Reinforcement learning of pomdps using spectral methods
We propose a new reinforcement learning algorithm for partially observable Markov
decision processes (POMDP) based on spectral decomposition methods. While spectral …
decision processes (POMDP) based on spectral decomposition methods. While spectral …
State aggregation learning from markov transition data
State aggregation is a popular model reduction method rooted in optimal control. It reduces
the complexity of engineering systems by map** the system's states into a small number …
the complexity of engineering systems by map** the system's states into a small number …
Contrastive learning using spectral methods
In many natural settings, the analysis goal is not to characterize a single data set in isolation,
but rather to understand the difference between one set of observations and another. For …
but rather to understand the difference between one set of observations and another. For …
Statistical and computational guarantees for the Baum-Welch algorithm
The Hidden Markov Model (HMM) is one of the mainstays of statistical modeling of discrete
time series, with applications including speech recognition, computational biology, computer …
time series, with applications including speech recognition, computational biology, computer …
Implementation and learning of quantum hidden markov models
V Markov, V Rastunkov, A Deshmukh, D Fry… - arxiv preprint arxiv …, 2022 - arxiv.org
In this article we use the theory of quantum channels and open quantum systems to provide
an efficient unitary characterization of a class of stochastic generators known as quantum …
an efficient unitary characterization of a class of stochastic generators known as quantum …
Provable hierarchical imitation learning via EM
Due to recent empirical successes, the options framework for hierarchical reinforcement
learning is gaining increasing popularity. Rather than learning from rewards, we consider …
learning is gaining increasing popularity. Rather than learning from rewards, we consider …
Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes
We observe that the technique of Markov contraction can be used to establish measure
concentration for a broad class of noncontracting chains. In particular, geometric ergodicity …
concentration for a broad class of noncontracting chains. In particular, geometric ergodicity …
SDP relaxation with randomized rounding for energy disaggregation
We develop a scalable, computationally efficient method for the task of energy
disaggregation for home appliance monitoring. In this problem the goal is to estimate the …
disaggregation for home appliance monitoring. In this problem the goal is to estimate the …
Low-rank spectral learning
Spectral learning methods have recently been proposed as alternatives to slow, non-convex
optimization algorithms like EM for a variety of probabilistic models in which hidden …
optimization algorithms like EM for a variety of probabilistic models in which hidden …
Learning Hidden Markov Models Using Conditional Samples
This paper is concerned with the computational and statistical complexity of learning the
Hidden Markov model (HMM). Although HMMs are some of the most widely used tools in …
Hidden Markov model (HMM). Although HMMs are some of the most widely used tools in …