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We consider active maximum a posteriori (MAP) inference problem for Hidden Markov Models (HMM), where, given an initial MAP estimate of the hidden sequence, we select to label certain states in the sequence to improve the estimation…

Machine Learning · Statistics 2015-09-02 Armen E. Allahverdyan , Aram Galstyan

The forgetting of the initial distribution for discrete Hidden Markov Models (HMM) is addressed: a new set of conditions is proposed, to establish the forgetting property of the filter, at a polynomial and geometric rate. Both a…

Statistics Theory · Mathematics 2008-07-18 Randal Douc , Gersende Fort , Eric Moulines , Pierre Priouret

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional…

Machine Learning · Statistics 2015-06-10 Nilesh Tripuraneni , Shane Gu , Hong Ge , Zoubin Ghahramani

Hidden Markov model (HMM) has been successfully used for sequential data modeling problems. In this work, we propose to power the modeling capacity of HMM by bringing in neural network based generative models. The proposed model is termed…

Machine Learning · Computer Science 2020-05-26 Dong Liu , Antoine Honoré , Saikat Chatterjee , Lars K. Rasmussen

Recent studies have proposed that one can summarize brain activity into dynamics among a relatively small number of hidden states and that such an approach is a promising tool for revealing brain function. Hidden Markov models (HMMs) are a…

Neurons and Cognition · Quantitative Biology 2021-09-02 Takahiro Ezaki , Yu Himeno , Takamitsu Watanabe , Naoki Masuda

As a relatively new field, network neuroscience has tended to focus on aggregate behaviours of the brain averaged over many successive experiments or over long recordings in order to construct robust brain models. These models are limited…

Neurons and Cognition · Quantitative Biology 2022-05-19 James Wilsenach , Katie Warnaby , Charlotte M. Deane , Gesine Reinert

We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…

Machine Learning · Statistics 2015-07-28 David A. Meyer , Asif Shakeel

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

We present a lightweight approach to sequence classification using Ensemble Methods for Hidden Markov Models (HMMs). HMMs offer significant advantages in scenarios with imbalanced or smaller datasets due to their simplicity,…

Machine Learning · Computer Science 2024-09-13 Maxime Kawawa-Beaudan , Srijan Sood , Soham Palande , Ganapathy Mani , Tucker Balch , Manuela Veloso

Hidden Markov models (HMMs) are a versatile statistical framework commonly used in ecology to characterize behavioural patterns from animal movement data. In HMMs, the observed data depend on a finite number of underlying hidden states,…

Methodology · Statistics 2024-12-24 Fanny Dupont , Marianne Marcoux , Nigel Hussey , Marie Auger-Méthé

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…

Machine Learning · Statistics 2016-11-21 Viktoriya Krakovna , Finale Doshi-Velez

Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…

Machine Learning · Statistics 2022-10-18 Nicolai Engelmann , Heinz Koeppl

Two-Higgs-doublet models (2HDM) are simple extensions of the Standard Model (SM) where the scalar sector is enlarged by adding a weak doublet. As a result, the Higgs potential depends in general on several free parameters which have to be…

High Energy Physics - Phenomenology · Physics 2010-12-17 Simon de Visscher , Jean-Marc Gerard , Michel Herquet , Vincent Lemaitre , Fabio Maltoni

Given a nonparametric Hidden Markov Model (HMM) with two states, the question of constructing efficient multiple testing procedures is considered, treating one of the states as an unknown null hypothesis. A procedure is introduced, based on…

Statistics Theory · Mathematics 2021-01-12 Kweku Abraham , Ismael Castillo , Elisabeth Gassiat

Modern scientific studies often require the identification of a subset of relevant explanatory variables, in the attempt to understand an interesting phenomenon. Several statistical methods have been developed to automate this task, but…

Methodology · Statistics 2019-05-14 Matteo Sesia , Chiara Sabatti , Emmanuel J. Candès

The Hidden Markov Model (HMM) is one of the mainstays of statistical modeling of discrete time series, with applications including speech recognition, computational biology, computer vision and econometrics. Estimating an HMM from its…

Machine Learning · Statistics 2015-12-29 Fanny Yang , Sivaraman Balakrishnan , Martin J. Wainwright

Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance…

Computation · Statistics 2016-01-13 Daniel Turek , Perry de Valpine , Christopher J. Paciorek

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

There is an increase in interest to model driving maneuver patterns via the automatic unsupervised clustering of naturalistic sequential kinematic driving data. The patterns learned are often used in transportation research areas such as…

Machine Learning · Statistics 2023-11-14 Matthew Aguirre , Wenbo Sun , Jionghua , Jin , Yang Chen

Latent variable models are widely used to perform unsupervised segmentation of time series in different context such as robotics, speech recognition, and economics. One of the most widely used latent variable model is the Auto-Regressive…

Robotics · Computer Science 2023-08-11 Michele Ginesi , Paolo Fiorini