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The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and, in general, tracking it over a period of time. Toward this goal, a $d$-state…

Applications · Statistics 2014-01-16 Vasanthan Raghavan , Aram Galstyan , Alexander G. Tartakovsky

Hidden Markov Models (HMMs) are a ubiquitous tool to model time series data, and have been widely used in two main tasks of Automatic Music Transcription (AMT): note segmentation, i.e. identifying the played notes after a multi-pitch…

Machine Learning · Statistics 2017-04-13 D. Cazau , G. Nuel

We detect the deviation of the grid frequency from the nominal value (i.e., 50 Hz), which itself is an indicator of the power imbalance (i.e., mismatch between power generation and load demand). We first pass the noisy estimates of grid…

Signal Processing · Electrical Eng. & Systems 2018-07-04 Shah Hassan , Hadia Sajjad , Muhammad Mahboob Ur Rahman

Results are presented for a semi-coherent search for gravitational waves from the low-mass X-ray binary Scorpius X-1 in Observing Run 3 (O3) data from the Laser Interferometer Gravitational Wave Observatory, using an updated orbital…

General Relativity and Quantum Cosmology · Physics 2023-10-31 Andrés F. Vargas , Andrew Melatos

1. Electronic telemetry is frequently used to document animal movement through time. Methods that can identify underlying behaviors driving specific movement patterns can help us understand how and why animals use available space, thereby…

The detection of quasi-periodic sources of gravitational waves requires the accumulation of signal-to-noise over long observation times. If not removed, Earth-motion induced Doppler modulations, and intrinsic variations of the…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Patrick R Brady , Teviet Creighton

Traditional approaches in mental health research apply General Linear Models (GLM) to describe the longitudinal dynamics of observed psycho-behavioral measurements (questionnaire summary scores). Similarly, GLMs are also applied to…

As two neutron stars merge, they emit gravitational waves that can potentially be detected by earth bound detectors. Matched-filtering based algorithms have traditionally been used to extract quiet signals embedded in noise. We introduce a…

High Energy Astrophysical Phenomena · Physics 2020-09-29 Marlin B. Schäfer , Frank Ohme , Alexander H. Nitz

Continuous nanohertz gravitational waves from individual supermassive black hole binaries may be detectable with pulsar timing arrays. A novel search strategy is developed, wherein intrinsic achromatic spin wandering is tracked…

We consider a class of filtering problems for large populations where each individual is modeled by the same hidden Markov model (HMM). In this paper, we focus on aggregate inference problems in HMMs with discrete state space and continuous…

Machine Learning · Statistics 2020-11-09 Qinsheng Zhang , Rahul Singh , Yongxin Chen

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

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

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…

Machine Learning · Statistics 2015-07-28 David A. Meyer , Asif Shakeel

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) 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

Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance…

Computation · Statistics 2016-01-13 Daniel Turek , Perry de Valpine , Christopher J. Paciorek

Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…

Statistics Theory · Mathematics 2024-07-18 Yang Chen , Cheng-Der Fuh , Chu-Lan Michael Kao

We introduce a quantum Viterbi decoding algorithm for hidden quantum Markov models (HQMMs) motivated by quantum information processing and quantum algorithms. Given a finite sequence of measurement outcomes, the algorithm identifies hidden…

The gravitational memory effect manifests gravitational nonlinearity, degenerate vacua, and asymptotic symmetries; its detection is considered challenging. We propose using the space-borne interferometer to detect memory signals from…

General Relativity and Quantum Cosmology · Physics 2025-10-13 Shaoqi Hou , Zhi-Chao Zhao , Zhoujian Cao , Zong-Hong Zhu

Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a…

Artificial Intelligence · Computer Science 2016-12-28 Ahmed M. Alaa , Mihaela van der Schaar