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Bayesian nonparametric methods have recently transformed emerging areas within data science. One such promising method, the infinite hidden Markov model (iHMM), generalizes the HMM which itself has become a workhorse in single molecule data…

Data Analysis, Statistics and Probability · Physics 2017-06-28 Ioannis Sgouralis , Steve Presse

Hidden Markov Models (HMMs) have become very popular as a computational tool for the analysis of sequential data. They are memoryless machines which transition from one internal state to another, while producing symbols. These symbols…

Quantum Physics · Physics 2012-10-01 Ben O`Neill , Tom M. Barlow , Dominik Safranek , Almut Beige

Nature, as far as we know, evolves continuously through space and time. Yet the ubiquitous hidden Markov model (HMM)--originally developed for discrete time and space analysis in natural language processing--remains a central tool in…

Biomolecules · Quantitative Biology 2025-06-09 Max Schweiger , Ayush Saurabh , Steve Pressé

We propose the segmented iHMM (siHMM), a hierarchical infinite hidden Markov model (iHMM) that supports a simple, efficient inference scheme. The siHMM is well suited to segmentation problems, where the goal is to identify points at which a…

Machine Learning · Statistics 2016-02-23 Ardavan Saeedi , Matthew Hoffman , Matthew Johnson , Ryan Adams

The hidden Markov model (HMM) is a fundamental tool for sequence modeling that cleanly separates the hidden state from the emission structure. However, this separation makes it difficult to fit HMMs to large datasets in modern NLP, and they…

Computation and Language · Computer Science 2020-11-10 Justin T. Chiu , Alexander M. Rush

The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…

Applications · Statistics 2012-12-11 The Minh Luong , Vittorio Perduca , Gregory Nuel

Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…

Machine Learning · Computer Science 2012-07-10 Daniel Hsu , Sham M. Kakade , Tong Zhang

Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially…

Computation · Statistics 2021-03-22 Satu Helske , Jouni Helske

The Hidden Markov Model (HMM) is one of the most widely used statistical models for sequential data analysis. One of the key reasons for this versatility is the ability of HMM to deal with missing data. However, standard HMM learning…

Machine Learning · Statistics 2023-07-04 Binyamin Perets , Mark Kozdoba , Shie Mannor

Hidden Quantum Markov Models (HQMMs) can be thought of as quantum probabilistic graphical models that can model sequential data. We extend previous work on HQMMs with three contributions: (1) we show how classical hidden Markov models…

Machine Learning · Statistics 2017-10-26 Siddarth Srinivasan , Geoff Gordon , Byron Boots

Analysis of sequential event data has been recognized as one of the essential tools in data modeling and analysis field. In this paper, after the examination of its technical requirements and issues to model complex but practical situation,…

Artificial Intelligence · Computer Science 2015-08-21 Hiromi Narimatsu , Hiroyuki Kasai

Hidden Markov Models (HMMs) are foundational tools for modeling sequential data with latent Markovian structure, yet fitting them to real-world data remains computationally challenging. In this work, we show that pre-trained large language…

Machine Learning · Computer Science 2026-04-27 Yijia Dai , Zhaolin Gao , Yahya Sattar , Sarah Dean , Jennifer J. Sun

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…

Ecological systems can often be characterised by changes among a finite set of underlying states pertaining to individuals, populations, communities, or entire ecosystems through time. Owing to the inherent difficulty of empirical field…

Quantitative Methods · Quantitative Biology 2020-11-12 Brett T. McClintock , Roland Langrock , Olivier Gimenez , Emmanuelle Cam , David L. Borchers , Richard Glennie , Toby A. Patterson

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

Hidden Markov Models are widely used in classical computer science to model stochastic processes with a wide range of applications. This paper concerns the quantum analogues of these machines --- so-called Hidden Quantum Markov Models…

Quantum Physics · Physics 2015-03-05 Lewis A. Clark , Wei Huang , Thomas M. Barlow , Almut Beige

Background: Biomedical data are usually collections of longitudinal data assessed at certain points in time. Clinical observations assess the presences and severity of symptoms, which are the basis for description and modeling of disease…

Databases · Computer Science 2023-07-26 Richard Fechner , Jens Dörpinghaus , Robert Rockenfeller , Jennifer Faber

Information seeking process is an important topic in information seeking behavior research. Both qualitative and empirical methods have been adopted in analyzing information seeking processes, with major focus on uncovering the latent…

Information Retrieval · Computer Science 2013-04-09 Shuguang Han , Zhen Yue , Daqing He

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

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional…

Machine Learning · Statistics 2015-06-10 Nilesh Tripuraneni , Shane Gu , Hong Ge , Zoubin Ghahramani
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