Related papers: Optimal State-Space Reduction for Pedigree Hidden …

Hidden Markov Models (HMM) model a sequence of observations that are dependent on a hidden (or latent) state that follow a Markov chain. These models are widely used in diverse fields including ecology, speech recognition, and…

We propose a two-step algorithm for the construction of a Hidden Markov Model (HMM) of assigned size, i.e. cardinality of the state space of the underlying Markov chain, whose $n$-dimensional distribution is closest in divergence to a given…

We are interested in assessing the order of a finite-state Hidden Markov Model (HMM) with the only two assumptions that the transition matrix of the latent Markov chain has full rank and that the density functions of the emission…

We introduce a novel variant of cutting production planning problems named Integrated Cutting and Packing Heterogeneous Precast Beams Multiperiod Production Planning (ICP-HPBMPP). We propose an integer linear programming model for the…

Human motion plays an important role in many fields. Large databases exist that store and make available recordings of human motions. However, annotating each motion with multiple labels is a cumbersome and error-prone process. This…

We investigate methods for parameter learning from incomplete data that is not missing at random. Likelihood-based methods then require the optimization of a profile likelihood that takes all possible missingness mechanisms into account.…

Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…

De-interleaving of the mixtures of Hidden Markov Processes (HMPs) generally depends on its representation model. Existing representation models consider Markov chain mixtures rather than hidden Markov, resulting in the lack of robustness to…

Most real-world optimization problems are difficult to solve with traditional statistical techniques or with metaheuristics. The main difficulty is related to the existence of a considerable number of local optima, which may result in the…

We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function with the…

Reconstruction of family trees, or pedigree reconstruction, for a group of individuals is a fundamental problem in genetics. The problem is known to be NP-hard even for datasets known to only contain siblings. Some recent methods have been…

Factorial hidden Markov models (FHMMs) are powerful tools of modeling sequential data. Learning FHMMs yields a challenging simultaneous model selection issue, i.e., selecting the number of multiple Markov chains and the dimensionality of…

In this work we present a flexible, probabilistic and reference-free method of error correction for high throughput DNA sequencing data. The key is to exploit the high coverage of sequencing data and model short sequence outputs as…

Finding a set of nested partitions of a dataset is useful to uncover relevant structure at different scales, and is often dealt with a data-dependent methodology. In this paper, we introduce a general two-step methodology for model-based…

This work proposes a multi-agent filtering algorithm over graphs for finite-state hidden Markov models (HMMs), which can be used for sequential state estimation or for tracking opinion formation over dynamic social networks. We show that…

The Partitioning Min-Max Weighted Matching (PMMWM) problem, being a practical NP-hard problem, integrates the task of partitioning the vertices of a bipartite graph into disjoint sets of limited size with the classical Maximum-Weight…

In many areas of computational biology, hidden Markov models (HMMs) have been used to model local genomic features. In particular, coalescent HMMs have been used to infer ancient population sizes, migration rates, divergence times, and…

We investigate the use of the Multiple Optimised Parameter Estimation and Data compression algorithm (MOPED) for data compression and faster evaluation of likelihood functions. Since MOPED only guarantees maintaining the Fisher matrix of…

We study a phase transition in parameter learning of Hidden Markov Models (HMMs). We do this by generating sequences of observed symbols from given discrete HMMs with uniformly distributed transition probabilities and a noise level encoded…

In this paper we present a collection of results pertaining to haplotyping. The first set of results concerns the combinatorial problem of reconstructing haplotypes from incomplete and/or imperfectly sequenced haplotype data. More…