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Main Authors: Marwitz, Florian Andreas, Möller, Ralf, Bender, Magnus, Gehrke, Marcel
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2506.07578
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author Marwitz, Florian Andreas
Möller, Ralf
Bender, Magnus
Gehrke, Marcel
author_facet Marwitz, Florian Andreas
Möller, Ralf
Bender, Magnus
Gehrke, Marcel
contents Inference in dynamic probabilistic models is a complex task involving expensive operations. In particular, for Hidden Markov Models, the whole state space has to be enumerated for advancing in time. Even states with negligible probabilities are considered, resulting in computational inefficiency and possibly increased noise due to the propagation of unlikely probability mass. We propose to denoise the future and speed up inference by using only the top-p transitions, i.e., the most probable transitions with accumulated probability p. We show that the error introduced by using only the top-p transitions is bound by $p$ and the so-called minimal mixing rate of the underlying model. We also show the same bound when using only the top-p states, which is the same, just for the states. Moreover, in our empirical evaluation, we show that we can, when using top-p transitions, expect speedups of at least an order of magnitude, while the error in terms of total variation distance is below 0.09. Using the top-p states is slower than top-p transitions since we iterate over all states in each time step and sometimes lead empirically to a higher error. With a more sophisticated implementation, the speed-up, if any, would be really small. While top-p transitions look really promising, we cannot recommend top-p states and discuss why it is of the slower, while the error does not necessarily decrease.
format Preprint
id arxiv_https___arxiv_org_abs_2506_07578
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Denoising the Future: Top-p Distributions for Moving Through Time
Marwitz, Florian Andreas
Möller, Ralf
Bender, Magnus
Gehrke, Marcel
Machine Learning
Artificial Intelligence
Inference in dynamic probabilistic models is a complex task involving expensive operations. In particular, for Hidden Markov Models, the whole state space has to be enumerated for advancing in time. Even states with negligible probabilities are considered, resulting in computational inefficiency and possibly increased noise due to the propagation of unlikely probability mass. We propose to denoise the future and speed up inference by using only the top-p transitions, i.e., the most probable transitions with accumulated probability p. We show that the error introduced by using only the top-p transitions is bound by $p$ and the so-called minimal mixing rate of the underlying model. We also show the same bound when using only the top-p states, which is the same, just for the states. Moreover, in our empirical evaluation, we show that we can, when using top-p transitions, expect speedups of at least an order of magnitude, while the error in terms of total variation distance is below 0.09. Using the top-p states is slower than top-p transitions since we iterate over all states in each time step and sometimes lead empirically to a higher error. With a more sophisticated implementation, the speed-up, if any, would be really small. While top-p transitions look really promising, we cannot recommend top-p states and discuss why it is of the slower, while the error does not necessarily decrease.
title Denoising the Future: Top-p Distributions for Moving Through Time
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2506.07578