English
Related papers

Related papers: Nested hidden Markov chains for modeling dynamic u…

200 papers

The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…

Methodology · Statistics 2010-10-13 Silvia Cagnone , Cinzia Viroli

Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…

Machine Learning · Statistics 2018-01-08 Keisuke Yamazaki

Bayesian network models with latent variables are widely used in statistics and machine learning. In this paper we provide a complete algebraic characterization of Bayesian network models with latent variables when the observed variables…

Statistics Theory · Mathematics 2022-12-20 Robin J. Evans

One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…

Econometrics · Economics 2020-05-19 Juan Carlos Escanciano

Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…

Methodology · Statistics 2023-11-27 Zihang Lu , Noirrit Kiran Chandra

In this article, we consider the problem of clustering multi-view data, that is, information associated to individuals that form heterogeneous data sources (the views). We adopt a Bayesian model and in the prior structure we assume that…

Methodology · Statistics 2025-11-04 Andrea Cremaschi , Maria De Iorio , Garritt Page , Ajay Jasra

We propose a modified version of the three-step estimation method for the latent class model with covariates, which may be used to estimate latent Markov models for longitudinal data. The three-step estimation approach we propose is based…

Methodology · Statistics 2014-02-06 Francesco Bartolucci , Giorgio E. Montanari , Silvia Pandolfi

We introduce a new procedure to neuralize unsupervised Hidden Markov Models in the continuous case. This provides higher flexibility to solve problems with underlying latent variables. This approach is evaluated on both synthetic and real…

Machine Learning · Computer Science 2021-06-14 Firas Jarboui , Vianney Perchet

Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…

Machine Learning · Statistics 2014-01-24 Keisuke Yamazaki

We illustrate a class of conditional models for the analysis of longitudinal data suffering attrition in random effects models framework, where the subject-specific random effects are assumed to be discrete and to follow a time-dependent…

Methodology · Statistics 2014-04-28 Antonello Maruotti

The data torrent unleashed by current and upcoming astronomical surveys demands scalable analysis methods. Many machine learning approaches scale well, but separating the instrument measurement from the physical effects of interest, dealing…

Computation · Statistics 2023-04-19 Johannes Buchner

When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many…

Machine Learning · Statistics 2015-12-17 Yizhe Zhang , Ricardo Henao , Lawrence Carin , Jianling Zhong , Alexander J. Hartemink

We propose a method for simultaneously detecting shared and unshared communities in heterogeneous multilayer weighted and undirected networks. The multilayer network is assumed to follow a generative probabilistic model that takes into…

Social and Information Networks · Computer Science 2019-06-25 Hafiz Tiomoko Ali , Sijia Liu , Yasin Yilmaz , Romain Couillet , Indika Rajapakse , Alfred Hero

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…

Methodology · Statistics 2020-02-10 Shonosuke Sugasawa

Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability…

Machine Learning · Computer Science 2023-11-15 Onur Poyraz , Pekka Marttinen

We introduce multiple hidden Markov models (MHMMs) where an observed multivariate categorical time series depends on an unobservable multivariate Mar- kov chain. MHMMs provide an elegant framework for specifying various independence…

Methodology · Statistics 2013-09-17 Roberto Colombi , Sabrina Giordano

Discovering latent representations of the observed world has become increasingly more relevant in data analysis. Much of the effort concentrates on building latent variables which can be used in prediction problems, such as classification…

Machine Learning · Computer Science 2010-01-08 Ricardo Silva

Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…

Computation · Statistics 2021-03-22 Satu Helske , Jouni Helske

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

Methodology · Statistics 2019-08-14 Georgios Papageorgiou

We introduce a Bayesian extension of the latent block model for model-based block clustering of data matrices. Our approach considers a block model where block parameters may be integrated out. The result is a posterior defined over the…

Computation · Statistics 2010-11-15 Jason Wyse , Nial Friel