Related papers: Hidden Quantum Markov Models with one qubit
The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) is a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from (spatio-)temporal data. A sticky HDP-HMM has been proposed to strengthen…
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…
Respiratory infections and chronic respiratory diseases impose a heavy health burden worldwide. Coughing is one of the most common symptoms of many such infections, and can be indicative of flare-ups of chronic respiratory diseases. Whether…
We show that maximum entropy (maxent) models can be modeled with certain kinds of HMMs, allowing us to construct maxent models with hidden variables, hidden state sequences, or other characteristics. The models can be trained using the…
Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…
Recurrent neural networks (RNNs) provide a powerful approach in neuroscience to infer latent dynamics in neural populations and to generate hypotheses about the neural computations underlying behavior. However, past work has focused on…
Since the early days of digital communication, Hidden Markov Models (HMMs) have now been routinely used in speech recognition, processing of natural languages, images, and in bioinformatics. An HMM $(X_i,Y_i)_{i\ge 1}$ assumes observations…
Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a…
We show how models for prediction with expert advice can be defined concisely and clearly using hidden Markov models (HMMs); standard HMM algorithms can then be used to efficiently calculate, among other things, how the expert predictions…
Finite state machines (FSMs) are a theoretically and practically important model of computation. We propose a general, thermodynamically consistent model of FSMs and characterise the resource requirements of these machines. We model FSMs as…
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,…
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…
The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and, in general, tracking it over a period of time. Toward this goal, a $d$-state…
This paper studies the robustness of quasi-maximum-likelihood (QML) estimation in hidden Markov models (HMMs) when the regime-switching structure is misspecified. Specifically, we examine the case where the true data-generating process…
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…
We consider Hidden Markov Models that emit sequences of observations that are drawn from continuous distributions. For example, such a model may emit a sequence of numbers, each of which is drawn from a uniform distribution, but the support…
In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…
Ecological systems can often be characterised by changes among a finite set of underlying states pertaining to individuals, populations, communities, or entire ecosystems through time. Owing to the inherent difficulty of empirical field…
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…
Biological systems need to react to stimuli over a broad spectrum of timescales. If and how this ability can emerge without external fine-tuning is a puzzle. We consider here this problem in discrete Markovian systems, where we can leverage…