Learning Markov Processes as Sum-of-Square Forms for Analytical Belief Propagation
- URL: http://arxiv.org/abs/2604.07525v1
- Date: Wed, 08 Apr 2026 19:01:18 GMT
- Title: Learning Markov Processes as Sum-of-Square Forms for Analytical Belief Propagation
- Abstract summary: This paper proposes a functional modeling framework leveraging sparse Sum-of-Squares (SoS) forms for valid (conditional) density estimation.<n>We study the theoretical restrictions of modeling conditional densities using the SoS form, and propose a novel functional form for addressing such limitations.<n>Our results show that the proposed method achieves accuracy comparable to state-of-the-art approaches while requiring significantly less memory in low-dimensional spaces.
- Score: 10.143540866021542
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Harnessing the predictive capability of Markov process models requires propagating probability density functions (beliefs) through the model. For many existing models however, belief propagation is analytically infeasible, requiring approximation or sampling to generate predictions. This paper proposes a functional modeling framework leveraging sparse Sum-of-Squares (SoS) forms for valid (conditional) density estimation. We study the theoretical restrictions of modeling conditional densities using the SoS form, and propose a novel functional form for addressing such limitations. The proposed architecture enables generalized simultaneous learning of basis functions and coefficients, while preserving analytical belief propagation. In addition, we propose a training method that allows for exact adherence to the normalization and non-negativity constraints. Our results show that the proposed method achieves accuracy comparable to state-of-the-art approaches while requiring significantly less memory in low-dimensional spaces, and it further scales to 12D systems when existing methods fail beyond 2D.
Related papers
- A joint optimization approach to identifying sparse dynamics using least squares kernel collocation [70.13783231186183]
We develop an all-at-once modeling framework for learning systems of ordinary differential equations (ODE) from scarce, partial, and noisy observations of the states.<n>The proposed methodology amounts to a combination of sparse recovery strategies for the ODE over a function library combined with techniques from reproducing kernel Hilbert space (RKHS) theory for estimating the state and discretizing the ODE.
arXiv Detail & Related papers (2025-11-23T18:04:15Z) - Stochastic and Non-local Closure Modeling for Nonlinear Dynamical Systems via Latent Score-based Generative Models [0.0]
We propose a latent score-based generative AI framework for learning, non-local closure models and laws in nonlinear dynamical systems.<n>This work addresses a key challenge of modeling complex multiscale dynamical systems without a clear scale separation.
arXiv Detail & Related papers (2025-06-25T19:04:02Z) - Overcoming Dimensional Factorization Limits in Discrete Diffusion Models through Quantum Joint Distribution Learning [79.65014491424151]
We propose a quantum Discrete Denoising Diffusion Probabilistic Model (QD3PM)<n>It enables joint probability learning through diffusion and denoising in exponentially large Hilbert spaces.<n>This paper establishes a new theoretical paradigm in generative models by leveraging the quantum advantage in joint distribution learning.
arXiv Detail & Related papers (2025-05-08T11:48:21Z) - Multi-fidelity Parameter Estimation Using Conditional Diffusion Models [6.934199382834925]
We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems.<n>We use conditional generative models trained to sample the target conditional distribution.<n>We demonstrate the effectiveness of the proposed method on several numerical examples.
arXiv Detail & Related papers (2025-04-02T16:54:47Z) - Learning Latent Space Dynamics with Model-Form Uncertainties: A Stochastic Reduced-Order Modeling Approach [0.0]
This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems.
The proposed method captures these uncertainties by expanding the approximation space through the randomization of the projection matrix.
The efficacy of the approach is assessed on canonical problems in fluid mechanics by identifying and quantifying the impact of model-form uncertainties on the inferred operators.
arXiv Detail & Related papers (2024-08-30T19:25:28Z) - Semi-Parametric Inference for Doubly Stochastic Spatial Point Processes: An Approximate Penalized Poisson Likelihood Approach [3.085995273374333]
Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous process conditioned on the realization of a random intensity function.
Existing implementations of doubly-stochastic spatial models are computationally demanding, often have limited theoretical guarantee, and/or rely on restrictive assumptions.
arXiv Detail & Related papers (2023-06-11T19:48:39Z) - Spectral Representation Learning for Conditional Moment Models [33.34244475589745]
We propose a procedure that automatically learns representations with controlled measures of ill-posedness.
Our method approximates a linear representation defined by the spectral decomposition of a conditional expectation operator.
We show this representation can be efficiently estimated from data, and establish L2 consistency for the resulting estimator.
arXiv Detail & Related papers (2022-10-29T07:48:29Z) - Numerically Stable Sparse Gaussian Processes via Minimum Separation
using Cover Trees [57.67528738886731]
We study the numerical stability of scalable sparse approximations based on inducing points.
For low-dimensional tasks such as geospatial modeling, we propose an automated method for computing inducing points satisfying these conditions.
arXiv Detail & Related papers (2022-10-14T15:20:17Z) - Bayesian Spatial Predictive Synthesis [8.66529877559667]
spatial dependence is a prevalent and critical issue in spatial data analysis and prediction.<n>We propose a novel Bayesian ensemble methodology that captures spatially-varying model uncertainty.<n>We show that our method provides a finite sample theoretical guarantee for its predictive performance.
arXiv Detail & Related papers (2022-03-10T07:16:29Z) - PSD Representations for Effective Probability Models [117.35298398434628]
We show that a recently proposed class of positive semi-definite (PSD) models for non-negative functions is particularly suited to this end.
We characterize both approximation and generalization capabilities of PSD models, showing that they enjoy strong theoretical guarantees.
Our results open the way to applications of PSD models to density estimation, decision theory and inference.
arXiv Detail & Related papers (2021-06-30T15:13:39Z) - MINIMALIST: Mutual INformatIon Maximization for Amortized Likelihood
Inference from Sampled Trajectories [61.3299263929289]
Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice.
One class of methods uses data simulated with different parameters to infer an amortized estimator for the likelihood-to-evidence ratio.
We show that this approach can be formulated in terms of mutual information between model parameters and simulated data.
arXiv Detail & Related papers (2021-06-03T12:59:16Z) - Autoregressive Score Matching [113.4502004812927]
We propose autoregressive conditional score models (AR-CSM) where we parameterize the joint distribution in terms of the derivatives of univariable log-conditionals (scores)
For AR-CSM models, this divergence between data and model distributions can be computed and optimized efficiently, requiring no expensive sampling or adversarial training.
We show with extensive experimental results that it can be applied to density estimation on synthetic data, image generation, image denoising, and training latent variable models with implicit encoders.
arXiv Detail & Related papers (2020-10-24T07:01:24Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.