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It is of some interest to understand how statistically based mechanisms for signal processing might be integrated with biologically motivated mechanisms such as neural networks. This paper explores a novel hybrid approach for classifying…

Neural and Evolutionary Computing · Computer Science 2016-07-22 Amirhossein Tavanaei , Anthony S Maida

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

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…

Machine Learning · Statistics 2015-06-29 Shaohua Li , Ryohei Fujimaki , Chunyan Miao

This paper proposes a generative model, the latent Dirichlet hidden Markov models (LDHMM), for characterizing a database of sequential behaviors (sequences). LDHMMs posit that each sequence is generated by an underlying Markov chain…

Machine Learning · Statistics 2013-05-27 Yin Song , Longbing Cao , Xuhui Fan , Wei Cao , Jian Zhang

Hidden Markov Models (HMM) have been used for several years in many time series analysis or pattern recognitions tasks. HMM are often trained by means of the Baum-Welch algorithm which can be seen as a special variant of an expectation…

Machine Learning · Computer Science 2016-05-30 Christian Gruhl , Bernhard Sick

We propose DenseHMM - a modification of Hidden Markov Models (HMMs) that allows to learn dense representations of both the hidden states and the observables. Compared to the standard HMM, transition probabilities are not atomic but composed…

Machine Learning · Computer Science 2020-12-18 Joachim Sicking , Maximilian Pintz , Maram Akila , Tim Wirtz

Hidden Markov Models (HMMs) are powerful tools for modeling sequential data, where the underlying states evolve in a stochastic manner and are only indirectly observable. Traditional HMM approaches are well-established for linear sequences,…

Machine Learning · Statistics 2024-06-05 Farzan Vafa , Sahand Hormoz

Motivated by Hubert's segmentation procedure we discuss the application of hidden Markov models (HMM) to the segmentation of hydrological and enviromental time series. We use a HMM algorithm which segments time series of several hundred…

Computational Engineering, Finance, and Science · Computer Science 2011-11-09 Ath. Kehagias

Hidden Markov models (HMMs) and their extensions have proven to be powerful tools for classification of observations that stem from systems with temporal dependence as they take into account that observations close in time are likely…

Applications · Statistics 2021-11-22 Sofia Ruiz-Suarez , Vianey Leos-Barajas , Juan Manuel Morales

This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e.,…

Machine Learning · Computer Science 2012-06-22 Ryohei Fujimaki , Kohei Hayashi

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 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…

Methodology · Statistics 2022-05-30 Adam B Kashlak , Prachi Loliencar , Giseon Heo

The hidden Markov model (HMM) is a generative model that treats sequential data under the assumption that each observation is conditioned on the state of a discrete hidden variable that evolves in time as a Markov chain. In this paper, we…

Artificial Intelligence · Computer Science 2011-09-07 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

People are living longer than ever before, and with this arises new complications and challenges for humanity. Among the most pressing of these challenges is of understanding the role of aging in the development of dementia. This paper is…

Methodology · Statistics 2018-08-07 Jonathan P Williams , Curtis B Storlie , Terry M Therneau , Clifford R Jack , Jan Hannig

The Hidden Markov Model (HMM) is a widely-used statistical model for handling sequential data. However, the presence of missing observations in real-world datasets often complicates the application of the model. The EM algorithm and Gibbs…

Machine Learning · Statistics 2026-01-06 Dongrong Li , Tianwei Yu , Xiaodan Fan

We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…

Optimization and Control · Mathematics 2014-07-03 Lorenzo Finesso , Angela Grassi , Peter Spreij

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

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

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