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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 aim to model unknown file processing. As the content of log files often evolves over time, we established a dynamic statistical model which learns and adapts processing and parsing rules. First, we limit the amount of unstructured text…

Machine Learning · Computer Science 2020-01-07 Nadine Kuhnert , Andreas Maier

Hidden Markov Models (HMMs) have become very popular as a computational tool for the analysis of sequential data. They are memoryless machines which transition from one internal state to another, while producing symbols. These symbols…

Quantum Physics · Physics 2012-10-01 Ben O`Neill , Tom M. Barlow , Dominik Safranek , Almut Beige

The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…

Computation and Language · Computer Science 2020-11-10 Justin T. Chiu , Alexander M. Rush

Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

Machine Learning · Computer Science 2021-09-13 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis

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

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

The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…

Machine Learning · Statistics 2023-07-04 Binyamin Perets , Mark Kozdoba , Shie Mannor

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

Machine Learning · Computer Science 2025-01-07 Guhan Sivakumar

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…

Data Analysis, Statistics and Probability · Physics 2017-06-28 Ioannis Sgouralis , Steve Presse

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

Machine Learning · Statistics 2016-03-01 Igor Melnyk , Arindam Banerjee

The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…

Machine Learning · Computer Science 2012-10-26 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

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…

Cryptography and Security · Computer Science 2021-06-04 Shuvalaxmi Dass , Prerit Datta , Akbar Siami Namin

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

The hidden Markov model (HMM) is a generative model that treats sequential data under the assumption that each observation is conditioned on the state of a discrete hidden variable that evolves in time as a Markov chain. In this paper, we…

Artificial Intelligence · Computer Science 2011-09-07 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…

Applications · Statistics 2012-12-11 The Minh Luong , Vittorio Perduca , Gregory Nuel

Wearable devices including accelerometers are increasingly being used to collect high-frequency human activity data in situ. There is tremendous potential to use such data to inform medical decision making and public health policies.…

Computation · Statistics 2020-06-12 Zekun Xu , Eric B. Laber , Ana-Maria Staicu

Hidden Markov Models are widely used in classical computer science to model stochastic processes with a wide range of applications. This paper concerns the quantum analogues of these machines --- so-called Hidden Quantum Markov Models…

Quantum Physics · Physics 2015-03-05 Lewis A. Clark , Wei Huang , Thomas M. Barlow , Almut Beige

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…

Applications · Statistics 2014-01-16 Vasanthan Raghavan , Aram Galstyan , Alexander G. Tartakovsky

Information seeking process is an important topic in information seeking behavior research. Both qualitative and empirical methods have been adopted in analyzing information seeking processes, with major focus on uncovering the latent…

Information Retrieval · Computer Science 2013-04-09 Shuguang Han , Zhen Yue , Daqing He
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