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The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

The Viterbi algorithm is a key operator for structured sequence inference in modern data systems, with applications in trajectory analysis, online recommendation, and speech recognition. As these workloads increasingly migrate to…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-24 Ziheng Deng , Xue Liu , Jiantong Jiang , Yankai Li , Qingxu Deng , Xiaochun Yang

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) has been used widely as a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from sequential and time-series data. A sticky extension…

Machine Learning · Statistics 2020-06-23 Ding Zhou , Yuanjun Gao , Liam Paninski

Data detection of convolutional coded differential quaternary phase shift keyed (DQPSK) signals using a predictive Viterbi algorithm (VA) based receiver, is presented for single input, multiple output - orthogonal frequency division…

Information Theory · Computer Science 2017-10-10 Vineel Kumar Veludandi , K Vasudevan

In this paper, we study statistical classification accuracy of two different Markov field environments for pixelwise image segmentation, considering the labels of the image as hidden states and solving the estimation of such labels as a…

Machine Learning · Computer Science 2013-07-12 Ana Georgina Flesia , Josef Baumgartner , Javier Gimenez , Jorge Martinez

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

Instrumentation and Methods for Astrophysics · Physics 2014-08-19 Yi-Ming Hu , Martin Hendry , Ik Siong Heng

Recommendation systems that automatically generate personalized music playlists for users have attracted tremendous attention in recent years. Nowadays, most music recommendation systems rely on item-based or user-based collaborative…

Information Retrieval · Computer Science 2020-05-06 Tao Li , Minsoo Choi , Kaiming Fu , Lei Lin

This paper considers the average complexity of maximum likelihood (ML) decoding of convolutional codes. ML decoding can be modeled as finding the most probable path taken through a Markov graph. Integrated with the Viterbi algorithm (VA),…

Information Theory · Computer Science 2016-11-17 Jie Luo

This paper introduces a new parsimonious structure for mixture of autoregressive models. the weighting coefficients are determined through latent random variables, following a hidden Markov model. We propose a dynamic programming algorithm…

Statistics Theory · Mathematics 2011-05-12 S. H. Alizadeh , S. Rezakhah

We introduce a new nearest-prototype classifier, the prototype vector machine (PVM). It arises from a combinatorial optimization problem which we cast as a variant of the set cover problem. We propose two algorithms for approximating its…

Machine Learning · Statistics 2009-08-18 Jacob Bien , Robert Tibshirani

We develop a latent variable model and an efficient spectral algorithm motivated by the recent emergence of very large data sets of chromatin marks from multiple human cell types. A natural model for chromatin data in one cell type is a…

Machine Learning · Statistics 2015-06-09 Chicheng Zhang , Jimin Song , Kevin C Chen , Kamalika Chaudhuri

Determinantal point processes (DPPs) are an elegant model for encoding probabilities over subsets, such as shopping baskets, of a ground set, such as an item catalog. They are useful for a number of machine learning tasks, including product…

Machine Learning · Statistics 2016-08-17 Mike Gartrell , Ulrich Paquet , Noam Koenigstein

Motivated by applications in movement ecology, in this paper I propose a new class of integrated continuous-time hidden Markov models in which each observation depends on the underlying state of the process over the whole interval since the…

Methodology · Statistics 2019-10-01 Paul G Blackwell

Latent variable models with hidden binary units appear in various applications. Learning such models, in particular in the presence of noise, is a challenging computational problem. In this paper we propose a novel spectral approach to this…

Machine Learning · Statistics 2018-02-28 Ariel Jaffe , Roi Weiss , Shai Carmi , Yuval Kluger , Boaz Nadler

This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…

Applications · Statistics 2020-02-14 Ying Liao , Yisha Xiang , Min Wang

Pretrained language models have achieved state-of-the-art performance when adapted to a downstream NLP task. However, theoretical analysis of these models is scarce and challenging since the pretraining and downstream tasks can be very…

Machine Learning · Computer Science 2022-04-22 Colin Wei , Sang Michael Xie , Tengyu Ma

Effective and efficient malware detection is at the forefront of research into building secure digital systems. As with many other fields, malware detection research has seen a dramatic increase in the application of machine learning…

Cryptography and Security · Computer Science 2023-07-21 Aditya Raghavan , Fabio Di Troia , Mark Stamp

Powder metallurgy hot isostatic pressing (PM-HIP) is an advanced manufacturing process that produces near net shape parts with high material utilization and uniform microstructures. Despite being used frequently to produce small-scale…

Numerical Analysis · Mathematics 2025-08-14 Subrato Sarkar , Jason R Mayeur , KPK Ajjarapu , Fred A List , Soumya Nag , Ryan R Dehoff

In this paper, we are interested in optimal decisions in a partially observable Markov universe. Our viewpoint departs from the dynamic programming viewpoint: we are directly approximating an optimal strategic tree depending on the…

General Mathematics · Mathematics 2007-05-23 Frederic Dambreville
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