock price prediction. Extreme values in time series often significantly impact human and natural systems, but…