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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

The technological applications of hidden Markov models have been extremely diverse and successful, including natural language processing, gesture recognition, gene sequencing, and Kalman filtering of physical measurements. HMMs are highly…

Algebraic Geometry · Mathematics 2012-09-04 Andrew J. Critch

Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a…

Artificial Intelligence · Computer Science 2016-12-28 Ahmed M. Alaa , Mihaela van der Schaar

This paper introduces the hhsmm R package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible models with both Markovian and semi-Markovian states, which…

Computation · Statistics 2022-05-31 Morteza Amini , Afarin Bayat , Reza Salehian

Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper,…

Dynamical Systems · Mathematics 2024-02-13 Marc Escudier , Ikram Abdelkefi , Clément Fernandes , Wojciech Pieczynski

This paper introduces a hidden quantum Markov models (HQMMs) framework to the Affleck-Kennedy-Lieb-Tasaki (AKLT) state-a cornerstone example of a symmetry-protected topological (SPT) phase. The model's observation system is the physical…

Quantum Physics · Physics 2025-12-23 Abdessatar Souissi , Amenallah Andolsi

Quantum simulation is a leading candidate for demonstrating practical quantum advantage over classical computation, as it is believed to provide exponentially more compute power than any classical system. It offers new means of studying the…

Quantum Physics · Physics 2026-01-23 Maja Franz , Lukas Schmidbauer , Joshua Ammermann , Ina Schaefer , Wolfgang Mauerer

A growing body of work has established the modelling of stochastic processes as a promising area of application for quantum techologies; it has been shown that quantum models are able to replicate the future statistics of a stochastic…

Quantum Physics · Physics 2020-03-25 Matthew Ho , Mile Gu , Thomas J. Elliott

We propose the segmented iHMM (siHMM), a hierarchical infinite hidden Markov model (iHMM) that supports a simple, efficient inference scheme. The siHMM is well suited to segmentation problems, where the goal is to identify points at which a…

Machine Learning · Statistics 2016-02-23 Ardavan Saeedi , Matthew Hoffman , Matthew Johnson , Ryan Adams

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

In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration…

Machine Learning · Statistics 2015-06-04 Michael Dewar , Chris Wiggins , Frank Wood

Working on the daily closing prices and logreturns, in this paper we deal with the use of Hidden Markov Models (HMMs) to forecast the price of the EUR/USD Futures. The aim of our work is to understand how the HMMs describe different…

Machine Learning · Statistics 2016-05-09 Sara Rebagliati , Emanuela Sasso , Samuele Soraggi

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…

Quantum Physics · Physics 2024-08-08 Owen Lockwood , Peter Weiss , Filip Aronshtein , Guillaume Verdon

We introduce a new class of generative quantum-neural-network-based models called Quantum Hamiltonian-Based Models (QHBMs). In doing so, we establish a paradigmatic approach for quantum-probabilistic hybrid variational learning, where we…

Quantum Physics · Physics 2019-10-07 Guillaume Verdon , Jacob Marks , Sasha Nanda , Stefan Leichenauer , Jack Hidary

We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a…

Machine Learning · Statistics 2017-07-24 Colin Reimer Dawson , Chaofan Huang , Clayton T. Morrison

The purpose of this paper is to study and design direct and indirect couplings for use in coherent feedback control of a class of linear quantum stochastic systems. A general physical model for a nominal linear quantum system coupled…

Quantum Physics · Physics 2012-02-07 Guofeng Zhang , Matthew R. James

We analyze the estimation of a time dependent perturbation acting on a continuously monitored quantum system. We describe the temporal fluctuations of the perturbation by a Hidden Markov Model, and we combine quantum measurement theory and…

Quantum Physics · Physics 2021-06-08 Claus Normann Madsen , Lia Valdetaro , Klaus Mølmer

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…

Traditional approaches in mental health research apply General Linear Models (GLM) to describe the longitudinal dynamics of observed psycho-behavioral measurements (questionnaire summary scores). Similarly, GLMs are also applied to…

Quantum simulation algorithms often require numerous ancilla qubits and deep circuits, prohibitive for near-term hardware. We introduce a framework for simulating quantum channels using ensembles of low-depth circuits in place of many-qubit…

Quantum Physics · Physics 2024-08-01 Joseph Peetz , Scott E. Smart , Prineha Narang