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Bayesian inference in hidden Markov models (HMMs) can be challenging due to the presence of multimodality in the likelihood function, and consequently in the joint posterior distribution, even after correcting for label switching. The…

Applications · Statistics 2026-05-01 Marco A. Gallegos-Herrada , Vianey Leos-Barajas , Jeffrey S. Rosenthal

Wearable accelerometers enable large-scale health monitoring, yet learning robust human-activity representations has been constrained by scarce labeled data. While self-supervised learning offers a remedy, existing methods treat sensor…

Machine Learning · Computer Science 2026-05-28 Prithviraj Tarale , Kiet Chu , Abhishek Varghese , Kai-Chun Liu , Maxwell A. Xu , Mohit Iyyer , Sunghoon I. Lee

Cohort studies are increasingly using accelerometers for physical activity and sedentary behavior estimation. These devices tend to be less error-prone than self-report, can capture activity throughout the day, and are economical. However,…

Hidden Markov Models (HMMs) are a commonly used tool for inference of transcription factor (TF) binding sites from DNA sequence data. We exploit the mathematical equivalence between HMMs for TF binding and the "inverse" statistical…

Statistical Mechanics · Physics 2015-05-19 Pankaj Mehta , David Schwab , Anirvan M. Sengupta

In a mixed-traffic scenario where both autonomous vehicles and human-driving vehicles exist, a timely prediction of driving intentions of nearby human-driving vehicles is essential for the safe and efficient driving of an autonomous…

Machine Learning · Computer Science 2019-02-26 Shiwen Liu , Kan Zheng , Long Zhao , Pingzhi Fan

For multivariate time series driven by underlying states, hidden Markov models (HMMs) constitute a powerful framework which can be flexibly tailored to the situation at hand. However, in practice it can be challenging to choose an adequate…

Methodology · Statistics 2023-02-14 Rouven Michels , Roland Langrock

Factorial Hidden Markov Models (FHMMs) are powerful models for sequential data but they do not scale well with long sequences. We propose a scalable inference and learning algorithm for FHMMs that draws on ideas from the stochastic…

Machine Learning · Statistics 2016-10-31 Yin Cheng Ng , Pawel Chilinski , Ricardo Silva

Recent years have witnessed the rapid development of human activity recognition (HAR) based on wearable sensor data. One can find many practical applications in this area, especially in the field of health care. Many machine learning…

Machine Learning · Computer Science 2019-05-16 H. D. Nguyen , K. P. Tran , X. Zeng , L. Koehl , G. Tartare

Cycles are fundamental to human health and behavior. However, modeling cycles in time series data is challenging because in most cases the cycles are not labeled or directly observed and need to be inferred from multidimensional…

Social and Information Networks · Computer Science 2018-04-23 Emma Pierson , Tim Althoff , Jure Leskovec

Automatic recognition of the quality of movement in human beings is a challenging task, given the difficulty both in defining the constraints that make a movement correct, and the difficulty in using noisy data to determine if these…

Human-Computer Interaction · Computer Science 2016-02-12 Carlos Palma , Augusto Salazar , Francisco Vargas

Recent studies have proposed that one can summarize brain activity into dynamics among a relatively small number of hidden states and that such an approach is a promising tool for revealing brain function. Hidden Markov models (HMMs) are a…

Neurons and Cognition · Quantitative Biology 2021-09-02 Takahiro Ezaki , Yu Himeno , Takamitsu Watanabe , Naoki Masuda

We introduce a new graphical model for tracking radio-tagged animals and learning their movement patterns. The model provides a principled way to combine radio telemetry data with an arbitrary set of userdefined, spatial features. We…

Machine Learning · Computer Science 2012-03-19 Berk Kapicioglu , Robert E. Schapire , Martin Wikelski , Tamara Broderick

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

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…

Methodology · Statistics 2021-07-16 Salvatore D. Tomarchio , Antonio Punzo , Antonello Maruotti

Scripts have been proposed to model the stereotypical event sequences found in narratives. They can be applied to make a variety of inferences including filling gaps in the narratives and resolving ambiguous references. This paper proposes…

Computation and Language · Computer Science 2018-09-12 J. Walker Orr , Prasad Tadepalli , Janardhan Rao Doppa , Xiaoli Fern , Thomas G. Dietterich

Understanding how animals move through heterogeneous landscapes is central to ecology and conservation. In this context, step selection functions (SSFs) have emerged as the main statistical framework to analyze how biotic and abiotic…

Animal behavior serves as a reliable indicator of the adaptation of organisms to their environment and their overall well-being. Through rigorous observation of animal actions and interactions, researchers and observers can glean valuable…

Machine Learning · Computer Science 2024-05-24 Edoardo Fazzari , Donato Romano , Fabrizio Falchi , Cesare Stefanini

Activity recognition using built-in sensors in smart and wearable devices provides great opportunities to understand and detect human behavior in the wild and gives a more holistic view of individuals' health and well being. Numerous…

Signal Processing · Electrical Eng. & Systems 2020-11-16 Mehrdad Fazli , Kamran Kowsari , Erfaneh Gharavi , Laura Barnes , Afsaneh Doryab

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…

Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability and good econometric properties. In this…

Statistical Finance · Quantitative Finance 2016-02-18 Vikram Krishnamurthy , Elisabeth Leoff , Jörn Sass
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