Learning probability distributions generated by finite-state machines

We review methods for inference of probability distributions generated by probabilistic automata and related models for sequence generation. We focus on methods that can be proved to learn in the inference in the limit and PAC formal models. The methods we review are state merging and state splitting methods for probabilistic deterministic automata and the recently developed spectral method for nondeterministic probabilistic automata. In both cases, we derive them from a high-level algorithm described in terms of the Hankel matrix of the distribution to be learned, given as an oracle, and then describe how to adapt that algorithm to account for the error introduced by a finite sample.Peer ReviewedPostprint (author's final draft

Information Recovery from Pairwise Measurements

A variety of information processing tasks in practice involve recovering $n$ objects from single-shot graph-based measurements, particularly those taken over the edges of some measurement graph $\mathcal{G}$. This paper concerns the situation where each object takes value over a group of $M$ different values, and where one is interested to recover all these values based on observations of certain pairwise relations over $\mathcal{G}$. The imperfection of measurements presents two major challenges for information recovery: 1) $\textit{inaccuracy}$: a (dominant) portion $1-p$ of measurements are corrupted; 2) $\textit{incompleteness}$: a significant fraction of pairs are unobservable, i.e. $\mathcal{G}$ can be highly sparse. Under a natural random outlier model, we characterize the $\textit{minimax recovery rate}$, that is, the critical threshold of non-corruption rate $p$ below which exact information recovery is infeasible. This accommodates a very general class of pairwise relations. For various homogeneous random graph models (e.g. Erdos Renyi random graphs, random geometric graphs, small world graphs), the minimax recovery rate depends almost exclusively on the edge sparsity of the measurement graph $\mathcal{G}$ irrespective of other graphical metrics. This fundamental limit decays with the group size $M$ at a square root rate before entering a connectivity-limited regime. Under the Erdos Renyi random graph, a tractable combinatorial algorithm is proposed to approach the limit for large $M$ ($M=n^{\Omega(1)}$), while order-optimal recovery is enabled by semidefinite programs in the small $M$ regime. The extended (and most updated) version of this work can be found at (http://arxiv.org/abs/1504.01369).Comment: This version is no longer updated -- please find the latest version at (arXiv:1504.01369