Related papers: Probabilistic Approaches to Alignment with Tandem …
Many real-world problems encountered in several disciplines deal with the modeling of time-series containing different underlying dynamical regimes, for which probabilistic approaches are very often employed. In this paper we describe…
Random Linear Network Coding (RLNC) has been proved to offer an efficient communication scheme, leveraging an interesting robustness against packet losses. However, it suffers from a high computational complexity and some novel approaches,…
This paper considers hidden Markov models where the observations are given as the sum of a latent state which lies in a general state space and some independent noise with unknown distribution. It is shown that these fully nonparametric…
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…
The study of animal behavioural states inferred through hidden Markov models and similar state switching models has seen a significant increase in popularity in recent years. The ability to account for varying levels of behavioural scale…
Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…
This report describes a new technique for inducing the structure of Hidden Markov Models from data which is based on the general `model merging' strategy (Omohundro 1992). The process begins with a maximum likelihood HMM that directly…
Background: Hidden Markov models are widely employed by numerous bioinformatics programs used today. Applications range widely from comparative gene prediction to time-series analyses of micro-array data. The parameters of the underlying…
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.…
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…
An algorithm of improving the performance of iterative decoding on perpendicular magnetic recording is presented. This algorithm follows on the authors' previous works on the parallel and serial concatenated turbo codes and low-density…
In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…
Hidden Markov models (HMMs) have been extensively used in the univariate and multivariate literature. However, there has been an increased interest in the analysis of matrix-variate data over the recent years. In this manuscript we…
Tandem duplication is the process of inserting a copy of a segment of DNA adjacent to the original position. Motivated by applications that store data in living organisms, Jain et al. (2017) proposed the study of codes that correct tandem…
Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is…
We present a lightweight approach to sequence classification using Ensemble Methods for Hidden Markov Models (HMMs). HMMs offer significant advantages in scenarios with imbalanced or smaller datasets due to their simplicity,…
We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…
We consider probabilistic systems with hidden state and unobservable transitions, an extension of Hidden Markov Models (HMMs) that in particular admits unobservable {\epsilon}-transitions (also called null transitions), allowing state…
We show how models for prediction with expert advice can be defined concisely and clearly using hidden Markov models (HMMs); standard HMM algorithms can then be used to efficiently calculate, among other things, how the expert predictions…
We consider a Hidden Markov Model (HMM) where the integrated continuous-time Markov chain can be observed at discrete time points perturbed by a Brownian motion. The aim is to derive a filter for the underlying continuous-time Markov chain.…