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There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

Methodology · Statistics 2012-09-11 Matthew J. Johnson , Alan S. Willsky

Hidden Markov models with observations in a Euclidean space play an important role in signal and image processing. Previous work extending to models where observations lie in Riemannian manifolds based on the Baum-Welch algorithm suffered…

Machine Learning · Computer Science 2022-07-05 Quinten Tupker , Salem Said , Cyrus Mostajeran

Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…

Statistics Theory · Mathematics 2024-07-18 Yang Chen , Cheng-Der Fuh , Chu-Lan Michael Kao

Hidden Markov models (HMMs) and conditional random fields (CRFs) are two popular techniques for modeling sequential data. Inference algorithms designed over CRFs and HMMs allow estimation of the state sequence given the observations. In…

Artificial Intelligence · Computer Science 2012-02-20 Gungor Polatkan , Oncel Tuzel

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

We present a new algorithm for discovering patterns in time series and other sequential data. We exhibit a reliable procedure for building the minimal set of hidden, Markovian states that is statistically capable of producing the behavior…

Machine Learning · Computer Science 2007-05-23 Cosma Rohilla Shalizi , Kristina Lisa Shalizi , James P. Crutchfield

In this article, we use the theory of quantum channels and open quantum systems to provide an efficient unitary characterization of a class of stochastic generators known as quantum hidden Markov models (QHMMs). By utilizing the unitary…

Quantum Physics · Physics 2025-02-27 Vanio Markov , Vladimir Rastunkov , Amol Deshmukh , Daniel Fry , Charlee Stefanski

Hidden Markov Models (HMMs) are a commonly used tool for inference of transcription factor (TF) binding sites from DNA sequence data. We exploit the mathematical equivalence between HMMs for TF binding and the "inverse" statistical…

Statistical Mechanics · Physics 2015-05-19 Pankaj Mehta , David Schwab , Anirvan M. Sengupta

We present a lightweight approach to sequence classification using Ensemble Methods for Hidden Markov Models (HMMs). HMMs offer significant advantages in scenarios with imbalanced or smaller datasets due to their simplicity,…

Machine Learning · Computer Science 2024-09-13 Maxime Kawawa-Beaudan , Srijan Sood , Soham Palande , Ganapathy Mani , Tucker Balch , Manuela Veloso

Hidden Markov models (HMMs) are commonly used for disease progression modeling when the true patient health state is not fully known. Since HMMs typically have multiple local optima, incorporating additional patient covariates can improve…

Machine Learning · Statistics 2021-10-05 Matt Baucum , Anahita Khojandi , Theodore Papamarkou

In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…

Machine Learning · Statistics 2012-06-25 Stevenn Volant , Caroline Bérard , Marie-Laure Martin-Magniette , Stéphane Robin

We consider the problem of predicting the next observation given a sequence of past observations, and consider the extent to which accurate prediction requires complex algorithms that explicitly leverage long-range dependencies. Perhaps…

Machine Learning · Computer Science 2018-06-29 Vatsal Sharan , Sham Kakade , Percy Liang , Gregory Valiant

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade

We propose an information theoretic framework for quantitative assessment of acoustic modeling for hidden Markov model (HMM) based automatic speech recognition (ASR). Acoustic modeling yields the probabilities of HMM sub-word states for a…

Sound · Computer Science 2017-11-09 Pranay Dighe , Afsaneh Asaei , Hervé Bourlard

In this paper, we consider the filtering and smoothing recursions in nonparametric finite state space hidden Markov models (HMMs) when the parameters of the model are unknown and replaced by estimators. We provide an explicit and time…

Statistics Theory · Mathematics 2015-07-24 Yohann De Castro , Elisabeth Gassiat , Sylvain Le Corff

This research work is about recent development made in speech recognition. In this research work, analysis of isolated digit recognition in the presence of different bit rates and at different noise levels has been performed. This research…

Computation and Language · Computer Science 2022-08-30 Muskan Garg , Naveen Aggarwal

Eye Movement analysis with Hidden Markov Models (EMHMM) is a method for modeling eye fixation sequences using hidden Markov models (HMMs). In this report, we run a simulation study to investigate the estimation error for learning HMMs with…

Machine Learning · Statistics 2019-06-26 Antoni B. Chan , Janet H. Hsiao

Hidden Markov models (HMMs) have been extensively used in the univariate and multivariate literature. However, there has been an increased interest in the analysis of matrix-variate data over the recent years. In this manuscript we…

Methodology · Statistics 2021-07-16 Salvatore D. Tomarchio , Antonio Punzo , Antonello Maruotti

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…

Machine Learning · Statistics 2023-05-16 Carlos Puerto-Santana , Concha Bielza , Pedro Larrañaga , Gustav Eje Henter

We present and analyse three online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare them with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalisation error we draw…

Machine Learning · Statistics 2007-08-20 Roberto C. Alamino , Nestor Caticha
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