相关论文: Pairwise Choice Markov Chains

In this paper, we develop a systematic method for constructing a generalized discrete-time control Lyapunov function for the flexible-step Model Predictive Control (MPC) scheme, recently introduced in [2], when restricted to the class of…

Assortment optimization is an important problem that arises in many industries such as retailing and online advertising where the goal is to find a subset of products from a universe of substitutable products which maximize seller's…

School choice mechanism designers use discrete choice models to understand and predict families' preferences. The most widely-used choice model, the multinomial logit (MNL), is linear in school and/or household attributes. While the model…

Travel providers such as airlines and on-line travel agents are becoming more and more interested in understanding how passengers choose among alternative itineraries when searching for flights. This knowledge helps them better display and…

A new class of Markov chain Monte Carlo (MCMC) algorithms, based on simulating piecewise deterministic Markov processes (PDMPs), have recently shown great promise: they are non-reversible, can mix better than standard MCMC algorithms, and…

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

The ubiquitous proliferation of online social networks has led to the widescale emergence of relational graphs expressing unique patterns in link formation and descriptive user node features. Matrix Factorization and Completion have become…

We introduce neural Markov logic networks (NMLNs), a statistical relational learning system that borrows ideas from Markov logic. Like Markov logic networks (MLNs), NMLNs are an exponential-family model for modelling distributions over…

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

In this paper, we first extend the celebrated PageRank modification to a higher-order Markov chain. Although this system has attractive theoretical properties, it is computationally intractable for many interesting problems. We next study a…

Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Markov networks are widely studied and used throughout multivariate statistics and computer science. In particular, the problem of learning the structure of Markov networks from data without invoking chordality assumptions in order to…

Many prediction problems on social networks, from recommendations to anomaly detection, can be approached by modeling network data as a sequence of relational events and then leveraging the resulting model for prediction. Conditional logit…

We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…

Most successful applications of deep learning involve similar training and test conditions. However, tasks such as biological sequence design involve searching for sequences that improve desirable properties beyond previously known values,…

Verifying quantum systems has attracted a lot of interest in the last decades.In this paper, we study the quantitative model-checking of quantum continuous-time Markov chains (quantum CTMCs). The branching-time properties of quantum CTMCs…

This paper introduces the Mixed Aggregate Preference Logit (MAPL, pronounced "maple'') model, a novel class of discrete choice models that leverages machine learning to model unobserved heterogeneity in discrete choice analysis. The…

Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for…

Bayesian methods for graphical log-linear marginal models have not been developed in the same extent as traditional frequentist approaches. In this work, we introduce a novel Bayesian approach for quantitative learning for such models.…