相关论文: A fast exact simulation method for a class of Mark…

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate…

The expressive power of a Gaussian process (GP) model comes at a cost of poor scalability in the data size. To improve its scalability, this paper presents a low-rank-cum-Markov approximation (LMA) of the GP model that is novel in…

We present new methodologies for Bayesian inference on the rate parameters of a discretely observed continuous-time Markov jump processes with a countably infinite state space. The usual method of choice for inference, particle Markov chain…

We study a Monte Carlo algorithm for simulation of probability distributions based on stochastic step functions, and compare to the traditional Metropolis/Hastings method. Unlike the latter, the step function algorithm can produce an…

Large Language Models (LLMs) with chain-of-thought (COT) prompting have demonstrated impressive abilities on simple nature language inference tasks. However, they tend to perform poorly on Multi-hop Question Answering (MHQA) tasks due to…

Deep architecture such as hierarchical semi-Markov models is an important class of models for nested sequential data. Current exact inference schemes either cost cubic time in sequence length, or exponential time in model depth. These costs…

We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…

We present a highly efficient and accurate hybrid stochastic simulation algorithm (HSSA) for the purpose of simulating a subset of biochemical reactions of large gene regulatory networks (GRN). The algorithm relies on the separability of a…

Plasma modeling is central to the design of nuclear fusion reactors, yet simulating collisional plasma kinetics from first principles remains a formidable computational challenge: the Vlasov-Maxwell-Landau (VML) system describes…

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…

This paper develops a new class of conditional Markov jump processes with regime switching and paths dependence. The key novel feature of the developed process lies on its ability to switch the transition rate as it moves from one state to…

In this paper, we introduce a new heuristics for global optimization in scenarios where extensive evaluations of the cost function are expensive, inaccessible, or even prohibitive. The method, which we call Landscape-Sketch-and-Step (LSS),…

Markov Chain Monte Carlo (MCMC) methods have a drawback when working with a target distribution or likelihood function that is computationally expensive to evaluate, specially when working with big data. This paper focuses on…

Visual-inertial simultaneous localization and mapping (SLAM) is a key module of robotics and low-speed autonomous vehicles, which is usually limited by the high computation burden for practical applications. To this end, an innovative…

This paper presents an empirical performance analysis of three project scheduling algorithms dealing with maximizing projects' net present value with unrestricted resources. The selected algorithms, being the most recently cited in the…

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…

High-Level Synthesis allows hardware designers to create complex RTL designs using C/C++. The traditional HLS workflow involves iterations of C/C++ simulation for partial functional verification and HLS synthesis for coarse timing…

A workload analysis technique is presented that processes data from operation type traces and creates a Hidden Markov Model (HMM) to represent the workload that generated those traces. The HMM can be used to create representative traces for…

We develop a simple routine unifying the analysis of several important recently-developed stochastic optimization methods including SAGA, Finito, and stochastic dual coordinate ascent (SDCA). First, we show an intrinsic connection between…