On Computing the Total Variation Distance of Hidden Markov Models

We prove results on the decidability and complexity of computing the total variation distance (equivalently, the L_1-distance) of hidden Markov models (equivalently, labelled Markov chains). This distance measures the difference between the distributions on words that two hidden Markov models induce. The main results are: (1) it is undecidable whether the distance is greater than a given threshold; (2) approximation is #P-hard and in PSPACE

On the Inability of Markov Models to Capture Criticality in Human Mobility

We examine the non-Markovian nature of human mobility by exposing the inability of Markov models to capture criticality in human mobility. In particular, the assumed Markovian nature of mobility was used to establish a theoretical upper bound on the predictability of human mobility (expressed as a minimum error probability limit), based on temporally correlated entropy. Since its inception, this bound has been widely used and empirically validated using Markov chains. We show that recurrent-neural architectures can achieve significantly higher predictability, surpassing this widely used upper bound. In order to explain this anomaly, we shed light on several underlying assumptions in previous research works that has resulted in this bias. By evaluating the mobility predictability on real-world datasets, we show that human mobility exhibits scale-invariant long-range correlations, bearing similarity to a power-law decay. This is in contrast to the initial assumption that human mobility follows an exponential decay. This assumption of exponential decay coupled with Lempel-Ziv compression in computing Fano's inequality has led to an inaccurate estimation of the predictability upper bound. We show that this approach inflates the entropy, consequently lowering the upper bound on human mobility predictability. We finally highlight that this approach tends to overlook long-range correlations in human mobility. This explains why recurrent-neural architectures that are designed to handle long-range structural correlations surpass the previously computed upper bound on mobility predictability

Learning loopy graphical models with latent variables: Efficient methods and guarantees

The problem of structure estimation in graphical models with latent variables is considered. We characterize conditions for tractable graph estimation and develop efficient methods with provable guarantees. We consider models where the underlying Markov graph is locally tree-like, and the model is in the regime of correlation decay. For the special case of the Ising model, the number of samples $n$ required for structural consistency of our method scales as $n=\Omega(\theta_{\min}^{-\delta\eta(\eta+1)-2}\log p)$, where p is the number of variables, $\theta_{\min}$ is the minimum edge potential, $\delta$ is the depth (i.e., distance from a hidden node to the nearest observed nodes), and $\eta$ is a parameter which depends on the bounds on node and edge potentials in the Ising model. Necessary conditions for structural consistency under any algorithm are derived and our method nearly matches the lower bound on sample requirements. Further, the proposed method is practical to implement and provides flexibility to control the number of latent variables and the cycle lengths in the output graph.Comment: Published in at http://dx.doi.org/10.1214/12-AOS1070 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Recovering Structured Probability Matrices

We consider the problem of accurately recovering a matrix B of size M by M , which represents a probability distribution over M2 outcomes, given access to an observed matrix of "counts" generated by taking independent samples from the distribution B. How can structural properties of the underlying matrix B be leveraged to yield computationally efficient and information theoretically optimal reconstruction algorithms? When can accurate reconstruction be accomplished in the sparse data regime? This basic problem lies at the core of a number of questions that are currently being considered by different communities, including building recommendation systems and collaborative filtering in the sparse data regime, community detection in sparse random graphs, learning structured models such as topic models or hidden Markov models, and the efforts from the natural language processing community to compute "word embeddings". Our results apply to the setting where B has a low rank structure. For this setting, we propose an efficient algorithm that accurately recovers the underlying M by M matrix using Theta(M) samples. This result easily translates to Theta(M) sample algorithms for learning topic models and learning hidden Markov Models. These linear sample complexities are optimal, up to constant factors, in an extremely strong sense: even testing basic properties of the underlying matrix (such as whether it has rank 1 or 2) requires Omega(M) samples. We provide an even stronger lower bound where distinguishing whether a sequence of observations were drawn from the uniform distribution over M observations versus being generated by an HMM with two hidden states requires Omega(M) observations. This precludes sublinear-sample hypothesis tests for basic properties, such as identity or uniformity, as well as sublinear sample estimators for quantities such as the entropy rate of HMMs

Distinguishing Hidden Markov Chains

Hidden Markov Chains (HMCs) are commonly used mathematical models of probabilistic systems. They are employed in various fields such as speech recognition, signal processing, and biological sequence analysis. We consider the problem of distinguishing two given HMCs based on an observation sequence that one of the HMCs generates. More precisely, given two HMCs and an observation sequence, a distinguishing algorithm is expected to identify the HMC that generates the observation sequence. Two HMCs are called distinguishable if for every $\varepsilon > 0$ there is a distinguishing algorithm whose error probability is less than $\varepsilon$. We show that one can decide in polynomial time whether two HMCs are distinguishable. Further, we present and analyze two distinguishing algorithms for distinguishable HMCs. The first algorithm makes a decision after processing a fixed number of observations, and it exhibits two-sided error. The second algorithm processes an unbounded number of observations, but the algorithm has only one-sided error. The error probability, for both algorithms, decays exponentially with the number of processed observations. We also provide an algorithm for distinguishing multiple HMCs. Finally, we discuss an application in stochastic runtime verification.Comment: This is the full version of a LICS'16 pape

Kinetic distance and kinetic maps from molecular dynamics simulation

Characterizing macromolecular kinetics from molecular dynamics (MD) simulations requires a distance metric that can distinguish slowly-interconverting states. Here we build upon diffusion map theory and define a kinetic distance for irreducible Markov processes that quantifies how slowly molecular conformations interconvert. The kinetic distance can be computed given a model that approximates the eigenvalues and eigenvectors (reaction coordinates) of the MD Markov operator. Here we employ the time-lagged independent component analysis (TICA). The TICA components can be scaled to provide a kinetic map in which the Euclidean distance corresponds to the kinetic distance. As a result, the question of how many TICA dimensions should be kept in a dimensionality reduction approach becomes obsolete, and one parameter less needs to be specified in the kinetic model construction. We demonstrate the approach using TICA and Markov state model (MSM) analyses for illustrative models, protein conformation dynamics in bovine pancreatic trypsin inhibitor and protein-inhibitor association in trypsin and benzamidine

Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space

This paper considers hidden Markov models where the observations are given as the sum of a latent state which lies in a general state space and some independent noise with unknown distribution. It is shown that these fully nonparametric translation models are identifiable with respect to both the distribution of the latent variables and the distribution of the noise, under mostly a light tail assumption on the latent variables. Two nonparametric estimation methods are proposed and we prove that the corresponding estimators are consistent for the weak convergence topology. These results are illustrated with numerical experiments

A cross-center smoothness prior for variational Bayesian brain tissue segmentation

Suppose one is faced with the challenge of tissue segmentation in MR images, without annotators at their center to provide labeled training data. One option is to go to another medical center for a trained classifier. Sadly, tissue classifiers do not generalize well across centers due to voxel intensity shifts caused by center-specific acquisition protocols. However, certain aspects of segmentations, such as spatial smoothness, remain relatively consistent and can be learned separately. Here we present a smoothness prior that is fit to segmentations produced at another medical center. This informative prior is presented to an unsupervised Bayesian model. The model clusters the voxel intensities, such that it produces segmentations that are similarly smooth to those of the other medical center. In addition, the unsupervised Bayesian model is extended to a semi-supervised variant, which needs no visual interpretation of clusters into tissues.Comment: 12 pages, 2 figures, 1 table. Accepted to the International Conference on Information Processing in Medical Imaging (2019