Related papers: Hidden Markov Models with mixtures as emission dis…

In this article we suggest a new statistical approach considering survival heterogeneity as a breakpoint model in an ordered sequence of time to event variables. The survival responses need to be ordered according to a numerical covariate.…

Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper,…

In this project, we first study the Gaussian-based hidden Markov random field (HMRF) model and its expectation-maximization (EM) algorithm. Then we generalize it to Gaussian mixture model-based hidden Markov random field. The algorithm is…

In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration…

Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…

Time series of conformational dynamics in proteins are usually evaluated with hidden Markov models (HMMs). This approach works well if the number of states and their connectivity is known. However, for the multi-domain protein Hsp90, a…

Finite state space hidden Markov models are flexible tools to model phenomena with complex time dependencies: any process distribution can be approximated by a hidden Markov model with enough hidden states.We consider the problem of…

It is important to predict any adversarial attacks and their types to enable effective defense systems. Often it is hard to label such activities as malicious ones without adequate analytical reasoning. We propose the use of Hidden Markov…

The hidden Markov model (HMM) has been a workhorse of single molecule data analysis and is now commonly used as a standalone tool in time series analysis or in conjunction with other analyses methods such as tracking. Here we provide a…

We consider penalized estimation in hidden Markov models (HMMs) with multivariate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practice, due to several concerns arising from…

This work proposes a variational inference (VI) framework for hyperspectral unmixing in the presence of endmember variability (HU-EV). An EV-accounted noisy linear mixture model (LMM) is considered, and the presence of outliers is also…

Clustered data is ubiquitous in a variety of scientific fields. In this paper, we propose a flexible and interpretable modeling approach, called grouped heterogenous mixture modeling, for clustered data, which models cluster-wise…

In this paper we develop a novel hidden Markov graphical model to investigate time-varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and…

We present an algorithm for learning mixtures of Markov chains and Markov decision processes (MDPs) from short unlabeled trajectories. Specifically, our method handles mixtures of Markov chains with optional control input by going through a…

We consider learning parameters of Binomial Hidden Markov Models, which may be used to model DNA methylation data. The standard algorithm for the problem is EM, which is computationally expensive for sequences of the scale of the mammalian…

Recent years have seen substantial advances in the development of biofunctional materials using synthetic polymers. The growing problem of elusive sequence-functionality relations for most biomaterials has driven researchers to seek more…

We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…

A hidden Markov model (HMM) is said to have path-mergeable states if for any two states i,j there exists a word w and state k such that it is possible to transition from both i and j to k while emitting w. We show that for a finite HMM with…

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…