paper-with-me

Papers

Estimation of Markov Chain via Rank-Constrained Likelihood

2018-04-03 · ICML 2018 7 · Xudong Li, Mengdi Wang, Anru Zhang

This paper studies the estimation of low-rank Markov chains from empirical trajectories. We propose a non-convex estimator based on rank-constrained likelihood maximization. Statistical upper bounds are provided for the Kullback-Leiber divergence and the $\ell_2$ risk between the estimator and the true transition matrix. The estimator reveals a compressed state space of the Markov chain. We also develop a novel DC (difference of convex function) programming algorithm to tackle the rank-constrained non-smooth optimization problem. Convergence results are established. Experiments show that the proposed estimator achieves better empirical performance than other popular approaches.

📄 PDF Abstract BibTeX arXiv:1804.00795

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Covariance estimation using Markov chain Monte Carlo

2024-10-22 · Yunbum Kook, Matthew S. Zhang

We investigate the complexity of covariance matrix estimation for Gibbs distributions based on dependent samples from a Markov chain. We show that when $\pi$ satisfies a Poincar\'e inequality and the chain possesses a sp…

Joint estimation of quantile planes over arbitrary predictor spaces

2015-07-11 · Yun Yang, Surya Tokdar

In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes …

Econometricsparameter estimationquantile regression

Learning Deep Latent Gaussian Models with Markov Chain Monte Carlo

2017-08-01 · ICML 2017 8 · Matthew D. Hoffman

Deep latent Gaussian models are powerful and popular probabilistic models of high-dimensional data. These models are almost always fit using variational expectation-maximization, an approximation to true maximum-mar…

A Comparative Study of Gamma Markov Chains for Temporal Non-Negative Matrix Factorization

2020-06-23 · Louis Filstroff, Olivier Gouvert, Cédric Févotte, Olivier Cappé

Non-negative matrix factorization (NMF) has become a well-established class of methods for the analysis of non-negative data. In particular, a lot of effort has been devoted to probabilistic NMF, namely estimation or inf…

Time SeriesTime Series Analysis

Maximum likelihood trajectories for continuous-time Markov chains

2009-12-01 · NeurIPS 2009 12 · Theodore J. Perkins

Continuous-time Markov chains are used to model systems in which transitions between states as well as the time the system spends in each state are random. Many computational problems related to such chains have been so…

parameter estimation