论文标题
用于州空间模型的有序矩阵dirichlet
The Ordered Matrix Dirichlet for State-Space Models
论文作者
论文摘要
现实世界中的许多动态系统都由具有内在顺序的潜在国家自然描述,例如“盟友”,“中立”和“敌人”关系中的国际关系中的关系。随着时间的流逝,这些潜在国家通过国家的合作与冲突互动表现出来。州空间模型(SSM)明确将观察到的测量的动力学与潜在状态的过渡联系起来。对于离散数据,SSM通常通过状态到状态发射矩阵和状态到州的过渡矩阵进行操作。本文将有序的矩阵dirichlet(OMD)引入了有序随机矩阵上的先验分布,其中KTH行中的离散分布随机主导(K+1)TH,因此概率质量质量在向下行时向右移动。我们说明了两个SSM中的OMD先验:隐藏的马尔可夫模型,以及针对国际关系数据量身定制的新型动态泊松塔克分解模型。我们发现,建立在OMD恢复可解释的有序潜在结构的模型的情况下,而无需丧失预测性能。我们建议将来的应用程序应用于其他域,其中具有随机矩阵的模型很受欢迎(例如主题建模),并发布对用户友好的代码。
Many dynamical systems in the real world are naturally described by latent states with intrinsic orderings, such as "ally", "neutral", and "enemy" relationships in international relations. These latent states manifest through countries' cooperative versus conflictual interactions over time. State-space models (SSMs) explicitly relate the dynamics of observed measurements to transitions in latent states. For discrete data, SSMs commonly do so through a state-to-action emission matrix and a state-to-state transition matrix. This paper introduces the Ordered Matrix Dirichlet (OMD) as a prior distribution over ordered stochastic matrices wherein the discrete distribution in the kth row stochastically dominates the (k+1)th, such that probability mass is shifted to the right when moving down rows. We illustrate the OMD prior within two SSMs: a hidden Markov model, and a novel dynamic Poisson Tucker decomposition model tailored to international relations data. We find that models built on the OMD recover interpretable ordered latent structure without forfeiting predictive performance. We suggest future applications to other domains where models with stochastic matrices are popular (e.g., topic modeling), and publish user-friendly code.