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Hidden Markov models (HMMs) are powerful tools for analysing time series data that depend on discrete underlying but unobserved states. As such, they have gained prominence across numerous empirical disciplines, in particular ecology,…

Methodology · Statistics 2026-03-19 Jan-Ole Fischer

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…

Machine Learning · Computer Science 2019-04-02 Diogo Pernes , Jaime S. Cardoso

Hidden Markov models (HMMs) are ubiquitous in time-series modelling, with applications ranging from chemical reaction modelling to speech recognition. These HMMs are often large, with high-dimensional memories. A recently-proposed…

Quantum Physics · Physics 2026-01-23 Rishi Sundar , Thomas Elliott

Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric modelling of the population densities. Identifiability fails when the data is in fact independent and…

Statistics Theory · Mathematics 2025-07-16 Kweku Abraham , Elisabeth Gassiat , Zacharie Naulet

We propose a copula-based extension of the hidden Markov model (HMM) which applies when the observations recorded at each time in the sample are multivariate. The joint model produced by the copula extension allows decoding of the hidden…

Methodology · Statistics 2024-05-13 Robert Zimmerman , Radu V. Craiu , Vianey Leos-Barajas

1. Hidden Markov models (HMMs) are powerful tools for modelling time-series data with underlying state structure. However, selecting appropriate parametric forms for the state-dependent distributions is often challenging and can lead to…

High-entropy materials (HEMs) have recently emerged as a significant category of materials, offering highly tunable properties. However, the scarcity of HEM data in existing density functional theory (DFT) databases, primarily due to…

Materials Science · Physics 2024-06-04 Kangming Li , Kamal Choudhary , Brian DeCost , Michael Greenwood , Jason Hattrick-Simpers

The hidden Markov model (HMM) provides a powerful framework for inference in time-varying environments, where the underlying state evolves according to a Markov chain. To address the optimal filtering problem in general dynamic settings, we…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Dongyan Sui , Haotian Pu , Siyang Leng , Stefan Vlaski

In high energy density physics (HEDP) and inertial confinement fusion (ICF), predictive modeling is complicated by uncertainty in parameters that characterize various aspects of the modeled system, such as those characterizing material…

A statistical model of protein families, called profile conditional random fields (CRFs), is proposed. This model may be regarded as an integration of the profile hidden Markov model (HMM) and the Finkelstein-Reva (FR) theory of protein…

Biomolecules · Quantitative Biology 2009-06-01 Akira R. Kinjo

Consider a stationary discrete random process with alphabet size d, which is assumed to be the output process of an unknown stationary Hidden Markov Model (HMM). Given the joint probabilities of finite length strings of the process, we are…

Machine Learning · Computer Science 2015-12-15 Qingqing Huang , Rong Ge , Sham Kakade , Munther Dahleh

The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is…

Machine Learning · Statistics 2012-01-10 Chong Wang , David M. Blei

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

We develop a diagrammatic technique to represent the multi-point cumulative probability density function (CPDF) of mass fluctuations in terms of the statistical properties of individual collapsed objects and relate this to other statistical…

Astrophysics · Physics 2009-10-31 Dipak Munshi , Peter Coles , Adrian L. Melott

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-11-21 Viktoriya Krakovna , Finale Doshi-Velez

Chromosomal DNA is characterized by variation between individuals at the level of entire chromosomes (e.g., aneuploidy in which the chromosome copy number is altered), segmental changes (including insertions, deletions, inversions, and…

Applications · Statistics 2008-07-30 Robert B. Scharpf , Giovanni Parmigiani , Jonathan Pevsner , Ingo Ruczinski

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

Cis-regulatory modules (CRMs) composed of multiple transcription factor binding sites (TFBSs) control gene expression in eukaryotic genomes. Comparative genomic studies have shown that these regulatory elements are more conserved across…

Applications · Statistics 2007-09-14 Qing Zhou , Wing Hung Wong

The embedded hidden Markov model (EHMM) sampling method is a Markov chain Monte Carlo (MCMC) technique for state inference in non-linear non-Gaussian state-space models which was proposed in Neal (2003); Neal et al. (2004) and extended in…

Computation · Statistics 2016-10-28 Axel Finke , Arnaud Doucet , Adam M. Johansen

Over the last decade, hidden Markov models (HMMs) have become increasingly popular in statistical ecology, where they constitute natural tools for studying animal behavior based on complex sensor data. Corresponding analyses sometimes…

Methodology · Statistics 2025-10-15 Jan-Ole Koslik , Carlina C. Feldmann , Sina Mews , Rouven Michels , Roland Langrock
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