Related papers: Hidden Markov Model Applications in Change-Point A…

There is an interest to replace computed tomography (CT) images with magnetic resonance (MR) images for a number of diagnostic and therapeutic workflows. In this article, predicting CT images from a number of magnetic resonance imaging…

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer…

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…

The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting…

The problem of reducing a Hidden Markov Model (HMM) to one of smaller dimension that exactly reproduces the same marginals is tackled by using a system-theoretic approach. Realization theory tools are extended to HMMs by leveraging suitable…

We propose a framework to model the distribution of sequential data coming from a set of entities connected in a graph with a known topology. The method is based on a mixture of shared hidden Markov models (HMMs), which are jointly trained…

Changepoint detection methods are used in many areas of science and engineering, e.g., in the analysis of copy number variation data, to detect abnormalities in copy numbers along the genome. Despite the broad array of available tools,…

Suppose that we are given a time series where consecutive samples are believed to come from a probabilistic source, that the source changes from time to time and that the total number of sources is fixed. Our objective is to estimate the…

Recombination is an important event in the evolution of HIV. It affects the global spread of the pandemic as well as evolutionary escape from host immune response and from drug therapy within single patients. Comprehensive computational…

The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…

This paper considers the quickest detection problem for hidden Markov models (HMMs) in a Bayesian setting. We construct an augmented HMM representation of the problem that allows the application of a dynamic programming approach to prove…

The impact of randomness on model training is poorly understood. How do differences in data order and initialization actually manifest in the model, such that some training runs outperform others or converge faster? Furthermore, how can we…

Cyber threat intelligence is one of the emerging areas of focus in information security. Much of the recent work has focused on rule-based methods and detection of network attacks using Intrusion Detection algorithms. In this paper we…

We consider learning parameters of Binomial Hidden Markov Models, which may be used to model DNA methylation data. The standard algorithm for the problem is EM, which is computationally expensive for sequences of the scale of the mammalian…

In the classical setting, the training of a Hidden Markov Model (HMM) typically relies on a single, sufficiently long observation sequence that can be regarded as representative of the underlying stochastic process. In this context, the…

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…

The article presents an application of Hidden Markov Models (HMMs) for pattern recognition on genome sequences. We apply HMM for identifying genes encoding the Variant Surface Glycoprotein (VSG) in the genomes of Trypanosoma brucei (T.…

The hidden Markov model (HMM) is a classic modeling tool with a wide swath of applications. Its inception considered observations restricted to a finite alphabet, but it was quickly extended to multivariate continuous distributions. In this…

The Baum-Welsh algorithm together with its derivatives and variations has been the main technique for learning Hidden Markov Models (HMM) from observational data. We present an HMM learning algorithm based on the non-negative matrix…

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…