Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior distribution is generally intractable for large discrete systems and for nonlinear continuous systems, so a good deal of effort has gone into developing robust approximation algorithms. This paper describes a simple stochastic approximation algorithm for filtering called {em decayed MCMC}. The algorithm applies Markov chain Monte Carlo sampling to the space of state trajectories using a proposal distribution that favours flips of more recent state variables. The formal analysis of the algorithm involves a generalization of standard coupling arguments for MCMC convergence. We prove that for any ergodic underlying Markov process, the convergence time of decayed MCMC with inverse-polynomial decay remains bounded as the length of the observation sequence grows. We show experimentally that decayed MCMC is at least competitive with other approximation algorithms such as particle filtering.

Identity uncertainty is a pervasive problem in real-world data analysis. It arises whenever objects are not labeled with unique identifiers or when those identifiers may not be perceived perfectly. In such cases, two observations mayor may not correspond to the same object. In this paper, we consider the problem in the context of citation matching--the problem ofdeciding which citations correspond to the same publication. Our approach is based on the use of a relational probability model to define a generative model for the domain, including models of author and title corruption and a probabilistic citation grammar. Identity uncertainty is handled by extending standard models to incorporate probabilities over the possible mappings between terms in the language and objects in the domain. Inference is based on Markov chain Monte Carlo, augmented with specific methods for generating efficient proposals when the domain contains many objects. Results on several citation data sets show that the method outperforms current algorithms for citation matching. The declarative, relational nature of the model also means that our algorithm can determine object characteristics such as author names by combining multiple citations of multiple papers.

Identity uncertainty is a pervasive problem in real-world data analysis. It arises whenever objects are not labeled with unique identifiers or when those identifiers may not be perceived perfectly. In such cases, two observations may or may not correspond to the same object. In this paper, we consider the problem in the context of citation matching--the problem of deciding which citations correspond to the same publication. Our approach is based on the use of a relational probability model to define a generative model for the domain, including models of author and title corruption and a probabilistic citation grammar. Identity uncertainty is handled by extending standard models to incorporate probabilities over the possible mappings between terms in the language and objects in the domain. Inference is based on Markov chain Monte Carlo, augmented with specific methods for generating efficient proposals when the domain contains many objects. Results on several citation data sets show that the method outperforms current algorithms for citation matching. The declarative, relational nature of the model also means that our algorithm can determine object characteristics such as author names by combining multiple citations of multiple papers.

Identity uncertainty is a pervasive problem in real-world data analysis. It arises whenever objects are not labeled with unique identifiers or when those identifiers may not be perceived perfectly. In such cases, two observations may or may not correspond to the same object. In this paper, we consider the problem in the context of citation matching--the problem of deciding which citations correspond to the same publication. Our approach is based on the use of a relational probability model to define a generative model for the domain, including models of author and title corruption and a probabilistic citation grammar. Identity uncertainty is handled by extending standard models to incorporate probabilities over the possible mappings between terms in the language and objects in the domain. Inference is based on Markov chain Monte Carlo, augmented with specific methods for generating efficient proposals when the domain contains many objects. Results on several citation data sets show that the method outperforms current algorithms for citation matching. The declarative, relational nature of the model also means that our algorithm can determine object characteristics such as author names by combining multiple citations of multiple papers.