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Hidden Markov model (HMM) has been successfully used for sequential data modeling problems. In this work, we propose to power the modeling capacity of HMM by bringing in neural network based generative models. The proposed model is termed…

Machine Learning · Computer Science 2020-05-26 Dong Liu , Antoine Honoré , Saikat Chatterjee , Lars K. Rasmussen

De-interleaving of the mixtures of Hidden Markov Processes (HMPs) generally depends on its representation model. Existing representation models consider Markov chain mixtures rather than hidden Markov, resulting in the lack of robustness to…

Machine Learning · Statistics 2024-06-04 Jiadi Bao , Mengtao Zhu , Yunjie Li , Shafei Wang

Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple…

Applications · Statistics 2012-11-09 John Parslow , Noel Cressie , Edward P. Campbell , Emlyn Jones , Lawrence Murray

We present a probabilistic model of events in continuous time in which each event triggers a Poisson process of successor events. The ensemble of observed events is thereby modeled as a superposition of Poisson processes. Efficient…

Machine Learning · Computer Science 2012-03-19 Aleksandr Simma , Michael I. Jordan

We introduce a distributed, cooperative framework and method for Bayesian estimation and control in decentralized agent networks. Our framework combines joint estimation of time-varying global and local states with information-seeking…

Systems and Control · Computer Science 2015-09-24 Florian Meyer , Henk Wymeersch , Markus Fröhle , Franz Hlawatsch

We present a probabilistic generative model for inferring a description of coordinated, recursively structured group activities at multiple levels of temporal granularity based on observations of individuals' trajectories. The model…

Artificial Intelligence · Computer Science 2016-04-26 Ernesto Brau , Colin Dawson , Alfredo Carrillo , David Sidi , Clayton T. Morrison

We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…

Applications · Statistics 2015-01-27 Gianluca Mastrantonio , Antonello Maruotti , Giovanna Jona Lasinio

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick

Evolving consumer demands and market trends have led to businesses increasingly embracing a production approach that prioritizes flexibility and customization. Consequently, factory workers must engage in tasks that are more complex than…

Machine Learning · Computer Science 2024-05-17 Issei Saito , Tomoaki Nakamura , Toshiyuki Hatta , Wataru Fujita , Shintaro Watanabe , Shotaro Miwa

Accounting for the complexity of psychological theories requires methods that can predict not only changes in the means of latent variables -- such as personality factors, creativity, or intelligence -- but also changes in their variances.…

Methodology · Statistics 2025-05-27 Luna Fazio , Paul-Christian Bürkner

We review existing approaches to mathematical modeling and analysis of multi-agent systems in which complex collective behavior arises out of local interactions between many simple agents. Though the behavior of an individual agent can be…

Robotics · Computer Science 2007-05-23 Kristina Lerman , Aram Galstyan , Tad Hogg

Quantifying uncertainties in collective human behavior and decision making is crucial for ensuring public health and safety, enabling effective disaster response, informing the design of transportation and communication networks, and…

Physics and Society · Physics 2016-12-02 Kimberly J. Schlesinger , Chantal Nguyen , Imtiaz Ali , Jean M. Carlson

Effective modeling of heterogeneous subpopulations presents a significant challenge due to variations in individual characteristics and behaviors. This paper proposes a novel approach to address this issue through multi-task learning (MTL)…

Machine Learning · Computer Science 2025-08-22 Elif Konyar , Mostafa Reisi Gahrooei , Kamran Paynabar

Progressive diseases worsen over time and are characterised by monotonic change in features that track disease progression. Here we connect ideas from two formerly separate methodologies -- event-based and hidden Markov modelling -- to…

Machine Learning · Computer Science 2021-06-07 Peter A. Wijeratne , Daniel C. Alexander

Over the past few decades, the Hawkes process has become a popular framework for modeling temporal events thanks to its flexibility to capture different dependency structures. The objective of this work is to model call sequences emitted by…

Methodology · Statistics 2025-07-29 Anna Bonnet , Stéphane Robin

The assumption of group heterogeneity has become popular in panel data models. We develop a constrained Bayesian grouped estimator that exploits researchers' prior beliefs on groups in a form of pairwise constraints, indicating whether a…

Econometrics · Economics 2023-10-31 Boyuan Zhang

We investigate a correspondence between two formalisms for discrete probabilistic modeling: probabilistic graphical models (PGMs) and tensor networks (TNs), a powerful modeling framework for simulating complex quantum systems. The graphical…

Machine Learning · Statistics 2021-07-01 Jacob Miller , Geoffrey Roeder , Tai-Danae Bradley

For tasks where the dynamics of multiple agents are physically coupled, e.g., in cooperative manipulation, the coordination between the individual agents becomes crucial, which requires exact knowledge of the interaction dynamics. This…

Robotics · Computer Science 2022-06-29 Pablo Budde gen. Dohmann , Armin Lederer , Marcel Dißemond , Sandra Hirche

The problem of situational awareness (SAW) is investigated from the probabilistic modeling point of view. Taking the situation as a hidden variable, we introduce a hidden Markov model (HMM) and an extended state space model (ESSM) to…

Applications · Statistics 2015-10-08 Bin Liu

Using a tensorial approach, we show how to construct a one-one correspondence between pattern probabilities and edge parameters for any group-based model. This is a generalisation of the "Hadamard conjugation" and is equivalent to standard…

Populations and Evolution · Quantitative Biology 2012-12-18 Jeremy G. Sumner , Peter D. Jarvis , Barbara R. Holland
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