English
Related papers

Related papers: Compressed Inference for Probabilistic Sequential …

200 papers

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

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…

Machine Learning · Computer Science 2012-10-26 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

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

We present a path planning framework that takes into account the human's safety perception in the presence of a flying robot. The framework addresses two objectives: (i) estimation of the uncertain parameters of the proposed safety…

Data of sequential nature arise in many application domains in forms of, e.g. textual data, DNA sequences, and software execution traces. Different research disciplines have developed methods to learn sequence models from such datasets: (i)…

Machine Learning · Statistics 2018-11-02 Niek Tax , Irene Teinemaa , Sebastiaan J. van Zelst

Causal probing methods aim to test and control how internal representations influence the behavior of generative models. In causal probing, an intervention modifies hidden states so that a property takes on a different value. Most existing…

Artificial Intelligence · Computer Science 2026-05-11 Sadegh Khorasani , Saber Salehkaleybar , Negar Kiyavash , Matthias Grossglauser

We explore the use of traditional and contemporary hidden Markov models (HMMs) for sequential physiological data analysis and sepsis prediction in preterm infants. We investigate the use of classical Gaussian mixture model based HMM, and a…

Machine Learning · Computer Science 2019-10-31 Antoine Honore , Dong Liu , David Forsberg , Karen Coste , Eric Herlenius , Saikat Chatterjee , Mikael Skoglund

Many machine learning problems such as speech recognition, gesture recognition, and handwriting recognition are concerned with simultaneous segmentation and labeling of sequence data. Latent-dynamic conditional random field (LDCRF) is a…

Machine Learning · Computer Science 2016-09-07 Amir Ahooye Atashin , Kamaledin Ghiasi-Shirazi , Ahad Harati

Traditional approaches in mental health research apply General Linear Models (GLM) to describe the longitudinal dynamics of observed psycho-behavioral measurements (questionnaire summary scores). Similarly, GLMs are also applied to…

Conditional random field (CRF) and Structural Support Vector Machine (Structural SVM) are two state-of-the-art methods for structured prediction which captures the interdependencies among output variables. The success of these methods is…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…

Pricing of Securities · Quantitative Finance 2021-04-21 Mingwen Liu , Junbang Huo , Yulin Wu , Jinge Wu

The partially observable hidden Markov model is an extension of the hidden Markov Model in which the hidden state is conditioned on an independent Markov chain. This structure is motivated by the presence of discrete metadata, such as an…

Information Theory · Computer Science 2017-11-21 John V. Monaco , Charles C. Tappert

Extending classical probabilistic reasoning using the quantum mechanical view of probability has been of recent interest, particularly in the development of hidden quantum Markov models (HQMMs) to model stochastic processes. However, there…

Machine Learning · Computer Science 2019-12-05 Sandesh Adhikary , Siddarth Srinivasan , Geoff Gordon , Byron Boots

We study the problem of combining the outcomes of several different classifiers in a way that provides a coherent inference that satisfies some constraints. In particular, we develop two general approaches for an important…

Machine Learning · Computer Science 2007-05-23 Vasin Punyakanok , Dan Roth

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,…

Machine Learning · Computer Science 2023-07-18 Agnimitra Sengupta , Adway Das , S. Ilgin Guler

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

Machine Learning · Computer Science 2025-01-07 Guhan Sivakumar

Standard practice in Hidden Markov Model (HMM) selection favors the candidate with the highest full-sequence likelihood, although this is equivalent to making a decision based on a single realization. We introduce a \emph{fragment-based}…

Methodology · Statistics 2025-05-01 Carlos M. Hernandez-Suarez , Osval A. Montesinos-López

We investigate a novel modeling approach for end-to-end neural network training using hidden Markov models (HMM) where the transition probabilities between hidden states are modeled and learned explicitly. Most contemporary…

Machine Learning · Computer Science 2023-10-10 Daniel Mann , Tina Raissi , Wilfried Michel , Ralf Schlüter , Hermann Ney

This report describes a new technique for inducing the structure of Hidden Markov Models from data which is based on the general `model merging' strategy (Omohundro 1992). The process begins with a maximum likelihood HMM that directly…

cmp-lg · Computer Science 2008-02-03 Andreas Stolcke , Stephen M. Omohundro

Using supervised machine learning approaches to recognize human activities from on-body wearable accelerometers generally requires a large amount of labelled data. When ground truth information is not available, too expensive, time…

Machine Learning · Statistics 2013-12-30 Dorra Trabelsi , Samer Mohammed , Faicel Chamroukhi , Latifa Oukhellou , Yacine Amirat