On the Stochastic Stability of Deep Markov Models

• URL: http://arxiv.org/abs/2111.04601v1
• Date: Mon, 8 Nov 2021 16:14:37 GMT
• Title: On the Stochastic Stability of Deep Markov Models
• Abstract summary: Deep Markov models (DMM) are scalable generalizations of Markov models for representation, learning, and inference problems. We provide sufficient conditions of DMM's probabilistic stability as defined in the context of dynamical systems. We propose a few practical methods for designing constrained DMMs with guaranteed stability.
• Score: 2.417285483528549
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Deep Markov models (DMM) are generative models that are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models have not been thoroughly investigated. In this paper, we provide sufficient conditions of DMM's stochastic stability as defined in the context of dynamical systems and propose a stability analysis method based on the contraction of probabilistic maps modeled by deep neural networks. We make connections between the spectral properties of neural network's weights and different types of used activation functions on the stability and overall dynamic behavior of DMMs with Gaussian distributions. Based on the theory, we propose a few practical methods for designing constrained DMMs with guaranteed stability. We empirically substantiate our theoretical results via intuitive numerical experiments using the proposed stability constraints.

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