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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

Searches for gravitational wave events use models, or templates, for the signals of interest. The templates used in current searches in the LIGO-Virgo-Kagra (LVK) data model the dominant quadrupole mode $(\ell,|m|)=(2,2)$ of the signals,…

General Relativity and Quantum Cosmology · Physics 2024-10-18 Digvijay Wadekar , Tejaswi Venumadhav , Ajit Kumar Mehta , Javier Roulet , Seth Olsen , Jonathan Mushkin , Barak Zackay , Matias Zaldarriaga

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

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

The hidden Markov model (HMM) has been a workhorse of single molecule data analysis and is now commonly used as a standalone tool in time series analysis or in conjunction with other analyses methods such as tracking. Here we provide a…

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

Hidden Markov Models (HMMs) are a commonly used tool for inference of transcription factor (TF) binding sites from DNA sequence data. We exploit the mathematical equivalence between HMMs for TF binding and the "inverse" statistical…

Statistical Mechanics · Physics 2015-05-19 Pankaj Mehta , David Schwab , Anirvan M. Sengupta

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

Results are presented for a semi-coherent search for continuous gravitational waves from the millisecond pulsar PSR J0437$-$4715, using a hidden Markov model to track spin wandering, in LIGO data from the third LIGO-Virgo observing run.…

General Relativity and Quantum Cosmology · Physics 2023-05-17 Andrés F. Vargas , Andrew Melatos

The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…

Machine Learning · Computer Science 2012-10-26 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

The conformational kinetics of enzymes can be reliably revealed when they are governed by Markovian dynamics. Hidden Markov Models (HMMs) are appropriate especially in the case of conformational states that are hardly distinguishable.…

Quantitative Methods · Quantitative Biology 2009-02-05 A. Kovalev , N. Zarrabi , F. Werz , M. Boersch , Z. Ristic , H. Lill , D. Bald , C. Tietz , J. Wrachtrup

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

The detection of gravitational waves from binary neutron stars is a major goal of the gravitational-wave observatories Advanced LIGO and Advanced Virgo. Previous searches for binary neutron stars with LIGO and Virgo neglected the component…

General Relativity and Quantum Cosmology · Physics 2012-10-16 Duncan A. Brown , Ian Harry , Andrew Lundgren , Alexander H. Nitz

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

Efficient searches for gravitational waves from compact binary coalescence are crucial for gravitational wave observations. We present a proof-of-concept for a method that utilizes a neural network taking an SNR map, a stack of SNR time…

General Relativity and Quantum Cosmology · Physics 2025-12-16 Takahiro S. Yamamoto , Kipp Cannon , Hayato Motohashi , Hiroaki W. H. Tahara

We search for digital biomarkers from Parkinson's Disease by observing approximate repetitive patterns matching hypothesized step and stride periodic cycles. These observations were modeled as a cycle of hidden states with randomness…

Quantitative Methods · Quantitative Biology 2017-11-15 Avinash Bukkittu , Baihan Lin , Trung Vu , Itsik Pe'er

This paper presents an enhanced methodology for searching long transient gravitational waves associated with a newborn magnetar, with particular focus on the regime in which the early spin-down is dominated by gravitational-wave emission.…

The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…

Machine Learning · Computer Science 2024-02-28 YeXin Huang

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

During LIGO-Virgo-KAGRA's third observing run (O3), simulated continuous gravitational wave (CW) signals were added to the LIGO detectors as hardware (HW) injections, which are physical injections into the interferometer control loop via…

General Relativity and Quantum Cosmology · Physics 2025-09-24 Jediah Tau , John T. Whelan

The Hidden Markov Model (HMM) is a widely-used statistical model for handling sequential data. However, the presence of missing observations in real-world datasets often complicates the application of the model. The EM algorithm and Gibbs…

Machine Learning · Statistics 2026-01-06 Dongrong Li , Tianwei Yu , Xiaodan Fan
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