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We present a novel algorithm for learning the parameters of hidden Markov models (HMMs) in a geometric setting where the observations take values in Riemannian manifolds. In particular, we elevate a recent second-order method of moments…

Machine Learning · Computer Science 2023-02-16 Berlin Chen , Cyrus Mostajeran , Salem Said

We develop a latent variable model and an efficient spectral algorithm motivated by the recent emergence of very large data sets of chromatin marks from multiple human cell types. A natural model for chromatin data in one cell type is a…

Machine Learning · Statistics 2015-06-09 Chicheng Zhang , Jimin Song , Kevin C Chen , Kamalika Chaudhuri

Active learning seeks to reduce the amount of data required to fit the parameters of a model, thus forming an important class of techniques in modern machine learning. However, past work on active learning has largely overlooked latent…

Machine Learning · Computer Science 2024-02-20 Aditi Jha , Zoe C. Ashwood , Jonathan W. Pillow

Variable order sequence modeling is an important problem in artificial and natural intelligence. While overcomplete Hidden Markov Models (HMMs), in theory, have the capacity to represent long-term temporal structure, they often fail to…

Phoneme-based acoustic modeling of large vocabulary automatic speech recognition takes advantage of phoneme context. The large number of context-dependent (CD) phonemes and their highly varying statistics require tying or smoothing to…

Audio and Speech Processing · Electrical Eng. & Systems 2021-04-08 Tina Raissi , Eugen Beck , Ralf Schlüter , Hermann Ney

Recommender systems help users find relevant items of interest based on the past preferences of those users. In many domains, however, the tastes and preferences of users change over time due to a variety of factors and recommender systems…

Information Retrieval · Computer Science 2018-10-02 Farzad Eskandanian , Bamshad Mobasher

Model stealing, where a learner tries to recover an unknown model via carefully chosen queries, is a critical problem in machine learning, as it threatens the security of proprietary models and the privacy of data they are trained on. In…

Machine Learning · Computer Science 2024-11-13 Allen Liu , Ankur Moitra

Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…

Machine Learning · Computer Science 2026-04-08 Kevin Zhang , Yixin Wang

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

While neural, encoder-decoder models have had significant empirical success in text generation, there remain several unaddressed problems with this style of generation. Encoder-decoder models are largely (a) uninterpretable, and (b)…

Computation and Language · Computer Science 2019-06-18 Sam Wiseman , Stuart M. Shieber , Alexander M. Rush

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

The Baum-Welsh algorithm together with its derivatives and variations has been the main technique for learning Hidden Markov Models (HMM) from observational data. We present an HMM learning algorithm based on the non-negative matrix…

Machine Learning · Computer Science 2011-01-11 George Cybenko , Valentino Crespi

Hidden Markov models (HMMs) are commonly used to model animal movement data and infer aspects of animal behavior. An HMM assumes that each data point from a time series of observations stems from one of $N$ possible states. The states are…

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…

Pricing of Securities · Quantitative Finance 2021-04-21 Mingwen Liu , Junbang Huo , Yulin Wu , Jinge Wu

Momentum is a popular technique for improving convergence rates during gradient descent. In this research, we experiment with adding momentum to the Baum-Welch expectation-maximization algorithm for training Hidden Markov Models. We compare…

Machine Learning · Computer Science 2022-06-10 Andrew Miller , Fabio Di Troia , Mark Stamp

We explore the use of traditional and contemporary hidden Markov models (HMMs) for sequential physiological data analysis and sepsis prediction in preterm infants. We investigate the use of classical Gaussian mixture model based HMM, and a…

Machine Learning · Computer Science 2019-10-31 Antoine Honore , Dong Liu , David Forsberg , Karen Coste , Eric Herlenius , Saikat Chatterjee , Mikael Skoglund

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

Signal processing, communications, and control have traditionally relied on classical statistical modeling techniques. Such model-based methods utilize mathematical formulations that represent the underlying physics, prior information and…

Signal Processing · Electrical Eng. & Systems 2022-09-13 Nir Shlezinger , Jay Whang , Yonina C. Eldar , Alexandros G. Dimakis

We propose to model the acoustic space of deep neural network (DNN) class-conditional posterior probabilities as a union of low-dimensional subspaces. To that end, the training posteriors are used for dictionary learning and sparse coding.…

Computation and Language · Computer Science 2017-09-07 Pranay Dighe , Gil Luyet , Afsaneh Asaei , Herve Bourlard

Hidden Markov Models (HMMs) are learning methods for pattern recognition. The probabilistic HMMs have been one of the most used techniques based on the Bayesian model. First-order probabilistic HMMs were adapted to the theory of belief…

Artificial Intelligence · Computer Science 2015-01-23 Jungyeul Park , Mouna Chebbah , Siwar Jendoubi , Arnaud Martin
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