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Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…

Machine Learning · Computer Science 2012-07-10 Daniel Hsu , Sham M. Kakade , Tong Zhang

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

Variable order sequence modeling is an important problem in artificial and natural intelligence. While overcomplete Hidden Markov Models (HMMs), in theory, have the capacity to represent long-term temporal structure, they often fail to…

Hidden Markov models provide a natural statistical framework for the detection of the copy number variations (CNV) in genomics. In this paper, we consider a Hidden Markov Model involving several correlated hidden processes at the same time.…

Methodology · Statistics 2017-06-22 Xiaoqiang Wang , Emilie Lebarbier , Julie Aubert , Stéphane Robin

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

We consider a class of filtering problems for large populations where each individual is modeled by the same hidden Markov model (HMM). In this paper, we focus on aggregate inference problems in HMMs with discrete state space and continuous…

Machine Learning · Statistics 2020-11-09 Qinsheng Zhang , Rahul Singh , Yongxin Chen

Hidden Markov Models (HMMs) are powerful tools for modeling sequential data, where the underlying states evolve in a stochastic manner and are only indirectly observable. Traditional HMM approaches are well-established for linear sequences,…

Machine Learning · Statistics 2024-06-05 Farzan Vafa , Sahand Hormoz

This paper is concerned with the computational complexity of learning the Hidden Markov Model (HMM). Although HMMs are some of the most widely used tools in sequential and time series modeling, they are cryptographically hard to learn in…

Machine Learning · Computer Science 2024-02-27 Sham M. Kakade , Akshay Krishnamurthy , Gaurav Mahajan , Cyril Zhang

Variational inference algorithms have proven successful for Bayesian analysis in large data settings, with recent advances using stochastic variational inference (SVI). However, such methods have largely been studied in independent or…

Machine Learning · Statistics 2014-11-07 Nicholas J. Foti , Jason Xu , Dillon Laird , Emily B. Fox

The ability to predict the intentions of people based solely on their visual actions is a skill only performed by humans and animals. The intelligence of current computer algorithms has not reached this level of complexity, but there are…

Artificial Intelligence · Computer Science 2011-02-07 Michael DelRose , Christian Wagner , Philip Frederick

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

One iteration of standard $k$-means (i.e., Lloyd's algorithm) or standard EM for Gaussian mixture models (GMMs) scales linearly with the number of clusters $C$, data points $N$, and data dimensionality $D$. In this study, we explore whether…

Machine Learning · Statistics 2018-04-18 Dennis Forster , Jörg Lücke

Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…

Statistics Theory · Mathematics 2024-07-18 Yang Chen , Cheng-Der Fuh , Chu-Lan Michael Kao

Recommendation systems that automatically generate personalized music playlists for users have attracted tremendous attention in recent years. Nowadays, most music recommendation systems rely on item-based or user-based collaborative…

Information Retrieval · Computer Science 2020-05-06 Tao Li , Minsoo Choi , Kaiming Fu , Lei Lin

This research focuses on the algorithms and approaches for learning Hidden Markov Models (HMMs) and compares HMM learning methods and algorithms. HMM is a statistical Markov model in which the system being modeled is assumed to be a Markov…

Machine Learning · Computer Science 2021-02-16 Taha Mansouri , Mohamadreza Sadeghimoghadam , Iman Ghasemian Sahebi

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

Hidden Markov Models (HMM) have been used for several years in many time series analysis or pattern recognitions tasks. HMM are often trained by means of the Baum-Welch algorithm which can be seen as a special variant of an expectation…

Machine Learning · Computer Science 2016-05-30 Christian Gruhl , Bernhard Sick

Most existing approaches to clustering gene expression time course data treat the different time points as independent dimensions and are invariant to permutations, such as reversal, of the experimental time course. Approaches utilizing…

Machine Learning · Computer Science 2012-07-02 Matthew Beal , Praveen Krishnamurthy

Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…

Machine Learning · Statistics 2019-12-23 Aliaksandr Hubin

Low level images representation in feature space performs poorly for classification with high accuracy since this level of representation is not able to project images into the discriminative feature space. In this work, we propose an…

Computer Vision and Pattern Recognition · Computer Science 2016-10-06 Fariborz Taherkhani , Reza Hedayati