相关论文: Generative Discrete Event Process Simulation for H…

Control applications often feature tasks with similar, but not identical, dynamics. We introduce the Hidden Parameter Markov Decision Process (HiP-MDP), a framework that parametrizes a family of related dynamical systems with a…

Timed discrete-event systems (TDES), which is a modelling formalism proposed by Brandin and Wonham, can be used for modelling scheduling and production planning problems. This paper aims to show that TDES are essentially synchronous product…

Hidden Quantum Markov Models (HQMMs) can be thought of as quantum probabilistic graphical models that can model sequential data. We extend previous work on HQMMs with three contributions: (1) we show how classical hidden Markov models…

Learning and understanding the typical patterns in the daily activities and routines of people from low-level sensory data is an important problem in many application domains such as building smart environments, or providing intelligent…

The increasing luminosities of future Large Hadron Collider runs and next generation of collider experiments will require an unprecedented amount of simulated events to be produced. Such large scale productions are extremely demanding in…

Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

We propose a novel probabilistic framework to model continuous-time interaction events data. Our goal is to infer the \emph{implicit} community structure underlying the temporal interactions among entities, and also to exploit how the…

We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…

This report describes a new technique for inducing the structure of Hidden Markov Models from data which is based on the general `model merging' strategy (Omohundro 1992). The process begins with a maximum likelihood HMM that directly…

We construct realistic equity option market simulators based on generative adversarial networks (GANs). We consider recurrent and temporal convolutional architectures, and assess the impact of state compression. Option market simulators are…

Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…

In the era of generative AI, deep generative models (DGMs) with latent representations have gained tremendous popularity. Despite their impressive empirical performance, the statistical properties of these models remain underexplored. DGMs…

Developing models and algorithms to predict nonstationary time series is a long standing statistical problem. It is crucial for many applications, in particular for fashion or retail industries, to make optimal inventory decisions and avoid…

Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…

The problem of situational awareness (SAW) is investigated from the probabilistic modeling point of view. Taking the situation as a hidden variable, we introduce a hidden Markov model (HMM) and an extended state space model (ESSM) to…

Data collected by wearable devices in sports provide valuable information about an athlete's behavior such as their activity, performance, and ability. These time series data can be studied with approaches such as hidden Markov and…

Hidden Markov models provide a natural statistical framework for the detection of the copy number variations (CNV) in genomics. In this paper, we consider a Hidden Markov Model involving several correlated hidden processes at the same time.…

We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…

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…

Automatically reasoning about future human behaviors is a difficult problem but has significant practical applications to assistive systems. Part of this difficulty stems from learning systems' inability to represent all kinds of behaviors.…