A probabilistic algorithm for aggregating vastly undersampled large Markov chains

Model reduction of large Markov chains is an essential step in a wide array of techniques for understanding complex systems and for efficiently learning structures from high-dimensional data. We present a novel aggregation algorithm for compressing such chains that exploits a specific lowrank structure in the transition matrix which, e.g., is present in metastable systems, among others. It enables the recovery of the aggregates from a vastly undersampled transition matrix which in practical applications may gain a speedup of several orders of magnitude over methods that require the full transition matrix. Moreover, we show that the new technique is robust under perturbation of the transition matrix. The practical applicability of the new method is demonstrated by identifying a reduced model for the large-scale traffic flow patterns from real-world taxi trip data

Processing hidden Markov models using recurrent neural networks for biological applications

Philosophiae Doctor - PhDIn this thesis, we present a novel hybrid architecture by combining the most popular sequence recognition models such as Recurrent Neural Networks (RNNs) and Hidden Markov Models (HMMs). Though sequence recognition problems could be potentially modelled through well trained HMMs, they could not provide a reasonable solution to the complicated recognition problems. In contrast, the ability of RNNs to recognize the complex sequence recognition problems is known to be exceptionally good. It should be noted that in the past, methods for applying HMMs into RNNs have been developed by other researchers. However, to the best of our knowledge, no algorithm for processing HMMs through learning has been given. Taking advantage of the structural similarities of the architectural dynamics of the RNNs and HMMs, in this work we analyze the combination of these two systems into the hybrid architecture. To this end, the main objective of this study is to improve the sequence recognition/classi_cation performance by applying a hybrid neural/symbolic approach. In particular, trained HMMs are used as the initial symbolic domain theory and directly encoded into appropriate RNN architecture, meaning that the prior knowledge is processed through the training of RNNs. Proposed algorithm is then implemented on sample test beds and other real time biological applications