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Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

Machine Learning · Computer Science 2021-09-13 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis

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…

Cryptography and Security · Computer Science 2021-06-04 Shuvalaxmi Dass , Prerit Datta , Akbar Siami Namin

This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Kaikai Zheng , Dawei Shi , Ling Shi

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

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…

Likelihood-free inference methods based on neural conditional density estimation were shown to drastically reduce the simulation burden in comparison to classical methods such as ABC. When applied in the context of any latent variable…

Machine Learning · Statistics 2024-05-06 Sanmitra Ghosh , Paul J. Birrell , Daniela De Angelis

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…

Machine Learning · Computer Science 2024-06-24 Tommaso Grigoletto , Francesco Ticozzi

This paper addresses the adaptive radar target detection problem in the presence of Gaussian interference with unknown statistical properties. To this end, the problem is first formulated as a binary hypothesis test, and then we derive a…

Signal Processing · Electrical Eng. & Systems 2025-03-05 Chaoran Yin , Tianqi Wang , Linjie Yan , Chengpeng Hao , Alfonso Farina , Danilo Orlando

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

Factorial hidden Markov models (FHMMs) are powerful tools of modeling sequential data. Learning FHMMs yields a challenging simultaneous model selection issue, i.e., selecting the number of multiple Markov chains and the dimensionality of…

Machine Learning · Statistics 2015-06-29 Shaohua Li , Ryohei Fujimaki , Chunyan Miao

Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Statistics Theory · Mathematics 2009-11-20 Sofia Andersson , Tobias Rydén

Using supervised machine learning approaches to recognize human activities from on-body wearable accelerometers generally requires a large amount of labelled data. When ground truth information is not available, too expensive, time…

Machine Learning · Statistics 2013-12-30 Dorra Trabelsi , Samer Mohammed , Faicel Chamroukhi , Latifa Oukhellou , Yacine Amirat

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

Pair Hidden Markov Models (PHMMs) are probabilistic models used for pairwise sequence alignment, a quintessential problem in bioinformatics. PHMMs include three types of hidden states: match, insertion and deletion. Most previous studies…

Quantitative Methods · Quantitative Biology 2017-10-17 Taikai Takeda , Michiaki Hamada

Sum-product networks (SPNs) are a class of probabilistic graphical models that allow tractable marginal inference. However, the maximum a posteriori (MAP) inference in SPNs is NP-hard. We investigate MAP inference in SPNs from both…

Artificial Intelligence · Computer Science 2017-11-21 Jun Mei , Yong Jiang , Kewei Tu

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,…

Machine Learning · Computer Science 2024-09-13 Maxime Kawawa-Beaudan , Srijan Sood , Soham Palande , Ganapathy Mani , Tucker Balch , Manuela Veloso

We present a polyphonic MIDI score-following algorithm capable of following performances with arbitrary repeats and skips, based on a probabilistic model of musical performances. It is attractive in practical applications of score following…

Artificial Intelligence · Computer Science 2014-07-08 Eita Nakamura , Tomohiko Nakamura , Yasuyuki Saito , Nobutaka Ono , Shigeki Sagayama

Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…

Machine Learning · Statistics 2012-03-29 Dean P. Foster , Jordan Rodu , Lyle H. Ungar

This work proposes a multi-agent filtering algorithm over graphs for finite-state hidden Markov models (HMMs), which can be used for sequential state estimation or for tracking opinion formation over dynamic social networks. We show that…

Signal Processing · Electrical Eng. & Systems 2022-03-10 Mert Kayaalp , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed

The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem…

Machine Learning · Statistics 2013-07-19 Qiang Liu , Alexander Ihler