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There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…

Methodology · Statistics 2012-09-11 Matthew J. Johnson , Alan S. Willsky

Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical…

Methodology · Statistics 2024-03-20 S. Mildiner Moraga , E. Aarts

The perennial problem of "how many clusters?" remains an issue of substantial interest in data mining and machine learning communities, and becomes particularly salient in large data sets such as populational genomic data where the number…

Machine Learning · Statistics 2009-08-20 Kyung-Ah Sohn , Eric P. Xing

Studying how diverse human populations are related is of historical and anthropological interest, in addition to providing a realistic null model for testing for signatures of natural selection or disease associations. Furthermore,…

Populations and Evolution · Quantitative Biology 2018-07-10 Jeffrey P. Spence , Matthias Steinrücken , Jonathan Terhorst , Yun S. Song

In many areas of computational biology, hidden Markov models (HMMs) have been used to model local genomic features. In particular, coalescent HMMs have been used to infer ancient population sizes, migration rates, divergence times, and…

Populations and Evolution · Quantitative Biology 2014-03-05 Kelley Harris , Sara Sheehan , John A. Kamm , Yun S. Song

Most existing approaches to clustering gene expression time course data treat the different time points as independent dimensions and are invariant to permutations, such as reversal, of the experimental time course. Approaches utilizing…

Machine Learning · Computer Science 2012-07-02 Matthew Beal , Praveen Krishnamurthy

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…

Applications · Statistics 2023-01-26 Patrick Aschermayr , Konstantinos Kalogeropoulos

Hidden Markov Models (HMMs) are powerful tools for modeling sequential data, where the underlying states evolve in a stochastic manner and are only indirectly observable. Traditional HMM approaches are well-established for linear sequences,…

Machine Learning · Statistics 2024-06-05 Farzan Vafa , Sahand Hormoz

The hidden Markov model (HMM) is a generative model that treats sequential data under the assumption that each observation is conditioned on the state of a discrete hidden variable that evolves in time as a Markov chain. In this paper, we…

Artificial Intelligence · Computer Science 2011-09-07 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

We propose a Bayesian nonparametric model to infer population admixture, extending the Hierarchical Dirichlet Process to allow for correlation between loci due to Linkage Disequilibrium. Given multilocus genotype data from a sample of…

Applications · Statistics 2015-03-31 M. De Iorio , L. T. Elliott , S. Favaro , K. Adhikari , Y. W. Teh

It is becoming increasingly clear that complex interactions among genes and environmental factors play crucial roles in triggering complex diseases. Thus, understanding such interactions is vital, which is possible only through statistical…

Applications · Statistics 2020-05-04 Durba Bhattacharya , Sourabh Bhattacharya

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…

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…

Applications · Statistics 2024-07-19 Ioannis Rotous , Alex Diana , Alessio Farcomeni , Eleni Matechou , Andréa Thiebault

Hidden Markov models (HMMs) are flexible tools for clustering dependent data coming from unknown populations, allowing nonparametric modelling of the population densities. Identifiability fails when the data is in fact independent and…

Statistics Theory · Mathematics 2025-07-16 Kweku Abraham , Elisabeth Gassiat , Zacharie Naulet

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…

The problems of large-scale multiple testing are often encountered in modern scientific researches. Conventional multiple testing procedures usually suffer considerable loss of testing efficiency due to the lack of consideration of…

Methodology · Statistics 2022-12-21 Pengfei Wang , Zhaofeng Tian

Hidden Markov Models, HMM's, are mathematical models of Markov processes with state that is hidden, but from which information can leak. They are typically represented as 3-way joint-probability distributions. We use HMM's as denotations of…

Logic in Computer Science · Computer Science 2023-06-22 Annabelle McIver , Carroll Morgan , Tahiry Rabehaja

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

The increasing availability of multiple network data has highlighted the need for statistical models for heterogeneous populations of networks. A convenient framework makes use of metrics to measure similarity between networks. In this…

Methodology · Statistics 2026-03-09 Francesco Barile , Simón Lunagómez , Bernardo Nipoti
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