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Port the Accumulated Cutoff Discrepancy Criterion (Li et al., 2026) from StateSpaceDynamics.jl PR #87, re-scoped to work with any AbstractHMM from HiddenMarkovModels.jl rather than SSD-internal model types. - Model-agnostic core (src/acdc/interface.jl): result types, the KL/KS/ Wasserstein/SquaredError/MMD discrepancies, and acdc_loss/acdc_select/ get_critical_rho_values. - Driver recovery (src/acdc/drivers.jl) runs off the standard Distributions PIT: cdf for continuous, randomized PIT for discrete, Cholesky-Rosenblatt for MvNormal. This subsumes the original Gaussian/Poisson/Bernoulli/ regression adapters and covers any standard emission; custom emissions add one _emission_to_driver method. - HiddenMarkovModels is a weak dependency: the stochastic_drivers(::AbstractHMM) method lives in a package extension, keeping EmissionModels usable standalone. - New hard deps: NearestNeighbors (KL kNN), Statistics. GMM/PMM/PPCA adapters and WrappedCauchy support were intentionally dropped (no counterpart types in HiddenMarkovModels.jl / EmissionModels.jl). Co-Authored-By: nguyenston <phucnguyen1999.nn@gmail.com>
Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #22 +/- ##
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- Coverage 99.34% 99.11% -0.23%
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Files 3 6 +3
Lines 759 1014 +255
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+ Hits 754 1005 +251
- Misses 5 9 +4 ☔ View full report in Codecov by Harness. 🚀 New features to boost your workflow:
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- Format: relocate an inline block comment in glm.jl that JuliaFormatter v2
(the version CI pins) strips; repo now passes `format(".", overwrite=false)`.
- Docs: add docs/src/acdc.md documenting the ACDC public API and register it in
make.jl; convert ACDC internal-helper docstrings to comments (matching the
project convention) so Documenter's checkdocs=:all passes.
- Coverage: add tests for the KL too-few-samples path, multivariate
SquaredError/Wasserstein, the MMD block-averaging path, the unsupported-
emission error, and HMM adapter argument validation.
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@rsenne I'm currently preparing for my thesis defense. Thank you for porting it through the refactor. I will definitely take a look at this in about 2 weeks. Hope that's ok |
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Hi @nguyenston no worries, good luck with your thesis defense! just ping me when ready, no rush on this |
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Hi @nguyenston just wanted to follow up on this--hope your thesis defense went well! |
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@rsenne yes, I've just submitted the document to library, I will start looking at this now |
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Congrats! Also, feel free to open up any PRs related to work you'd like to showcase (e.g., your paper had the animal tracking example IIRC so that feels on brand here and could be added in docs, where you could also cite yourself!) Of course no pressure, just wanted to let you know contributions are welcome. Am hoping to add this package to registry in next month or so |
2 participants
Ports over ACDC from this PR. In StateSpaceDynamics.jl. This is a better spot for it as SSD no longer supports HMMs and is refocusing to LDS models explicitly
@nguyenston Would you like to review this? Its you code but ported here and mended a little. Please let me know how that sounds! I don't want your effort to go to waste. I've also credited you on this PR