Related papers: A Hidden Absorbing Semi-Markov Model for Informati…
The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…
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…
We investigate a novel modeling approach for end-to-end neural network training using hidden Markov models (HMM) where the transition probabilities between hidden states are modeled and learned explicitly. Most contemporary…
We propose a sparse vector autoregressive (VAR) hidden semi-Markov model (HSMM) for modeling temporal and contemporaneous (e.g. spatial) dependencies in multivariate nonstationary time series. The HSMM's generic state distribution is…
Objective: A clinical decision support tool that automatically interprets EEGs can reduce time to diagnosis and enhance real-time applications such as ICU monitoring. Clinicians have indicated that a sensitivity of 95% with a specificity…
We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…
The Hidden Quantum Markov Model (HQMM) has significant potential for analyzing time-series data and studying stochastic processes in the quantum domain as an upgrading option with potential advantages over classical Markov models. In this…
We aim to model unknown file processing. As the content of log files often evolves over time, we established a dynamic statistical model which learns and adapts processing and parsing rules. First, we limit the amount of unstructured text…
In this study, we address the interpretability issue in complex, black-box Machine Learning models applied to sequence data. We introduce the Model-Based tree Hidden Semi-Markov Model (MOB-HSMM), an inherently interpretable model aimed at…
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…
Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…
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…
We propose a new scheme for selecting pool states for the embedded Hidden Markov Model (HMM) Markov Chain Monte Carlo (MCMC) method. This new scheme allows the embedded HMM method to be used for efficient sampling in state space models…
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…
The advent of the Internet era has led to an explosive growth in the Electronic Health Records (EHR) in the past decades. The EHR data can be regarded as a collection of clinical events, including laboratory results, medication records,…
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…
As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…
In the dynamic hospital setting, decision support can be a valuable tool for improving patient outcomes. Data-driven inference of future outcomes is challenging in this dynamic setting, where long sequences such as laboratory tests and…
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…
In a clinical trial of a treatment for alcoholism, a common response variable of interest is the number of alcoholic drinks consumed by each subject each day, or an ordinal version of this response, with levels corresponding to abstinence,…