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Recommender systems help users find relevant items of interest based on the past preferences of those users. In many domains, however, the tastes and preferences of users change over time due to a variety of factors and recommender systems…

Information Retrieval · Computer Science 2018-10-02 Farzad Eskandanian , Bamshad Mobasher

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

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

We consider the task of learning mappings from sequential data to real-valued responses. We present and evaluate an approach to learning a type of hidden Markov model (HMM) for regression. The learning process involves inferring the…

Machine Learning · Computer Science 2012-06-18 Keith Noto , Mark Craven

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

In a variety of online settings involving interaction with end-users it is critical for the systems to adapt to changes in user preferences. User preferences on items tend to change over time due to a variety of factors such as change in…

Information Retrieval · Computer Science 2019-05-17 Farzad Eskandanian , Bamshad Mobasher

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…

Pricing of Securities · Quantitative Finance 2021-04-21 Mingwen Liu , Junbang Huo , Yulin Wu , Jinge Wu

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

We demonstrate the application of pattern recognition algorithms via hidden Markov models (HMM) for qubit readout. This scheme provides a state-path trajectory approach capable of detecting qubit state transitions and makes for a robust…

Quantum Physics · Physics 2021-01-04 Luis A. Martinez , Yaniv J. Rosen , Jonathan L. DuBois

Hidden Quantum Markov Models (HQMMs) can be thought of as quantum probabilistic graphical models that can model sequential data. We extend previous work on HQMMs with three contributions: (1) we show how classical hidden Markov models…

Machine Learning · Statistics 2017-10-26 Siddarth Srinivasan , Geoff Gordon , Byron Boots

Hidden Markov models (HMMs) and their variants were successfully used for several sequence annotation tasks. Traditionally, inference with HMMs is done using the Viterbi and posterior decoding algorithms. However, recently a variety of…

Data Structures and Algorithms · Computer Science 2012-10-10 Michal Nánási , Tomáš Vinař , Broňa Brejová

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

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

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

We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…

Computation and Language · Computer Science 2018-06-20 Kejun Huang , Xiao Fu , Nicholas D. Sidiropoulos

Hidden Markov Models (HMMs) are a ubiquitous tool to model time series data, and have been widely used in two main tasks of Automatic Music Transcription (AMT): note segmentation, i.e. identifying the played notes after a multi-pitch…

Machine Learning · Statistics 2017-04-13 D. Cazau , G. Nuel

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Methodology · Statistics 2015-05-01 Michalis K. Titsias , Christopher Yau , Christopher C. Holmes

The stock market presents a challenging environment for accurately predicting future stock prices due to its intricate and ever-changing nature. However, the utilization of advanced methodologies can significantly enhance the precision of…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Luigi Catello , Ludovica Ruggiero , Lucia Schiavone , Mario Valentino

A Hidden Markov Model (HMM) is a common statistical model which is widely used for analysis of biological sequence data and other sequential phenomena. In the present paper we show how HMMs can be extended with side-constraints and present…

Artificial Intelligence · Computer Science 2010-08-02 Henning Christiansen , Christian Theil Have , Ole Torp Lassen , Matthieu Petit
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