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Mark Kozdoba

6 accepted papers

2023

Learning Hidden Markov Models When the Locations of Missing Observations are Unknown

ICML 2023poster

The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning algorithms rely crucially on the assumption that the positions of…

Cited by 0SourcePDFScholar
2022

Finite Sample Analysis Of Dynamic Regression Parameter Learning

NeurIPS 2022accept

We consider the dynamic linear regression problem, where the predictor vector may vary with time. This problem can be modeled as a linear dynamical system, with non-constant observation operator, where the parameters that need to be learned are the variance of both the process noise and the observat…

Cited by 0SourcePDFScholar