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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…

Applications · Statistics 2012-12-11 The Minh Luong , Vittorio Perduca , Gregory Nuel

The Baum-Welsh algorithm together with its derivatives and variations has been the main technique for learning Hidden Markov Models (HMM) from observational data. We present an HMM learning algorithm based on the non-negative matrix…

Machine Learning · Computer Science 2011-01-11 George Cybenko , Valentino Crespi

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present…

Artificial Intelligence · Computer Science 2010-08-02 Henning Christiansen , Christian Theil Have , Ole Torp Lassen , Matthieu Petit

The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…

Machine Learning · Statistics 2023-07-04 Binyamin Perets , Mark Kozdoba , Shie Mannor

Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…

Machine Learning · Computer Science 2012-07-10 Daniel Hsu , Sham M. Kakade , Tong Zhang

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

Machine Learning · Statistics 2016-03-01 Igor Melnyk , Arindam Banerjee

Over the last decade, hidden Markov models (HMMs) have become increasingly popular in statistical ecology, where they constitute natural tools for studying animal behavior based on complex sensor data. Corresponding analyses sometimes…

Methodology · Statistics 2025-10-15 Jan-Ole Koslik , Carlina C. Feldmann , Sina Mews , Rouven Michels , Roland Langrock

This paper is concerned with the computational complexity of learning the Hidden Markov Model (HMM). Although HMMs are some of the most widely used tools in sequential and time series modeling, they are cryptographically hard to learn in…

Machine Learning · Computer Science 2024-02-27 Sham M. Kakade , Akshay Krishnamurthy , Gaurav Mahajan , Cyril Zhang

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Methodology · Statistics 2015-05-01 Michalis K. Titsias , Christopher Yau , Christopher C. Holmes

We present ensemble methods in a machine learning (ML) framework combining predictions from five known motif/binding site exploration algorithms. For a given TF the ensemble starts with position weight matrices (PWM's) for the motif,…

Genomics · Quantitative Biology 2018-05-11 Yue Fan , Mark Kon , Charles DeLisi

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…

Machine Learning · Computer Science 2012-06-18 Keith Noto , Mark Craven

Factorial Hidden Markov Models (FHMMs) are powerful models for sequential data but they do not scale well with long sequences. We propose a scalable inference and learning algorithm for FHMMs that draws on ideas from the stochastic…

Machine Learning · Statistics 2016-10-31 Yin Cheng Ng , Pawel Chilinski , Ricardo Silva

Hidden Quantum Markov Models (HQMMs) can be thought of as quantum probabilistic graphical models that can model sequential data. We extend previous work on HQMMs with three contributions: (1) we show how classical hidden Markov models…

Machine Learning · Statistics 2017-10-26 Siddarth Srinivasan , Geoff Gordon , Byron Boots

Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however,…

Machine Learning · Statistics 2013-02-18 John A. Quinn , Masashi Sugiyama

The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…

Computation and Language · Computer Science 2020-11-10 Justin T. Chiu , Alexander M. Rush

We demonstrate the application of pattern recognition algorithms via hidden Markov models (HMM) for qubit readout. This scheme provides a state-path trajectory approach capable of detecting qubit state transitions and makes for a robust…

Quantum Physics · Physics 2021-01-04 Luis A. Martinez , Yaniv J. Rosen , Jonathan L. DuBois

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Statistical Mechanics · Physics 2015-11-13 John Bechhoefer

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

Hidden Markov models (HMMs) are powerful tools for analysing time series data that depend on discrete underlying but unobserved states. As such, they have gained prominence across numerous empirical disciplines, in particular ecology,…

Methodology · Statistics 2026-03-19 Jan-Ole Fischer

Scoring DNA sequences against Position Weight Matrices (PWMs) is a widely adopted method to identify putative transcription factor binding sites. While common bioinformatics tools produce scores that can reflect the binding strength between…

Genomics · Quantitative Biology 2015-03-18 Xiaoyan Ma , Daphne Ezer , Carmen Navarro , Boris Adryan
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