Related papers: The Highest Expected Reward Decoding for HMMs with…
We consider the task of learning mappings from sequential data to real-valued responses. We present and evaluate an approach to learning a type of hidden Markov model (HMM) for regression. The learning process involves inferring the…
This paper proposes a novel adaptive sample space-based Viterbi algorithm for target localization in an online manner. The method relies on discretizing the target's motion space into cells representing a finite number of hidden states.…
We present an efficient exact algorithm for estimating state sequences from outputs (or observations) in imprecise hidden Markov models (iHMM), where both the uncertainty linking one state to the next, and that linking a state to its…
We study modifications of the Viterbi Training (VT) algorithm to estimate emission parameters in Hidden Markov Models (HMM) in general, and in mixure models in particular. Motivated by applications of VT to HMM that are used in speech…
We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…
This paper presents results of a study of the performance of several base classifiers for recognition of handwritten characters of the modern Latin alphabet. Base classification performance is further enhanced by utilizing Viterbi error…
With the symbolic framework of Probability Bracket Notation (PBN), the Markov Sequence Projector (MSP) is introduced to expand the evolution formula of Homogeneous Markov Chains (HMCs). The well-known weather example, a Visible Markov Model…
The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…
The EM procedure is a principal tool for parameter estimation in the hidden Markov models. However, applications replace EM by Viterbi extraction, or training (VT). VT is computationally less intensive, more stable and has more of an…
Recent advances in brain clearing and imaging have made it possible to image entire mammalian brains at sub-micron resolution. These images offer the potential to assemble brain-wide atlases of neuron morphology, but manual neuron…
Since the early days of digital communication, hidden Markov models (HMMs) have now been also routinely used in speech recognition, processing of natural languages, images, and in bioinformatics. In an HMM $(X_i,Y_i)_{i\ge 1}$, observations…
We consider probabilistic systems with hidden state and unobservable transitions, an extension of Hidden Markov Models (HMMs) that in particular admits unobservable {\epsilon}-transitions (also called null transitions), allowing state…
Advanced Persistent Threats (APTs) represent hidden, multi\-stage cyberattacks whose long term persistence and adaptive behavior challenge conventional intrusion detection systems (IDS). Although recent advances in machine learning and…
Variational inference algorithms have proven successful for Bayesian analysis in large data settings, with recent advances using stochastic variational inference (SVI). However, such methods have largely been studied in independent or…
We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…
There is an increase in interest to model driving maneuver patterns via the automatic unsupervised clustering of naturalistic sequential kinematic driving data. The patterns learned are often used in transportation research areas such as…
To estimate the emission parameters in hidden Markov models one commonly uses the EM algorithm or its variation. Our primary motivation, however, is the Philips speech recognition system wherein the EM algorithm is replaced by the Viterbi…
In a hidden Markov model, the underlying Markov chain is usually hidden. Often, the maximum likelihood alignment (Viterbi alignment) is used as its estimate. Although having the biggest likelihood, the Viterbi alignment can behave very…
As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…
The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…