Related papers: An efficient algorithm for estimating state sequen…

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…

State estimation in robotic systems presents significant challenges, particularly due to the prevalence of multimodal posterior distributions in real-world scenarios. One effective strategy for handling such complexity is to compute maximum…

Hidden Markov Models (HMMs) are foundational tools for modeling sequential data with latent Markovian structure, yet fitting them to real-world data remains computationally challenging. In this work, we show that pre-trained large language…

We present a new method for nonlinear prediction of discrete random sequences under minimal structural assumptions. We give a mathematical construction for optimal predictors of such processes, in the form of hidden Markov models. We then…

We present a polyphonic MIDI score-following algorithm capable of following performances with arbitrary repeats and skips, based on a probabilistic model of musical performances. It is attractive in practical applications of score following…

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…

Scripts have been proposed to model the stereotypical event sequences found in narratives. They can be applied to make a variety of inferences including filling gaps in the narratives and resolving ambiguous references. This paper proposes…

Bayesian nonparametric methods have recently transformed emerging areas within data science. One such promising method, the infinite hidden Markov model (iHMM), generalizes the HMM which itself has become a workhorse in single molecule data…

Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we propose an online parameter estimation algorithm that…

In this work we present a flexible, probabilistic and reference-free method of error correction for high throughput DNA sequencing data. The key is to exploit the high coverage of sequencing data and model short sequence outputs as…

We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation. The static parameter…

Hidden Markov models are versatile tools for modeling sequential observations, where it is assumed that a hidden state process selects which of finitely many distributions generates any given observation. Specifically for time series of…

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate…

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…

Background: Hidden Markov models (HMM) are powerful machine learning tools successfully applied to problems of computational Molecular Biology. In a predictive task, the HMM is endowed with a decoding algorithm in order to assign the most…

Consider the problem of predicting the next symbol given a sample path of length n, whose joint distribution belongs to a distribution class that may have long-term memory. The goal is to compete with the conditional predictor that knows…

This paper studies the synthesis of an active perception policy that maximizes the information leakage of the initial state in a stochastic system modeled as a hidden Markov model (HMM). Specifically, the emission function of the HMM is…

We propose a new scheme for selecting pool states for the embedded Hidden Markov Model (HMM) Markov Chain Monte Carlo (MCMC) method. This new scheme allows the embedded HMM method to be used for efficient sampling in state space models…

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Mixtures of Hidden Markov Models (MHMMs) are frequently used for clustering of sequential data. An important aspect of MHMMs, as of any clustering approach, is that they can be interpretable, allowing for novel insights to be gained from…