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Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric modelling of the population densities. Identifiability fails when the data is in fact independent and…

Statistics Theory · Mathematics 2025-07-16 Kweku Abraham , Elisabeth Gassiat , Zacharie Naulet

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…

Machine Learning · Computer Science 2021-07-05 Anubhab Ghosh , Antoine Honoré , Dong Liu , Gustav Eje Henter , Saikat Chatterjee

State Space Models (SSMs) and Hidden Markov Models (HMMs) are foundational frameworks for modeling sequential data with latent variables and are widely used in signal processing, control theory, and machine learning. Despite their shared…

Machine Learning · Computer Science 2026-01-21 Aydin Ghojogh , M. Hadi Sepanj , Benyamin Ghojogh

We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a…

Machine Learning · Statistics 2017-07-24 Colin Reimer Dawson , Chaofan Huang , Clayton T. Morrison

With the growing amount of cyber threats, the need for development of high-assurance cyber systems is becoming increasingly important. The objective of this paper is to address the challenges of modeling and detecting sophisticated network…

Cryptography and Security · Computer Science 2019-10-31 Tawfeeq Shawly , Ali Elghariani , Jason Kobes , Arif Ghafoor

In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Olivier Feron , Ali Mohammad-Djafari

In robotics, there is need of an interactive and expedite learning method as experience is expensive. Robot Learning from Demonstration (RLfD) enables a robot to learn a policy from demonstrations performed by teacher. RLfD enables a human…

Robotics · Computer Science 2018-10-01 Sulabh Kumra , Ferat Sahin

Labeling of sequential data is a prevalent meta-problem for a wide range of real world applications. While the first-order Hidden Markov Models (HMM) provides a fundamental approach for unsupervised sequential labeling, the basic model does…

Machine Learning · Computer Science 2019-04-08 Maoying Qiao , Wei Bian , Richard Yida Xu , Dacheng Tao

Estimating the difficulty of input questions as perceived by large language models (LLMs) is essential for accurate performance evaluation and adaptive inference. Existing methods typically rely on repeated response sampling, auxiliary…

Computation and Language · Computer Science 2025-09-17 Yubo Zhu , Dongrui Liu , Zecheng Lin , Wei Tong , Sheng Zhong , Jing Shao

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…

Signal Processing · Electrical Eng. & Systems 2022-03-10 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed

Traditional approaches to mapping of environments in robotics make use of spatially discretized representations, such as occupancy grid maps. Modern systems, e.g. in agriculture or automotive applications, are equipped with a variety of…

Robotics · Computer Science 2018-05-23 Timo Korthals , Julian Exner , Thomas Schöpping , Marc Hesse

A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a…

Machine Learning · Statistics 2019-10-31 Victor Garcia Satorras , Zeynep Akata , Max Welling

Stock market forecasting is a classic problem that has been thoroughly investigated using machine learning and artificial neural network based tools and techniques. Interesting aspects of this problem include its time reliance as well as…

Statistical Finance · Quantitative Finance 2023-02-20 Raihan Tanvir , Md Tanvir Rouf Shawon , Md. Golam Rabiul Alam

Hidden Markov models (HMMs) are ubiquitous in time-series modelling, with applications ranging from chemical reaction modelling to speech recognition. These HMMs are often large, with high-dimensional memories. A recently-proposed…

Quantum Physics · Physics 2026-01-23 Rishi Sundar , Thomas Elliott

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

This paper proposes an approach for segmenting a task consisting of compliant motions into phases, learning a primitive for each segmented phase of the task, and reproducing the task by sequencing primitives online based on the learned…

Robotics · Computer Science 2018-09-05 Tesfamichael Marikos Hagos , Markku Suomalainen , Ville Kyrki

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer…

Statistical Finance · Quantitative Finance 2013-11-20 G. Kavitha , A. Udhayakumar , D. Nagarajan

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

Machine Learning · Computer Science 2021-10-29 Abhishek Sharma , Catherine Zeng , Sanjana Narayanan , Sonali Parbhoo , Finale Doshi-Velez

Hidden Markov Chains (HMC) and Recurrent Neural Networks (RNN) are two well known tools for predicting time series. Even though these solutions were developed independently in distinct communities, they share some similarities when…

Systems and Control · Electrical Eng. & Systems 2022-08-18 François Desbouvries , Yohan Petetin , Achille Salaün

Recurrent neural network is a powerful model that learns temporal patterns in sequential data. For a long time, it was believed that recurrent networks are difficult to train using simple optimizers, such as stochastic gradient descent, due…

Neural and Evolutionary Computing · Computer Science 2015-04-20 Tomas Mikolov , Armand Joulin , Sumit Chopra , Michael Mathieu , Marc'Aurelio Ranzato