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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…
Clinical researchers use disease progression models to understand patient status and characterize progression patterns from longitudinal health records. One approach for disease progression modeling is to describe patient status using a…
The hidden Markov model (HMM) is a classic modeling tool with a wide swath of applications. Its inception considered observations restricted to a finite alphabet, but it was quickly extended to multivariate continuous distributions. In this…
Time series subject to change in regime have attracted much interest in domains such as econometry, finance or meteorology. For discrete-valued regimes, some models such as the popular Hidden Markov Chain (HMC) describe time series whose…
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…
Deep learning (DL) methods have outperformed parametric models such as historical average, ARIMA and variants in predicting traffic variables into short and near-short future, that are critical for traffic management. Specifically,…
Sleep constitutes a key indicator of human health, performance, and quality of life. Sleep deprivation has long been related to the onset, development, and worsening of several mental and metabolic disorders, constituting an essential…
In pursuit of explainability, we develop generative models for sequential data. The proposed models provide state-of-the-art classification results and robust performance for speech phone classification. We combine modern neural networks…
We illustrate a class of conditional models for the analysis of longitudinal data suffering attrition in random effects models framework, where the subject-specific random effects are assumed to be discrete and to follow a time-dependent…
The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…
Hidden Markov models (HMMs) are flexible time series models in which the distributions of the observations depend on unobserved serially correlated states. The state-dependent distributions in HMMs are usually taken from some class of…
Actigraphy is widely used in sleep studies but lacks a universal unsupervised algorithm for sleep/wake identification. In this study, we proposed a Hidden Markov Model (HMM) based unsupervised algorithm that can automatically and…
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…
24-hour actigraphy data collected by wearable devices offer valuable insights into physical activity types, intensity levels, and rest-activity rhythms (RAR). RARs, or patterns of rest and activity exhibited over a 24-hour period, are…
We consider two-state Non-Homogeneous Hidden Markov Models (NHHMMs) for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive regressions with state dependent coefficients and time-varying…
Genetic sequence data are well described by hidden Markov models (HMMs) in which latent states correspond to clusters of similar mutation patterns. Theory from statistical genetics suggests that these HMMs are nonhomogeneous (their…
We test the robustness of a maximum-likelihood (ML) based classifier where sequential data as observation is corrupted by noise. The hypothesis is that a generative model, that combines the state transitions of a hidden Markov model (HMM)…
Digital platforms enable the observation of learning behaviors through fine-grained log traces, offering more detailed clues for analysis. In addition to previous descriptive and predictive log analysis, this study aims to simultaneously…
Hidden Markov models (HMMs) have been successfully applied to automatic speech recognition for more than 35 years in spite of the fact that a key HMM assumption -- the statistical independence of frames -- is obviously violated by speech…
The identification of factors associated with mental and behavioral disorders in early childhood is critical both for psychopathology research and the support of primary health care practices. Motivated by the Millennium Cohort Study, in…