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math.OC2026
Duality Theory for Filter Stability in Hidden Markov Models
Prashant G. Mehta
This article is concerned with the problem of nonlinear (stochastic) filter stability for a discrete time hidden Markov model (HMM) with finite state and observation spaces. For th…
cs.LG2026
Transformer-like Inference from Optimal Control
Aditya Kudre, Heng-Sheng Chang, Prashant G. Mehta
Decoder-only transformers compute the conditional probability of the next token from a sequence of past observations. This paper derives, from first principles, inference architect…
eess.SY2026
Duality Theory for Non-Markovian Linear Gaussian Models
Aditya Kudre, Heng-Sheng Chang, Prashant G. Mehta
This work develops a duality theory for partially observed linear Gaussian models in discrete time. The state process evolves according to a causal but non-Markovian (or higher-ord…