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The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning…

Electric arc welding (EAW) exhibits strongly non stationary and temporally evolving behavior, making reliable assessment of arc stability difficult using conventional frame based approaches. In this study, arc dynamics are modeled as a…

Signal Processing · Electrical Eng. & Systems 2026-04-24 Hidir Selcuk Nogay

We propose a two-step algorithm for the construction of a Hidden Markov Model (HMM) of assigned size, i.e. cardinality of the state space of the underlying Markov chain, whose $n$-dimensional distribution is closest in divergence to a given…

Optimization and Control · Mathematics 2023-02-27 L. Finesso , A. Grassi , P. Spreij

The minimum realization problem of hidden Markov models (HMM's) is a fundamental question of stationary discrete-time processes with a finite alphabet. It was shown in the literature that tensor decomposition methods give the hidden Markov…

Optimization and Control · Mathematics 2020-08-27 Yoshito Ohta

This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e.,…

Machine Learning · Computer Science 2012-06-22 Ryohei Fujimaki , Kohei Hayashi

Hidden Markov models (HMM) are commonly used in generation tasks and have demonstrated strong capabilities in neuro-symbolic applications for the Markov property. These applications leverage the strengths of neural networks and symbolic…

Machine Learning · Computer Science 2025-10-01 Hanyuan Gao , Xiaoxuan Yang

Recently, hidden Markov models (HMMs) have achieved promising results for offline handwritten Chinese text recognition. However, due to the large vocabulary of Chinese characters with each modeled by a uniform and fixed number of hidden…

Computer Vision and Pattern Recognition · Computer Science 2018-08-14 Wenchao Wang , Jun Du , Zi-Rui Wang

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…

Machine Learning · Computer Science 2024-02-28 YeXin Huang

This note addresses identification of the $A$-matrix in continuous time linear dynamical systems on state-space form. If this matrix is partially known or known to have a sparse structure, such knowledge can be used to simplify the…

Systems and Control · Computer Science 2016-05-24 Zuogon Yue , Johan Thunberg , Jorge Goncalves

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…

Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…

Statistics Theory · Mathematics 2014-06-04 Elizabeth S. Allman , John A. Rhodes , Elena Stanghellini , Marco Valtorta

Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…

Computation · Statistics 2021-03-22 Satu Helske , Jouni Helske

In this paper, we introduce a new estimator for the emission densities of a nonparametric hidden Markov model. It is adaptive and minimax with respect to each state's regularity--as opposed to globally minimax estimators, which adapt to the…

Statistics Theory · Mathematics 2018-07-17 Luc Lehéricy

This work tackles the problem of learning a set of language specific acoustic units from unlabeled speech recordings given a set of labeled recordings from other languages. Our approach may be described by the following two steps procedure:…

Machine Learning · Computer Science 2019-07-03 Lucas Ondel , Hari Krishna Vydana , Lukáš Burget , Jan Černocký

Weakly supervised named entity recognition methods train label models to aggregate the token annotations of multiple noisy labeling functions (LFs) without seeing any manually annotated labels. To work well, the label model needs to…

Computation and Language · Computer Science 2022-06-08 Yinghao Li , Le Song , Chao Zhang

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…

Information Theory · Computer Science 2018-04-24 Mark Kozdoba , Shie Mannor

Data collected by wearable devices in sports provide valuable information about an athlete's behavior such as their activity, performance, and ability. These time series data can be studied with approaches such as hidden Markov and…

Applications · Statistics 2020-10-22 Shirley Rojas-Salazar , Erin M. Schliep , Christopher K. Wikle , Matthew Hawkey

We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…

Neurons and Cognition · Quantitative Biology 2024-10-02 Diego Vidaurre , Laura Masaracchia , Nick Y. Larsen , Lenno R. P. T Ruijters , Sonsoles Alonso , Christine Ahrends , Mark W. Woolrich

The sampling rate of input and output signals is known to play a critical role in the identification and control of dynamical systems. For slow-sampled continuous-time systems that do not satisfy the Nyquist-Shannon sampling condition for…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Rodrigo A. González , Max van Haren , Tom Oomen , Cristian R. Rojas

We consider Hidden Markov Models that emit sequences of observations that are drawn from continuous distributions. For example, such a model may emit a sequence of numbers, each of which is drawn from a uniform distribution, but the support…

Logic in Computer Science · Computer Science 2020-09-29 Oscar Darwin , Stefan Kiefer